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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
ETSY icon
476
PUT
Etsy
ETSY
$7.89B
$1.63M 0.05%
13,600
-36,400
-73% -$4.16M
ASAN icon
477
CALL
Asana
ASAN
$1.83B
$1.62M 0.05%
+117,800
New +$2.14M
MOH icon
478
Molina Healthcare
MOH
$10.2B
$1.62M 0.05%
4,909
+1,933
+65% +$657K
SPTI icon
479
State Street SPDR Portfolio Intermediate Term Treasury ETF
SPTI
$10.5B
$1.62M 0.05%
57,265
-16,776
-23% -$473K
AGNC icon
480
CALL
AGNC Investment
AGNC
$12.7B
$1.61M 0.05%
155,100
+115,300
+290% +$1.05M
BURL icon
481
CALL
Burlington
BURL
$23.4B
$1.6M 0.05%
7,900
+4,500
+132% +$719K
PZZA icon
482
PUT
Papa John's
PZZA
$995M
$1.6M 0.05%
19,400
+11,100
+134% +$873K
NOC icon
483
CALL
Northrop Grumman
NOC
$76B
$1.58M 0.05%
2,900
+800
+38% +$417K
ALGN icon
484
CALL
Align Technology
ALGN
$12.4B
$1.58M 0.05%
7,500
+5,200
+226% +$1.04M
PGX icon
485
Invesco Preferred ETF
PGX
$3.81B
$1.58M 0.05%
141,019
+73,995
+110% +$856K
MDB icon
486
MongoDB
MDB
$26.2B
$1.57M 0.05%
7,985
+19
+0.2% +$3.38K
HOOD icon
487
Robinhood
HOOD
$77.7B
$1.57M 0.05%
192,739
+128,645
+201% +$1.26M
HOOD icon
488
CALL
Robinhood
HOOD
$77.7B
$1.57M 0.05%
192,500
+11,000
+6% +$108K
AVB icon
489
CALL
AvalonBay Communities
AVB
$26.8B
$1.57M 0.05%
9,700
+8,500
+708% +$1.45M
ZS icon
490
CALL
Zscaler
ZS
$24B
$1.56M 0.05%
13,900
+7,900
+132% +$1.07M
HCA icon
491
PUT
HCA Healthcare
HCA
$85.7B
$1.54M 0.05%
6,400
+2,800
+78% +$627K
ABNB icon
492
Airbnb
ABNB
$90.3B
$1.54M 0.05%
17,956
+14,123
+368% +$1.43M
CCI icon
493
PUT
Crown Castle
CCI
$33.4B
$1.53M 0.05%
+11,300
New +$1.53M
CMI icon
494
CALL
Cummins
CMI
$87.3B
$1.53M 0.05%
6,300
+3,400
+117% +$809K
AXP icon
495
PUT
American Express
AXP
$228B
$1.52M 0.05%
10,300
-1,700
-14% -$252K
TTWO icon
496
CALL
Take-Two Interactive
TTWO
$46.3B
$1.52M 0.05%
14,600
-22,700
-61% -$2.46M
MOH icon
497
PUT
Molina Healthcare
MOH
$10.2B
$1.52M 0.05%
4,600
+3,100
+207% +$1.05M
CHD icon
498
CALL
Church & Dwight Co
CHD
$23.1B
$1.52M 0.05%
18,800
+11,700
+165% +$898K
PSA icon
499
CALL
Public Storage
PSA
$59.3B
$1.51M 0.05%
5,400
+3,900
+260% +$1.14M
AR icon
500
PUT
Antero Resources
AR
$10.9B
$1.51M 0.05%
48,700
+25,600
+111% +$884K
18 19
20
21 22

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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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RB
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OMG
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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.