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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
MRVL icon
326
PUT
Marvell Technology
MRVL
$147B
$2.6M 0.08%
70,300
-34,700
-33% -$1.42M
CCJ icon
327
CALL
Cameco
CCJ
$36.8B
$2.6M 0.08%
114,600
+77,800
+211% +$1.83M
TSCO icon
328
PUT
Tractor Supply
TSCO
$16.3B
$2.59M 0.08%
57,500
+31,500
+121% +$1.34M
KMI icon
329
PUT
Kinder Morgan
KMI
$70.9B
$2.58M 0.08%
142,600
+91,200
+177% +$1.64M
DHR icon
330
CALL
Danaher
DHR
$138B
$2.57M 0.08%
10,942
+8,122
+288% +$1.88M
MPC icon
331
CALL
Marathon Petroleum
MPC
$90.1B
$2.57M 0.08%
22,100
-2,500
-10% -$285K
AVGO icon
332
PUT
Broadcom
AVGO
$1.76T
$2.57M 0.08%
46,000
-80,000
-63% -$4.01M
X
333
DELISTED
US Steel
X
$2.57M 0.08%
102,644
+27,338
+36% +$630K
HOOD icon
334
PUT
Robinhood
HOOD
$80.7B
$2.55M 0.08%
313,500
+168,400
+116% +$1.65M
TTWO icon
335
PUT
Take-Two Interactive
TTWO
$46.1B
$2.55M 0.08%
24,500
-24,100
-50% -$2.61M
CHTR icon
336
PUT
Charter Communications
CHTR
$17.3B
$2.54M 0.08%
7,500
+4,100
+121% +$1.44M
WOLF icon
337
CALL
Wolfspeed
WOLF
$1.04B
$2.53M 0.08%
36,700
+33,400
+1,012% +$2.96M
CEG icon
338
PUT
Constellation Energy
CEG
$92.1B
$2.53M 0.08%
29,300
+21,800
+291% +$1.96M
PARA
339
CALL
DELISTED
Paramount Global Class B
PARA
$2.53M 0.08%
149,600
-20,200
-12% -$372K
TTD icon
340
PUT
Trade Desk
TTD
$8.97B
$2.52M 0.08%
+56,200
New +$2.85M
CLF icon
341
PUT
Cleveland-Cliffs
CLF
$6.49B
$2.5M 0.08%
155,400
-80,900
-34% -$1.22M
XOP icon
342
CALL
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$3.54B
$2.5M 0.08%
18,400
-23,000
-56% -$3.34M
JWN
343
PUT
DELISTED
Nordstrom
JWN
$2.5M 0.08%
154,900
+31,000
+25% +$593K
TWLO icon
344
CALL
Twilio
TWLO
$28.6B
$2.49M 0.07%
50,900
-38,000
-43% -$2.16M
GM icon
345
CALL
General Motors
GM
$80.9B
$2.49M 0.07%
74,000
+65,800
+802% +$2.43M
CCL icon
346
PUT
Carnival Corporation Ltd
CCL
$38.1B
$2.49M 0.07%
308,800
+161,300
+109% +$1.39M
CME icon
347
CALL
CME Group
CME
$95.4B
$2.49M 0.07%
14,800
+5,700
+63% +$991K
CHTR icon
348
CALL
Charter Communications
CHTR
$17.3B
$2.48M 0.07%
7,300
-14,500
-67% -$5.1M
GOOGL icon
349
Alphabet (Google) Class A
GOOGL
$4.12T
$2.47M 0.07%
28,051
+15,060
+116% +$1.43M
FCX icon
350
PUT
Freeport-McMoran
FCX
$86.2B
$2.46M 0.07%
64,800
-37,300
-37% -$1.3M
12 13
14
15 16

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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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RB
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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.