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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
TLT icon
276
iShares 20+ Year Treasury Bond ETF
TLT
$42.4B
$3.12M 0.09%
31,314
+28,797
+1,144% +$2.9M
DIS icon
277
Walt Disney
DIS
$171B
$3.12M 0.09%
35,877
+26,187
+270% +$2.5M
CRWD icon
278
CALL
CrowdStrike
CRWD
$183B
$3.12M 0.09%
118,400
-52,800
-31% -$1.81M
EQT icon
279
PUT
EQT Corp
EQT
$32.9B
$3.12M 0.09%
92,100
+57,400
+165% +$2.3M
MA icon
280
CALL
Mastercard
MA
$498B
$3.09M 0.09%
8,900
-4,800
-35% -$1.58M
EWG icon
281
iShares MSCI Germany ETF
EWG
$1.56B
$3.08M 0.09%
124,675
-23,575
-16% -$549K
DG icon
282
CALL
Dollar General
DG
$28.4B
$3.08M 0.09%
12,500
-1,600
-11% -$396K
LULU icon
283
lululemon athletica
LULU
$13.5B
$3.07M 0.09%
9,569
+7,068
+283% +$2.32M
GS icon
284
CALL
Goldman Sachs
GS
$289B
$3.06M 0.09%
8,900
-33,100
-79% -$11.5M
DKS icon
285
CALL
Dick's Sporting Goods
DKS
$18.4B
$3.06M 0.09%
25,400
+21,500
+551% +$2.42M
TGT icon
286
CALL
Target
TGT
$66.3B
$3.06M 0.09%
20,500
-13,700
-40% -$2.15M
TDOC icon
287
PUT
Teladoc Health
TDOC
$1.66B
$3.05M 0.09%
129,100
+3,300
+3% +$89K
UPS icon
288
CALL
United Parcel Service
UPS
$88.9B
$2.99M 0.09%
17,200
+11,000
+177% +$1.9M
SWKS icon
289
PUT
Skyworks Solutions
SWKS
$9.21B
$2.99M 0.09%
32,800
+15,300
+87% +$1.37M
ZS icon
290
PUT
Zscaler
ZS
$24.9B
$2.99M 0.09%
26,700
+16,700
+167% +$2.27M
MS icon
291
PUT
Morgan Stanley
MS
$319B
$2.97M 0.09%
34,900
-21,300
-38% -$1.82M
OKTA icon
292
PUT
Okta
OKTA
$23.8B
$2.94M 0.09%
43,000
+17,400
+68% +$994K
NEM icon
293
PUT
Newmont
NEM
$96.2B
$2.93M 0.09%
62,100
-151,300
-71% -$6.75M
CLX icon
294
PUT
Clorox
CLX
$12B
$2.92M 0.09%
20,800
-25,400
-55% -$3.61M
D icon
295
PUT
Dominion Energy
D
$62.1B
$2.91M 0.09%
+47,400
New +$2.98M
WBD icon
296
CALL
Warner Bros
WBD
$64.3B
$2.88M 0.09%
+303,500
New +$3.43M
FDX icon
297
CALL
FedEx
FDX
$73B
$2.82M 0.08%
16,300
-18,300
-53% -$3.04M
MRO
298
CALL
DELISTED
Marathon Oil Corporation
MRO
$2.82M 0.08%
104,200
+23,200
+29% +$673K
HZNP
299
DELISTED
Horizon Therapeutics Public Limited Company Ordinary Shares
HZNP
$2.82M 0.08%
24,768
+7,320
+42% +$608K
RIG icon
300
Transocean
RIG
$5.48B
$2.82M 0.08%
617,383
+264,330
+75% +$1.02M
10 11
12
13 14

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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.