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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
C icon
26
PUT
Citigroup
C
$213B
$13M 0.39%
288,200
-12,800
-4% -$581K
MMM icon
27
CALL
3M
MMM
$91.8B
$13M 0.39%
129,168
+74,630
+137% +$7.61M
MMM icon
28
PUT
3M
MMM
$91.8B
$12.7M 0.38%
126,656
+92,450
+270% +$9.43M
JPM icon
29
PUT
JPMorgan Chase
JPM
$916B
$12.5M 0.38%
93,400
+6,200
+7% +$786K
INTC icon
30
PUT
Intel
INTC
$413B
$12.5M 0.37%
472,400
-613,200
-56% -$17M
VZ icon
31
CALL
Verizon
VZ
$197B
$12.5M 0.37%
316,500
-15,000
-5% -$565K
ZM icon
32
PUT
Zoom
ZM
$27.1B
$12.4M 0.37%
182,800
-206,400
-53% -$15.7M
SNOW icon
33
PUT
Snowflake
SNOW
$98.1B
$12.4M 0.37%
86,100
+75,600
+720% +$11.5M
OXY icon
34
PUT
Occidental Petroleum
OXY
$55.7B
$12.3M 0.37%
194,600
-1,300
-0.7% -$88.5K
NVDA icon
35
PUT
NVIDIA
NVDA
$4.6T
$11.9M 0.36%
813,000
-401,000
-33% -$5.88M
MSFT icon
36
CALL
Microsoft
MSFT
$2.9T
$11.8M 0.36%
49,400
-30,700
-38% -$7.37M
QCOM icon
37
PUT
Qualcomm
QCOM
$164B
$11.7M 0.35%
106,700
+38,400
+56% +$4.49M
LMT icon
38
CALL
Lockheed Martin
LMT
$131B
$11.7M 0.35%
24,100
+8,500
+54% +$3.95M
VZ icon
39
PUT
Verizon
VZ
$197B
$11.5M 0.35%
292,700
+77,100
+36% +$2.9M
AAPL icon
40
CALL
Apple
AAPL
$4.97T
$11.5M 0.34%
88,300
+14,700
+20% +$2.1M
MCD icon
41
CALL
McDonald's
MCD
$193B
$11.5M 0.34%
43,500
+19,000
+78% +$5.01M
GOOGL icon
42
CALL
Alphabet (Google) Class A
GOOGL
$4.12T
$11.3M 0.34%
128,300
+34,200
+36% +$3.25M
BRK.B icon
43
PUT
Berkshire Hathaway Class B
BRK.B
$1.1T
$10.9M 0.33%
35,300
+29,700
+530% +$8.82M
ENPH icon
44
PUT
Enphase Energy
ENPH
$4.63B
$10.8M 0.33%
40,900
+17,700
+76% +$5.15M
ZM icon
45
CALL
Zoom
ZM
$27.1B
$10.7M 0.32%
157,300
-133,400
-46% -$10.1M
SNOW icon
46
CALL
Snowflake
SNOW
$98.1B
$10.6M 0.32%
73,700
+54,300
+280% +$8.28M
AAPL icon
47
PUT
Apple
AAPL
$4.97T
$10.5M 0.32%
81,100
+39,800
+96% +$5.69M
META icon
48
CALL
Meta Platforms (Facebook)
META
$1.49T
$10.3M 0.31%
85,300
-1,300
-2% -$153K
ABNB icon
49
PUT
Airbnb
ABNB
$90.8B
$10.2M 0.31%
119,700
+78,300
+189% +$7.91M
OXY icon
50
CALL
Occidental Petroleum
OXY
$55.7B
$10.1M 0.3%
159,900
+45,800
+40% +$3.12M
1
2
3 4 5

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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.