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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
NKE icon
451
PUT
Nike
NKE
$62.7B
$1.79M 0.05%
15,300
-6,700
-30% -$675K
RH icon
452
CALL
RH
RH
$3.15B
$1.79M 0.05%
6,700
-12,100
-64% -$3.15M
PTON icon
453
PUT
Peloton Interactive
PTON
$2.76B
$1.79M 0.05%
225,200
+78,800
+54% +$756K
CI icon
454
Cigna
CI
$76.1B
$1.78M 0.05%
5,379
+2,104
+64% +$666K
MS icon
455
CALL
Morgan Stanley
MS
$330B
$1.78M 0.05%
20,900
-43,800
-68% -$3.73M
KMX icon
456
CarMax
KMX
$8.33B
$1.77M 0.05%
+29,100
New +$1.87M
SE icon
457
PUT
Sea Limited
SE
$65.1B
$1.77M 0.05%
34,000
-156,400
-82% -$8.43M
GOOG icon
458
Alphabet (Google) Class C
GOOG
$4.08T
$1.76M 0.05%
19,851
-5,611
-22% -$535K
JWN
459
CALL
DELISTED
Nordstrom
JWN
$1.74M 0.05%
108,100
+15,700
+17% +$301K
MS icon
460
Morgan Stanley
MS
$330B
$1.74M 0.05%
20,488
+2,111
+11% +$180K
D icon
461
CALL
Dominion Energy
D
$61.3B
$1.74M 0.05%
28,400
+25,000
+735% +$1.57M
VRTX icon
462
PUT
Vertex Pharmaceuticals
VRTX
$122B
$1.73M 0.05%
6,000
+3,700
+161% +$1.13M
DD icon
463
CALL
DuPont de Nemours
DD
$18.7B
$1.73M 0.05%
+20,076
New +$1.6M
W icon
464
PUT
Wayfair
W
$11.9B
$1.72M 0.05%
52,300
+11,900
+29% +$415K
CROX icon
465
CALL
Crocs
CROX
$6.14B
$1.71M 0.05%
15,800
-12,700
-45% -$1.12M
USB icon
466
PUT
US Bancorp
USB
$98B
$1.69M 0.05%
+38,800
New +$1.66M
VFC icon
467
PUT
VF Corp
VFC
$5.87B
$1.69M 0.05%
+61,200
New +$1.8M
DASH icon
468
CALL
DoorDash
DASH
$86.1B
$1.69M 0.05%
34,600
-73,400
-68% -$3.81M
SQQQ icon
469
ProShares UltraPro Short QQQ
SQQQ
$2.08B
$1.68M 0.05%
1,247
+338
+37% +$436K
DECK icon
470
PUT
Deckers Outdoor
DECK
$13.6B
$1.68M 0.05%
25,200
+13,200
+110% +$799K
XLRE icon
471
State Street Real Estate Select Sector SPDR ETF
XLRE
$8.6B
$1.67M 0.05%
+45,113
New +$1.67M
PDD icon
472
CALL
Pinduoduo
PDD
$124B
$1.66M 0.05%
20,300
-7,900
-28% -$550K
NEE icon
473
PUT
NextEra Energy
NEE
$183B
$1.66M 0.05%
+19,800
New +$1.6M
MDB icon
474
PUT
MongoDB
MDB
$26.2B
$1.63M 0.05%
8,300
-1,500
-15% -$267K
WM icon
475
CALL
Waste Management
WM
$90.9B
$1.63M 0.05%
10,400
+9,100
+700% +$1.46M
17 18
19
20 21

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AWP
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BCM
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OAM
Ophir Asset Management Sydney, Australia $859M AUM 59.08% 1-Year Est. Return
NOCM
Night Owl Capital Management Greenwich, Connecticut $858M AUM 31.41% 1-Year Est. Return
TIM
Total Investment Management Scottsdale, Arizona $858M AUM 9.96% 1-Year Est. Return
QIM
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RB
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OMG
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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.