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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
HON icon
226
Honeywell
HON
$76.4B
$3.59M 0.11%
17,768
+12,026
+209% +$2.3M
FANG icon
227
Diamondback Energy
FANG
$56B
$3.59M 0.11%
26,236
+13,057
+99% +$1.91M
DPZ icon
228
CALL
Domino's
DPZ
$11.9B
$3.57M 0.11%
10,300
+6,500
+171% +$2.27M
LOW icon
229
PUT
Lowe's Companies
LOW
$121B
$3.57M 0.11%
17,900
+5,600
+46% +$1.12M
TXN icon
230
CALL
Texas Instruments
TXN
$248B
$3.55M 0.11%
21,500
+3,500
+19% +$584K
EBAY icon
231
PUT
eBay
EBAY
$51.2B
$3.55M 0.11%
85,600
-52,400
-38% -$2.17M
KMI icon
232
CALL
Kinder Morgan
KMI
$70.9B
$3.54M 0.11%
195,900
+94,500
+93% +$1.7M
DASH icon
233
PUT
DoorDash
DASH
$84.3B
$3.54M 0.11%
72,500
-45,200
-38% -$2.35M
TMO icon
234
PUT
Thermo Fisher Scientific
TMO
$214B
$3.52M 0.11%
+6,400
New +$3.39M
F icon
235
CALL
Ford
F
$60.9B
$3.52M 0.11%
+302,800
New +$3.89M
V icon
236
PUT
Visa
V
$677B
$3.51M 0.11%
16,900
-8,100
-32% -$1.63M
EEM icon
237
iShares MSCI Emerging Markets ETF
EEM
$27.5B
$3.51M 0.11%
92,597
+22,684
+32% +$837K
JD icon
238
JD.com
JD
$43.5B
$3.49M 0.1%
62,211
+46,781
+303% +$2.35M
EBAY icon
239
CALL
eBay
EBAY
$51.2B
$3.48M 0.1%
83,900
-51,600
-38% -$2.14M
CI icon
240
CALL
Cigna
CI
$78.4B
$3.48M 0.1%
10,500
+4,300
+69% +$1.36M
WFC icon
241
CALL
Wells Fargo
WFC
$254B
$3.48M 0.1%
84,200
-31,600
-27% -$1.4M
LVS icon
242
PUT
Las Vegas Sands
LVS
$31.4B
$3.48M 0.1%
72,300
-63,300
-47% -$2.69M
BP icon
243
CALL
BP
BP
$112B
$3.47M 0.1%
99,400
+87,300
+721% +$2.9M
PSX icon
244
CALL
Phillips 66
PSX
$82.9B
$3.47M 0.1%
33,300
+8,500
+34% +$869K
NCLH icon
245
CALL
Norwegian Cruise Line
NCLH
$9.53B
$3.46M 0.1%
282,700
+233,200
+471% +$3.51M
KMX icon
246
PUT
CarMax
KMX
$8.39B
$3.43M 0.1%
56,300
+27,100
+93% +$1.74M
BG icon
247
CALL
Bunge Global
BG
$20.9B
$3.42M 0.1%
34,300
+600
+2% +$57.6K
STX icon
248
PUT
Seagate
STX
$174B
$3.39M 0.1%
64,400
+57,700
+861% +$3.07M
SPG icon
249
CALL
Simon Property Group
SPG
$76.4B
$3.38M 0.1%
28,800
+7,700
+36% +$856K
TSN icon
250
Tyson Foods
TSN
$21.5B
$3.38M 0.1%
54,296
+40,024
+280% +$2.6M
8 9
10
11 12

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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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SLT
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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.