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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
ADI icon
501
PUT
Analog Devices
ADI
$179B
$1.51M 0.05%
9,200
+1,400
+18% +$219K
DG icon
502
PUT
Dollar General
DG
$28.1B
$1.5M 0.05%
6,100
+3,800
+165% +$940K
CLF icon
503
CALL
Cleveland-Cliffs
CLF
$6.64B
$1.5M 0.05%
93,200
-136,400
-59% -$2.05M
ULTA icon
504
PUT
Ulta Beauty
ULTA
$22.2B
$1.5M 0.05%
3,200
-1,700
-35% -$733K
JD icon
505
CALL
JD.com
JD
$43.6B
$1.49M 0.04%
26,500
-52,800
-67% -$2.66M
AMAT icon
506
PUT
Applied Materials
AMAT
$398B
$1.48M 0.04%
15,200
-31,700
-68% -$3.04M
AZO icon
507
PUT
AutoZone
AZO
$49.1B
$1.48M 0.04%
600
-1,100
-65% -$2.66M
LCID icon
508
PUT
Lucid Motors
LCID
$3.17B
$1.48M 0.04%
+21,640
New +$2.38M
ALLY icon
509
PUT
Ally Financial
ALLY
$13.2B
$1.47M 0.04%
60,300
+29,700
+97% +$790K
SJM icon
510
PUT
J.M. Smucker
SJM
$13.1B
$1.47M 0.04%
9,300
+1,100
+13% +$164K
TQQQ icon
511
ProShares UltraPro QQQ
TQQQ
$31.4B
$1.47M 0.04%
170,210
+63,816
+60% +$647K
MMM icon
512
3M
MMM
$90.8B
$1.47M 0.04%
14,627
+9,660
+194% +$985K
SPTS icon
513
State Street SPDR Portfolio Short Term Treasury ETF
SPTS
$6.1B
$1.46M 0.04%
50,633
-18,944
-27% -$547K
MINT icon
514
PIMCO Enhanced Short Maturity Active Exchange-Traded Fund
MINT
$16.9B
$1.46M 0.04%
14,828
+8,133
+121% +$802K
MDT icon
515
CALL
Medtronic
MDT
$110B
$1.46M 0.04%
18,800
+8,900
+90% +$721K
PINS icon
516
PUT
Pinterest
PINS
$13.7B
$1.45M 0.04%
59,900
+40,800
+214% +$973K
LUMN icon
517
PUT
Lumen
LUMN
$6.76B
$1.45M 0.04%
278,400
+74,400
+36% +$457K
GILD icon
518
CALL
Gilead Sciences
GILD
$163B
$1.45M 0.04%
16,900
-54,300
-76% -$4.3M
DELL icon
519
PUT
Dell
DELL
$262B
$1.45M 0.04%
36,000
-1,800
-5% -$71.2K
ORCL icon
520
PUT
Oracle
ORCL
$367B
$1.45M 0.04%
+17,700
New +$1.35M
EQIX icon
521
CALL
Equinix
EQIX
$103B
$1.44M 0.04%
2,200
+1,800
+450% +$1.11M
RNG icon
522
PUT
RingCentral
RNG
$4.48B
$1.44M 0.04%
40,700
-58,000
-59% -$2.07M
PANW icon
523
PUT
Palo Alto Networks
PANW
$265B
$1.44M 0.04%
20,600
-52,400
-72% -$4.21M
KMX icon
524
CALL
CarMax
KMX
$8.33B
$1.44M 0.04%
23,600
+400
+2% +$25.7K
SWK icon
525
CALL
Stanley Black & Decker
SWK
$14.9B
$1.43M 0.04%
19,100
-38,100
-67% -$2.97M
19 20
21
22 23

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AWP
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BCM
Benchstone Capital Management New York $860M AUM 32.46% 1-Year Est. Return
OAM
Ophir Asset Management Sydney, Australia $859M AUM 59.08% 1-Year Est. Return
NOCM
Night Owl Capital Management Greenwich, Connecticut $858M AUM 31.41% 1-Year Est. Return
TIM
Total Investment Management Scottsdale, Arizona $858M AUM 9.96% 1-Year Est. Return
QIM
Quest Investment Management Lake Oswego, Oregon $857M AUM 21.67% 1-Year Est. Return
RB
Rodgers Brothers Harmony, Pennsylvania $866M AUM 30.05% 1-Year Est. Return
OMG
One Madison Group New York $866M AUM 33.81% 1-Year Est. Return

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.