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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
NVS icon
426
Novartis
NVS
$302B
$1.92M 0.06%
21,193
+7,390
+54% +$622K
TTD icon
427
CALL
Trade Desk
TTD
$8.97B
$1.92M 0.06%
+42,800
New +$2.17M
GM icon
428
General Motors
GM
$80.9B
$1.92M 0.06%
57,000
+16,057
+39% +$593K
BIDU icon
429
Baidu
BIDU
$35.7B
$1.91M 0.06%
16,704
+11,588
+227% +$1.18M
LEN icon
430
Lennar Class A
LEN
$20.4B
$1.91M 0.06%
21,766
+8,816
+68% +$714K
WBD icon
431
Warner Bros
WBD
$64.3B
$1.9M 0.06%
199,913
+188,910
+1,717% +$2.13M
CAT icon
432
CALL
Caterpillar
CAT
$361B
$1.89M 0.06%
7,900
-11,600
-59% -$2.53M
ON icon
433
PUT
ON Semiconductor
ON
$30.7B
$1.89M 0.06%
+30,300
New +$2.02M
CAH icon
434
PUT
Cardinal Health
CAH
$53.7B
$1.88M 0.06%
24,400
+15,600
+177% +$1.19M
DUK icon
435
PUT
Duke Energy
DUK
$101B
$1.87M 0.06%
18,200
+16,000
+727% +$1.54M
MRVL icon
436
CALL
Marvell Technology
MRVL
$147B
$1.86M 0.06%
50,200
-38,800
-44% -$1.58M
FDX icon
437
PUT
FedEx
FDX
$73B
$1.85M 0.06%
10,700
-7,200
-40% -$1.2M
SMG icon
438
PUT
ScottsMiracle-Gro
SMG
$4.09B
$1.85M 0.06%
38,100
-16,100
-30% -$806K
SNAP icon
439
CALL
Snap
SNAP
$7.96B
$1.85M 0.06%
206,500
+42,700
+26% +$421K
TMUS icon
440
T-Mobile US
TMUS
$195B
$1.84M 0.06%
+13,143
New +$1.89M
META icon
441
Meta Platforms (Facebook)
META
$1.49T
$1.84M 0.06%
15,269
-1,552
-9% -$182K
PLUG icon
442
PUT
Plug Power
PLUG
$2.65B
$1.82M 0.05%
147,500
+99,200
+205% +$1.58M
PSX icon
443
PUT
Phillips 66
PSX
$82.9B
$1.82M 0.05%
17,500
-4,000
-19% -$409K
TJX icon
444
CALL
TJX Companies
TJX
$179B
$1.81M 0.05%
22,800
+13,200
+138% +$975K
BIL icon
445
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
BIL
$47.1B
$1.8M 0.05%
19,724
-25,689
-57% -$2.35M
MCK icon
446
CALL
McKesson
MCK
$104B
$1.8M 0.05%
4,800
+2,300
+92% +$858K
COP icon
447
ConocoPhillips
COP
$144B
$1.8M 0.05%
15,246
-11,702
-43% -$1.42M
TXN icon
448
Texas Instruments
TXN
$248B
$1.8M 0.05%
10,882
+6,688
+159% +$1.12M
BP icon
449
BP
BP
$112B
$1.79M 0.05%
51,321
+22,534
+78% +$750K
KMB icon
450
PUT
Kimberly-Clark
KMB
$37.6B
$1.79M 0.05%
13,200
+8,700
+193% +$1.11M
16 17
18
19 20

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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.