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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
WING icon
676
PUT
Wingstop
WING
$3.66B
$1.03M 0.03%
7,500
+5,100
+213% +$753K
TMF icon
677
Direxion Daily 20+ Year Treasury Bull 3X ETF
TMF
$2.21B
$1.03M 0.03%
+13,507
New +$1.09M
AA icon
678
Alcoa
AA
$11.9B
$1.03M 0.03%
22,616
+10,988
+94% +$478K
ZBRA icon
679
PUT
Zebra Technologies
ZBRA
$13.7B
$1.03M 0.03%
+4,000
New +$1.03M
ESS icon
680
CALL
Essex Property Trust
ESS
$18.1B
$1.02M 0.03%
+4,800
New +$1.05M
AN icon
681
AutoNation
AN
$7.18B
$1.02M 0.03%
9,474
+3,941
+71% +$436K
LMND icon
682
PUT
Lemonade
LMND
$3.76B
$1.02M 0.03%
74,300
+34,600
+87% +$684K
ORLY icon
683
PUT
O'Reilly Automotive
ORLY
$71.3B
$1.01M 0.03%
18,000
+10,500
+140% +$565K
XLF icon
684
PUT
State Street Financial Select Sector SPDR ETF
XLF
$56.8B
$1.01M 0.03%
29,600
-145,500
-83% -$4.92M
LUV icon
685
PUT
Southwest Airlines
LUV
$22.3B
$1M 0.03%
29,800
-85,800
-74% -$3.09M
GOVT icon
686
iShares US Treasury Bond ETF
GOVT
$43.7B
$1M 0.03%
44,138
+6,584
+18% +$150K
NSC icon
687
Norfolk Southern
NSC
$75B
$1M 0.03%
+4,067
New +$962K
TXT icon
688
Textron
TXT
$15B
$1M 0.03%
14,150
+7,755
+121% +$526K
GDXJ icon
689
VanEck Junior Gold Miners ETF
GDXJ
$7.15B
$997K 0.03%
+27,966
New +$920K
AZN icon
690
PUT
AstraZeneca
AZN
$266B
$997K 0.03%
+7,350
New +$922K
AXON
691
PUT
Axon Enterprise
AXON
$42.3B
$996K 0.03%
6,000
+3,200
+114% +$506K
FOUR icon
692
PUT
Shift4
FOUR
$4.26B
$996K 0.03%
17,800
+9,800
+123% +$463K
BIDU icon
693
PUT
Baidu
BIDU
$36.5B
$995K 0.03%
8,700
-6,300
-42% -$643K
SVXY icon
694
ProShares Short VIX Short-Term Futures ETF
SVXY
$224M
$994K 0.03%
+33,868
New +$914K
XLY icon
695
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$21.9B
$992K 0.03%
+15,364
New +$1.07M
KRNT icon
696
PUT
Kornit Digital
KRNT
$695M
$981K 0.03%
+42,700
New +$1.07M
SE icon
697
Sea Limited
SE
$65.1B
$980K 0.03%
18,844
+14,972
+387% +$807K
TEVA icon
698
Teva Pharmaceuticals
TEVA
$41.2B
$980K 0.03%
+107,462
New +$938K
ANF icon
699
Abercrombie & Fitch
ANF
$4.45B
$979K 0.03%
42,725
+23,587
+123% +$465K
PTON icon
700
CALL
Peloton Interactive
PTON
$2.76B
$978K 0.03%
123,200
-35,400
-22% -$340K
26 27
28
29 30

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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.