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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
FCX icon
301
Freeport-McMoran
FCX
$86.2B
$2.82M 0.08%
74,081
+24,859
+51% +$869K
TIP icon
302
iShares TIPS Bond ETF
TIP
$14.5B
$2.81M 0.08%
26,401
+13,804
+110% +$1.47M
GAP
303
The Gap Inc
GAP
$7.3B
$2.81M 0.08%
249,058
+174,255
+233% +$2.09M
AA icon
304
CALL
Alcoa
AA
$11.3B
$2.8M 0.08%
61,600
+44,300
+256% +$1.93M
TEAM icon
305
CALL
Atlassian
TEAM
$26.5B
$2.79M 0.08%
21,700
+19,200
+768% +$3.06M
TDOC icon
306
CALL
Teladoc Health
TDOC
$1.66B
$2.79M 0.08%
117,800
+2,000
+2% +$53.9K
HRB icon
307
CALL
H&R Block
HRB
$5.98B
$2.76M 0.08%
75,600
+47,700
+171% +$1.94M
TMUS icon
308
PUT
T-Mobile US
TMUS
$195B
$2.76M 0.08%
19,700
+6,300
+47% +$905K
T icon
309
CALL
AT&T
T
$164B
$2.75M 0.08%
149,400
-372,200
-71% -$6.66M
VOO icon
310
Vanguard S&P 500 ETF
VOO
$956B
$2.74M 0.08%
+7,796
New +$2.75M
PLTR icon
311
CALL
Palantir
PLTR
$295B
$2.73M 0.08%
425,400
-498,400
-54% -$3.78M
ULTA icon
312
CALL
Ulta Beauty
ULTA
$21.8B
$2.72M 0.08%
5,800
-2,300
-28% -$992K
LNG icon
313
PUT
Cheniere Energy
LNG
$54.2B
$2.71M 0.08%
18,100
+12,400
+218% +$2.07M
EQT icon
314
CALL
EQT Corp
EQT
$32.9B
$2.71M 0.08%
80,000
+27,300
+52% +$1.1M
WDAY icon
315
CALL
Workday
WDAY
$41.5B
$2.69M 0.08%
16,100
-3,600
-18% -$561K
WYNN icon
316
PUT
Wynn Resorts
WYNN
$10.3B
$2.68M 0.08%
32,500
+6,200
+24% +$454K
HAS icon
317
PUT
Hasbro
HAS
$13.5B
$2.67M 0.08%
43,800
+39,900
+1,023% +$2.49M
GWW icon
318
CALL
W.W. Grainger
GWW
$64.2B
$2.67M 0.08%
4,800
+2,600
+118% +$1.47M
BABA icon
319
PUT
Alibaba
BABA
$276B
$2.67M 0.08%
30,300
-120,900
-80% -$9.53M
OVV icon
320
CALL
Ovintiv
OVV
$17B
$2.67M 0.08%
52,600
+42,500
+421% +$2.22M
CAH icon
321
CALL
Cardinal Health
CAH
$53.7B
$2.66M 0.08%
34,600
+9,300
+37% +$707K
PDD icon
322
PUT
Pinduoduo
PDD
$126B
$2.65M 0.08%
32,500
-20,800
-39% -$1.45M
NCLH icon
323
Norwegian Cruise Line
NCLH
$9.53B
$2.63M 0.08%
215,079
+155,082
+258% +$2.34M
DOCU
324
CALL
DocuSign
DOCU
$11.1B
$2.63M 0.08%
47,400
-17,200
-27% -$837K
TGT icon
325
PUT
Target
TGT
$66.3B
$2.61M 0.08%
17,500
-6,200
-26% -$973K
11 12
13
14 15

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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.