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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
DAL icon
126
PUT
Delta Air Lines
DAL
$56.7B
$5.58M 0.17%
169,700
-166,300
-49% -$5.51M
DOCU
127
PUT
DocuSign
DOCU
$11.1B
$5.57M 0.17%
100,500
+3,600
+4% +$175K
FXI icon
128
iShares China Large-Cap ETF
FXI
$4.32B
$5.52M 0.17%
195,004
+133,045
+215% +$3.44M
TXN icon
129
PUT
Texas Instruments
TXN
$248B
$5.52M 0.17%
33,400
+9,000
+37% +$1.5M
DE icon
130
CALL
Deere & Co
DE
$165B
$5.49M 0.16%
12,800
+4,800
+60% +$1.95M
UAL icon
131
PUT
United Airlines
UAL
$38.8B
$5.43M 0.16%
144,000
-336,700
-70% -$13.7M
INTC icon
132
CALL
Intel
INTC
$413B
$5.4M 0.16%
204,500
-630,700
-76% -$17.5M
CRWD icon
133
PUT
CrowdStrike
CRWD
$183B
$5.39M 0.16%
204,800
-21,200
-9% -$725K
ENPH icon
134
Enphase Energy
ENPH
$4.63B
$5.38M 0.16%
20,305
+16,764
+473% +$4.88M
IBM icon
135
IBM
IBM
$213B
$5.38M 0.16%
38,165
-8,334
-18% -$1.15M
HD icon
136
CALL
Home Depot
HD
$337B
$5.37M 0.16%
17,000
+1,000
+6% +$305K
XBI icon
137
PUT
State Street SPDR S&P Biotech ETF
XBI
$10B
$5.34M 0.16%
64,300
+42,000
+188% +$3.4M
PEP icon
138
PUT
PepsiCo
PEP
$196B
$5.33M 0.16%
29,500
-30,300
-51% -$5.4M
PEP icon
139
CALL
PepsiCo
PEP
$196B
$5.26M 0.16%
29,100
-35,400
-55% -$6.31M
NKE icon
140
Nike
NKE
$64.1B
$5.24M 0.16%
+44,762
New +$4.51M
RBLX icon
141
PUT
Roblox
RBLX
$35.9B
$5.23M 0.16%
183,800
+73,400
+66% +$2.58M
GNRC icon
142
CALL
Generac Holdings
GNRC
$11.5B
$5.22M 0.16%
+51,900
New +$5.87M
SHV icon
143
iShares 0-1 Year Treasury Bond ETF
SHV
$20.8B
$5.22M 0.16%
47,519
+38,215
+411% +$4.2M
RIVN icon
144
Rivian
RIVN
$23.6B
$5.15M 0.15%
279,691
+258,216
+1,202% +$7.6M
SHOP icon
145
PUT
Shopify
SHOP
$168B
$5.15M 0.15%
148,500
-399,400
-73% -$13.6M
PFE icon
146
PUT
Pfizer
PFE
$143B
$5.15M 0.15%
100,500
-264,100
-72% -$12.7M
CELH icon
147
PUT
Celsius Holdings
CELH
$7.38B
$5.03M 0.15%
144,900
+92,400
+176% +$3.01M
RBLX icon
148
CALL
Roblox
RBLX
$35.9B
$5M 0.15%
175,700
+30,300
+21% +$1.06M
V icon
149
CALL
Visa
V
$677B
$4.99M 0.15%
24,000
-3,800
-14% -$766K
SLB icon
150
PUT
SLB Ltd
SLB
$72.7B
$4.94M 0.15%
92,400
-11,800
-11% -$588K
4 5
6
7 8

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OAM
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NOCM
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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.