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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
PANW icon
376
CALL
Palo Alto Networks
PANW
$256B
$2.26M 0.07%
32,400
-20,600
-39% -$1.65M
BG icon
377
PUT
Bunge Global
BG
$20.9B
$2.24M 0.07%
22,500
-14,000
-38% -$1.34M
PLD icon
378
CALL
Prologis
PLD
$136B
$2.24M 0.07%
+19,900
New +$2.2M
UPS icon
379
PUT
United Parcel Service
UPS
$88.9B
$2.24M 0.07%
12,900
+6,600
+105% +$1.14M
LVS icon
380
CALL
Las Vegas Sands
LVS
$31.4B
$2.24M 0.07%
46,600
-19,900
-30% -$844K
DD icon
381
PUT
DuPont de Nemours
DD
$18.6B
$2.24M 0.07%
25,971
+22,067
+565% +$1.76M
SHOP icon
382
CALL
Shopify
SHOP
$168B
$2.24M 0.07%
64,400
-460,800
-88% -$15.7M
BAC icon
383
Bank of America
BAC
$429B
$2.23M 0.07%
67,459
+51,939
+335% +$1.79M
TMUS icon
384
CALL
T-Mobile US
TMUS
$195B
$2.23M 0.07%
15,900
+6,400
+67% +$920K
BBY icon
385
CALL
Best Buy
BBY
$19B
$2.22M 0.07%
27,700
-111,300
-80% -$8.19M
AZO icon
386
CALL
AutoZone
AZO
$51.3B
$2.22M 0.07%
900
-1,000
-53% -$2.42M
DHR icon
387
PUT
Danaher
DHR
$138B
$2.2M 0.07%
+9,362
New +$2.17M
MSFT icon
388
Microsoft
MSFT
$2.9T
$2.2M 0.07%
9,178
-10,239
-53% -$2.46M
DASH icon
389
DoorDash
DASH
$84.3B
$2.2M 0.07%
+45,025
New +$2.34M
BLK icon
390
CALL
Blackrock
BLK
$167B
$2.2M 0.07%
3,100
+1,400
+82% +$935K
ON icon
391
CALL
ON Semiconductor
ON
$30.7B
$2.18M 0.07%
+34,900
New +$2.33M
ETSY icon
392
CALL
Etsy
ETSY
$8.12B
$2.17M 0.07%
18,100
-20,900
-54% -$2.39M
TSLA icon
393
Tesla
TSLA
$1.18T
$2.15M 0.06%
17,451
+9,757
+127% +$1.85M
LNG icon
394
CALL
Cheniere Energy
LNG
$54.2B
$2.14M 0.06%
14,300
-7,100
-33% -$1.19M
AMR icon
395
PUT
Alpha Metallurgical Resources
AMR
$1.77B
$2.12M 0.06%
+14,500
New +$2.29M
LULU icon
396
CALL
lululemon athletica
LULU
$13.5B
$2.11M 0.06%
6,600
-4,900
-43% -$1.61M
BX icon
397
CALL
Blackstone
BX
$104B
$2.11M 0.06%
28,400
+11,500
+68% +$993K
DKS icon
398
PUT
Dick's Sporting Goods
DKS
$18.4B
$2.11M 0.06%
17,500
+9,800
+127% +$1.1M
NOW icon
399
CALL
ServiceNow
NOW
$120B
$2.1M 0.06%
27,000
-17,500
-39% -$1.37M
O icon
400
PUT
Realty Income
O
$61.1B
$2.09M 0.06%
32,900
+28,300
+615% +$1.76M
14 15
16
17 18

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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.