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TSS

Two Sigma Securities Portfolio holdings

AUM $861M
1-Year Est. Return 21.33%
This Fund
S&P 500
This Quarter Est. Return
+8.48%
1 Year Est. Return
+21.33%
3 Year Est. Return
+86.85%
5 Year Est. Return
+97.02%
10 Year Est. Return
+293.06%
AUM
$3.33B
AUM Growth
+$27.2M
Cap. Flow
-$114M
Cap. Flow %
-3.42%
Top 10 Hldgs %
9.02%
Holding
3,520
New
977
Increased
717
Reduced
803
Closed
990

Top Buys

Rank Stock Value
1
PYPL icon
PayPal
PYPL
+$8.72M
2
RIVN icon
Rivian
RIVN
+$7.6M
3
EFA icon
iShares MSCI EAFE ETF
EFA
+$7.34M
4
AMZN icon
Amazon
AMZN
+$6.82M
5
BABA icon
Alibaba
BABA
+$6.82M

Top Sells

Rank Stock Value
1
CME icon
CME Group
CME
+$8.15M
2
XLE icon
State Street Energy Select Sector SPDR ETF
XLE
+$6.73M
3
SH icon
ProShares Short S&P500
SH
+$6.23M
4
VWO icon
Vanguard FTSE Emerging Markets ETF
VWO
+$5.71M
5
PFE icon
Pfizer
PFE
+$5.61M

Sector Composition

Rank Sector Weight
1 Consumer Discretionary 3.07%
2 Technology 2.85%
3 Financials 1.6%
4 Healthcare 1.49%
5 Industrials 1.43%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
SHOP icon
401
Shopify
SHOP
$168B
$2.08M 0.06%
59,944
+20,270
+51% +$692K
DIA icon
402
PUT
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$45B
$2.05M 0.06%
6,200
+3,200
+107% +$1.04M
LYFT icon
403
PUT
Lyft
LYFT
$5.86B
$2.04M 0.06%
185,500
+142,700
+333% +$1.72M
SAM icon
404
PUT
Boston Beer
SAM
$1.95B
$2.04M 0.06%
6,200
-3,800
-38% -$1.38M
NET icon
405
CALL
Cloudflare
NET
$96B
$2.03M 0.06%
45,000
+38,600
+603% +$1.91M
RH icon
406
PUT
RH
RH
$3.33B
$2.03M 0.06%
7,600
-13,600
-64% -$3.54M
OKTA icon
407
CALL
Okta
OKTA
$23.8B
$2.03M 0.06%
29,700
+10,200
+52% +$582K
ALL icon
408
PUT
Allstate
ALL
$70.6B
$2.02M 0.06%
14,900
+10,300
+224% +$1.35M
AVGO icon
409
CALL
Broadcom
AVGO
$1.76T
$2.01M 0.06%
36,000
-113,000
-76% -$5.67M
AMR icon
410
CALL
Alpha Metallurgical Resources
AMR
$1.77B
$2.01M 0.06%
+13,700
New +$2.16M
BBY icon
411
PUT
Best Buy
BBY
$19B
$2.01M 0.06%
25,000
-45,400
-64% -$3.34M
M icon
412
CALL
Macy's
M
$6.51B
$2M 0.06%
97,000
-127,200
-57% -$2.6M
W icon
413
CALL
Wayfair
W
$11.8B
$2M 0.06%
60,800
-300
-0.5% -$10.5K
LIN icon
414
Linde
LIN
$236B
$2M 0.06%
6,125
+4,625
+308% +$1.45M
ITUB icon
415
Itaú Unibanco
ITUB
$89.8B
$1.98M 0.06%
477,184
+426,555
+843% +$1.94M
KHC icon
416
PUT
Kraft Heinz
KHC
$32.8B
$1.98M 0.06%
48,600
-40,500
-45% -$1.54M
HON icon
417
PUT
Honeywell
HON
$76.4B
$1.97M 0.06%
9,761
+8,063
+475% +$1.54M
UNP icon
418
PUT
Union Pacific
UNP
$174B
$1.95M 0.06%
+9,400
New +$1.93M
CMG icon
419
CALL
Chipotle Mexican Grill
CMG
$43.9B
$1.94M 0.06%
70,000
+10,000
+17% +$299K
GE icon
420
GE Aerospace
GE
$364B
$1.94M 0.06%
+37,150
New +$1.83M
AGNC icon
421
PUT
AGNC Investment
AGNC
$12.7B
$1.94M 0.06%
187,100
+156,300
+507% +$1.43M
SCHE icon
422
Schwab Emerging Markets Equity ETF
SCHE
$12.2B
$1.93M 0.06%
81,553
+58,462
+253% +$1.36M
XLV icon
423
PUT
State Street Health Care Select Sector SPDR ETF
XLV
$42.9B
$1.93M 0.06%
14,200
-6,300
-31% -$835K
TMV icon
424
Direxion Daily 20+ Year Treasury Bear 3X ETF
TMV
$182M
$1.93M 0.06%
56,580
+29,260
+107% +$1.01M
IWM icon
425
iShares Russell 2000 ETF
IWM
$79.1B
$1.93M 0.06%
11,043
-1,861
-14% -$331K
15 16
17
18 19

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BCM
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OAM
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NOCM
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TIM
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QIM
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SLT
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Two Sigma Securities's Q4 2022 Portfolio in Review

As of Q4 2022, Two Sigma Securities held 3,520 positions worth $3.33B, up 0.82% from $3.3B the previous quarter. Its ten largest holdings account for 9% of the portfolio.

Two Sigma Securities withdrew a net $114M in Q4 2022, closing 990 positions and reducing 803 holdings. Its most notable exit was Vanguard FTSE Emerging Markets ETF, an estimated $5.71M position sold in full.

By sector, the portfolio is most concentrated in Consumer Discretionary at 3.1% of assets, up from 1.8% a quarter earlier, followed by Technology and Financials.

Against the trend, Two Sigma Securities opened a new position in iShares MSCI EAFE ETF worth $7.69M.

  • Two Sigma Securities's largest Q4 2022 buy was iShares MSCI EAFE ETF: 117,099 shares worth $7.69M.
  • Two Sigma Securities added most to PayPal in Q4 2022, an estimated $8.72M increase.
  • Two Sigma Securities's biggest Q4 2022 reduction was CME Group, cutting an estimated $8.15M.
  • Two Sigma Securities fully exited Vanguard FTSE Emerging Markets ETF in Q4 2022, selling an estimated $5.71M.
  • Two Sigma Securities's ten largest holdings make up 9% of its $3.33B portfolio in Q4 2022.
  • Two Sigma Securities opened 977 new positions and closed 990 in Q4 2022.
  • Two Sigma Securities's portfolio value rose 0.82% quarter-over-quarter to $3.33B.

Based on Two Sigma Securities's 13F filing for Q4 2022, filed 14 Feb 2023.