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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
CIBR icon
776
First Trust NASDAQ Cybersecurity ETF
CIBR
$14.1B
$836K 0.03%
21,602
+12,273
+132% +$487K
STNG icon
777
Scorpio Tankers
STNG
$3.76B
$834K 0.03%
15,516
-11,949
-44% -$597K
SJR
778
DELISTED
Shaw Communications Inc.
SJR
$833K 0.03%
+28,929
New +$759K
YANG icon
779
Direxion Daily FTSE China Bear 3X ETF
YANG
$82.7M
$833K 0.03%
3,501
+1,801
+106% +$733K
SPG icon
780
Simon Property Group
SPG
$74.7B
$830K 0.02%
+7,064
New +$785K
PDBC icon
781
Invesco Actively Managed Exch-Traded Commodity Fd Tr Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF
PDBC
$6.36B
$829K 0.02%
56,099
+24,115
+75% +$402K
CHPT icon
782
CALL
ChargePoint
CHPT
$142M
$827K 0.02%
4,340
+3,455
+390% +$840K
CF icon
783
PUT
CF Industries
CF
$19.3B
$826K 0.02%
9,700
+4,600
+90% +$467K
SSO icon
784
ProShares Ultra S&P500
SSO
$7.76B
$824K 0.02%
+37,090
New +$841K
SPR
785
PUT
DELISTED
Spirit AeroSystems
SPR
$823K 0.02%
27,800
+12,500
+82% +$324K
AZN icon
786
AstraZeneca
AZN
$266B
$823K 0.02%
+6,068
New +$761K
SPOT icon
787
PUT
Spotify
SPOT
$107B
$821K 0.02%
10,400
-19,700
-65% -$1.59M
SPGI icon
788
S&P Global
SPGI
$122B
$820K 0.02%
2,448
-2,172
-47% -$716K
PVH icon
789
PVH
PVH
$4.01B
$819K 0.02%
+11,607
New +$692K
INTU icon
790
CALL
Intuit
INTU
$86.3B
$817K 0.02%
2,100
-1,300
-38% -$516K
NSC icon
791
PUT
Norfolk Southern
NSC
$75B
$813K 0.02%
+3,300
New +$781K
BALL icon
792
PUT
Ball Corp
BALL
$17.4B
$813K 0.02%
15,900
+6,800
+75% +$352K
DAC icon
793
CALL
Danaos Corp
DAC
$2.59B
$811K 0.02%
15,400
+5,500
+56% +$310K
BKNG icon
794
CALL
Booking.com
BKNG
$150B
$806K 0.02%
10,000
+5,000
+100% +$380K
PBF icon
795
PBF Energy
PBF
$8.67B
$806K 0.02%
19,764
+8,520
+76% +$354K
AN icon
796
CALL
AutoNation
AN
$7.18B
$805K 0.02%
7,500
+2,300
+44% +$254K
LMND icon
797
CALL
Lemonade
LMND
$3.76B
$804K 0.02%
58,800
+11,300
+24% +$223K
CHWY icon
798
PUT
Chewy
CHWY
$9.34B
$790K 0.02%
21,300
-58,300
-73% -$2.27M
UVXY icon
799
ProShares Ultra VIX Short-Term Futures ETF
UVXY
$234M
$789K 0.02%
+460
New +$1.08M
MTN icon
800
PUT
Vail Resorts
MTN
$5.45B
$787K 0.02%
3,300
-4,700
-59% -$1.1M
30 31
32
33 34

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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
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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.