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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
CCJ icon
251
PUT
Cameco
CCJ
$36.8B
$3.36M 0.1%
148,100
+88,900
+150% +$2.09M
TWLO icon
252
PUT
Twilio
TWLO
$28.6B
$3.35M 0.1%
68,500
-28,400
-29% -$1.62M
CLX icon
253
CALL
Clorox
CLX
$12B
$3.34M 0.1%
23,800
-9,200
-28% -$1.31M
AAL icon
254
American Airlines Group
AAL
$9.82B
$3.34M 0.1%
262,258
-174,518
-40% -$2.37M
LOW icon
255
CALL
Lowe's Companies
LOW
$121B
$3.33M 0.1%
16,700
+7,100
+74% +$1.42M
CCL icon
256
CALL
Carnival Corporation Ltd
CCL
$38.1B
$3.32M 0.1%
411,800
-14,100
-3% -$122K
VGSH icon
257
Vanguard Short-Term Treasury ETF
VGSH
$29.3B
$3.29M 0.1%
56,906
-6,249
-10% -$361K
CRM icon
258
PUT
Salesforce
CRM
$154B
$3.29M 0.1%
24,800
-33,200
-57% -$4.84M
MDT icon
259
PUT
Medtronic
MDT
$112B
$3.29M 0.1%
42,300
+24,800
+142% +$2.01M
HPQ icon
260
CALL
HP
HPQ
$26B
$3.28M 0.1%
122,200
+5,800
+5% +$161K
ORCL icon
261
Oracle
ORCL
$339B
$3.28M 0.1%
+40,164
New +$3.05M
GILD icon
262
PUT
Gilead Sciences
GILD
$165B
$3.28M 0.1%
38,200
-49,200
-56% -$3.9M
BX icon
263
Blackstone
BX
$104B
$3.27M 0.1%
+44,134
New +$3.81M
WDAY icon
264
PUT
Workday
WDAY
$41.5B
$3.26M 0.1%
19,500
-6,400
-25% -$998K
T icon
265
PUT
AT&T
T
$164B
$3.26M 0.1%
176,900
-253,400
-59% -$4.54M
SCHW
266
PUT
Charles Schwab
SCHW
$182B
$3.24M 0.1%
38,900
+34,700
+826% +$2.69M
XLF icon
267
State Street Financial Select Sector SPDR ETF
XLF
$56.5B
$3.23M 0.1%
94,419
-25,263
-21% -$854K
HPQ icon
268
PUT
HP
HPQ
$26B
$3.22M 0.1%
120,000
+18,900
+19% +$523K
TSN icon
269
CALL
Tyson Foods
TSN
$21.5B
$3.2M 0.1%
51,400
+30,100
+141% +$1.96M
U icon
270
CALL
Unity
U
$14B
$3.18M 0.1%
111,300
+54,000
+94% +$1.69M
MOS icon
271
CALL
The Mosaic Company
MOS
$7.19B
$3.15M 0.09%
71,900
+14,600
+25% +$723K
MRNA icon
272
PUT
Moderna
MRNA
$21.6B
$3.14M 0.09%
17,500
-106,700
-86% -$17.4M
WFC icon
273
PUT
Wells Fargo
WFC
$254B
$3.13M 0.09%
75,800
-120,800
-61% -$5.35M
SBUX icon
274
Starbucks
SBUX
$119B
$3.13M 0.09%
31,504
+21,829
+226% +$2.06M
SPIB icon
275
State Street SPDR Portfolio Intermediate Term Corporate Bond ETF
SPIB
$11.5B
$3.12M 0.09%
98,031
-18,959
-16% -$600K
9 10
11
12 13

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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.