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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
PBR.A icon
651
Petrobras Class A
PBR.A
$109B
$1.07M 0.03%
115,684
+55,012
+91% +$590K
AN icon
652
PUT
AutoNation
AN
$7.18B
$1.07M 0.03%
10,000
+3,800
+61% +$420K
AFL icon
653
CALL
Aflac
AFL
$64.8B
$1.07M 0.03%
14,900
+8,700
+140% +$582K
XLE icon
654
State Street Energy Select Sector SPDR ETF
XLE
$39.2B
$1.07M 0.03%
24,480
-154,642
-86% -$6.73M
SNAP icon
655
PUT
Snap
SNAP
$7.89B
$1.07M 0.03%
119,600
-223,900
-65% -$2.21M
SPYM
656
State Street SPDR Portfolio S&P 500 ETF
SPYM
$160B
$1.07M 0.03%
23,768
-17,644
-43% -$797K
NUGT icon
657
Direxion Daily Gold Miners Index Bull 2X ETF
NUGT
$909M
$1.07M 0.03%
30,967
+17,182
+125% +$521K
DHI icon
658
D.R. Horton
DHI
$40.7B
$1.07M 0.03%
11,948
-7,579
-39% -$607K
SONY icon
659
Sony
SONY
$134B
$1.06M 0.03%
69,770
+29,575
+74% +$442K
GPN icon
660
CALL
Global Payments
GPN
$23.8B
$1.06M 0.03%
10,700
+5,600
+110% +$584K
SE icon
661
CALL
Sea Limited
SE
$65.1B
$1.06M 0.03%
20,400
-163,200
-89% -$8.8M
IDXX icon
662
PUT
Idexx Laboratories
IDXX
$44.1B
$1.06M 0.03%
2,600
+1,000
+63% +$388K
POOL icon
663
CALL
Pool Corp
POOL
$6.93B
$1.06M 0.03%
3,500
-800
-19% -$253K
GWW icon
664
PUT
W.W. Grainger
GWW
$64B
$1.06M 0.03%
+1,900
New +$1.07M
ALLY icon
665
CALL
Ally Financial
ALLY
$13.2B
$1.06M 0.03%
43,200
+29,600
+218% +$787K
PLNT icon
666
PUT
Planet Fitness
PLNT
$4.43B
$1.06M 0.03%
13,400
+3,600
+37% +$251K
SPYD icon
667
State Street SPDR Portfolio S&P 500 High Dividend ETF
SPYD
$7.65B
$1.05M 0.03%
26,627
-12,973
-33% -$507K
MAC icon
668
Macerich
MAC
$7.22B
$1.05M 0.03%
93,502
+74,117
+382% +$837K
VTR icon
669
PUT
Ventas
VTR
$47.1B
$1.05M 0.03%
23,300
+6,100
+35% +$257K
TBT icon
670
ProShares Trust UltraShort Lehman 20+ Year Treasury
TBT
$300M
$1.05M 0.03%
+32,254
New +$1.05M
B
671
PUT
Barrick Mining
B
$63.2B
$1.05M 0.03%
60,900
-122,600
-67% -$1.95M
HAL icon
672
Halliburton
HAL
$26.4B
$1.04M 0.03%
+26,427
New +$935K
FIS icon
673
Fidelity National Information Services
FIS
$23.8B
$1.04M 0.03%
15,263
+8,540
+127% +$607K
DGX icon
674
CALL
Quest Diagnostics
DGX
$25.9B
$1.03M 0.03%
6,600
-100
-1% -$14.4K
KNX icon
675
CALL
Knight Transportation
KNX
$11.4B
$1.03M 0.03%
19,700
+15,600
+380% +$807K
25 26
27
28 29

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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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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.