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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
ALLY icon
551
Ally Financial
ALLY
$13.2B
$1.36M 0.04%
55,527
+8,057
+17% +$214K
AMT icon
552
PUT
American Tower
AMT
$81.3B
$1.36M 0.04%
+6,400
New +$1.33M
CHRW icon
553
CALL
C.H. Robinson
CHRW
$17.3B
$1.36M 0.04%
+14,800
New +$1.41M
XOP icon
554
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$3.59B
$1.35M 0.04%
9,950
-17,780
-64% -$2.58M
WHR icon
555
CALL
Whirlpool
WHR
$2.47B
$1.34M 0.04%
9,500
-17,300
-65% -$2.46M
MDT icon
556
Medtronic
MDT
$110B
$1.34M 0.04%
17,252
+9,010
+109% +$730K
GD icon
557
CALL
General Dynamics
GD
$103B
$1.34M 0.04%
5,400
+2,800
+108% +$683K
XLK icon
558
State Street Technology Select Sector SPDR ETF
XLK
$115B
$1.33M 0.04%
+21,456
New +$1.36M
DAL icon
559
Delta Air Lines
DAL
$58.3B
$1.33M 0.04%
40,482
-52,389
-56% -$1.74M
LYFT icon
560
CALL
Lyft
LYFT
$5.9B
$1.33M 0.04%
120,700
+102,700
+571% +$1.24M
USB icon
561
CALL
US Bancorp
USB
$98B
$1.33M 0.04%
30,500
+24,200
+384% +$1.04M
WHR icon
562
PUT
Whirlpool
WHR
$2.47B
$1.33M 0.04%
9,400
-16,300
-63% -$2.32M
HRB icon
563
PUT
H&R Block
HRB
$5.61B
$1.33M 0.04%
36,400
+26,800
+279% +$1.09M
VRTX icon
564
CALL
Vertex Pharmaceuticals
VRTX
$122B
$1.33M 0.04%
4,600
+3,500
+318% +$1.07M
LI icon
565
PUT
Li Auto
LI
$14B
$1.33M 0.04%
65,000
+7,500
+13% +$143K
MAR icon
566
PUT
Marriott International
MAR
$99B
$1.33M 0.04%
8,900
+1,500
+20% +$231K
PENN icon
567
PUT
PENN Entertainment
PENN
$2.75B
$1.32M 0.04%
44,500
-7,400
-14% -$240K
MA icon
568
PUT
Mastercard
MA
$510B
$1.32M 0.04%
3,800
-9,400
-71% -$3.09M
TJX icon
569
PUT
TJX Companies
TJX
$176B
$1.31M 0.04%
16,500
+6,900
+72% +$509K
BJ icon
570
CALL
BJs Wholesale Club
BJ
$12.6B
$1.31M 0.04%
19,800
+7,600
+62% +$551K
A icon
571
Agilent Technologies
A
$39.2B
$1.31M 0.04%
+8,736
New +$1.25M
U icon
572
PUT
Unity
U
$14.6B
$1.31M 0.04%
+45,700
New +$1.43M
IIPR icon
573
PUT
Innovative Industrial Properties
IIPR
$1.76B
$1.3M 0.04%
12,800
-3,500
-21% -$373K
BILL icon
574
CALL
BILL Holdings
BILL
$4.52B
$1.3M 0.04%
+11,900
New +$1.43M
BILL icon
575
PUT
BILL Holdings
BILL
$4.52B
$1.3M 0.04%
+11,900
New +$1.43M
21 22
23
24 25

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OAM
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NOCM
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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.