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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
601
CALL
Analog Devices
ADI
$179B
$1.23M 0.04%
7,500
+1,600
+27% +$250K
PLD icon
602
PUT
Prologis
PLD
$136B
$1.23M 0.04%
+10,900
New +$1.21M
SAM icon
603
CALL
Boston Beer
SAM
$1.93B
$1.22M 0.04%
3,700
-5,100
-58% -$1.85M
FDX icon
604
FedEx
FDX
$73B
$1.22M 0.04%
7,039
-10,624
-60% -$1.77M
XLK icon
605
CALL
State Street Technology Select Sector SPDR ETF
XLK
$115B
$1.21M 0.04%
19,400
+13,400
+223% +$851K
ZS icon
606
Zscaler
ZS
$24B
$1.21M 0.04%
10,779
+9,292
+625% +$1.26M
VFC icon
607
CALL
VF Corp
VFC
$5.88B
$1.2M 0.04%
+43,600
New +$1.28M
FANG icon
608
CALL
Diamondback Energy
FANG
$56.2B
$1.2M 0.04%
8,800
-5,100
-37% -$745K
DIA icon
609
CALL
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$45.5B
$1.19M 0.04%
3,600
-1,000
-22% -$325K
VLO icon
610
Valero Energy
VLO
$92.6B
$1.19M 0.04%
9,386
-268
-3% -$33.6K
VFC icon
611
VF Corp
VFC
$5.88B
$1.19M 0.04%
+43,109
New +$1.27M
STLD icon
612
Steel Dynamics
STLD
$36.2B
$1.19M 0.04%
12,149
+6,784
+126% +$653K
BND icon
613
Vanguard Total Bond Market
BND
$158B
$1.18M 0.04%
+16,473
New +$1.18M
AXP icon
614
American Express
AXP
$228B
$1.18M 0.04%
7,994
-192
-2% -$28.4K
OKE icon
615
PUT
Oneok
OKE
$56.1B
$1.17M 0.04%
17,800
-14,900
-46% -$916K
PENN icon
616
CALL
PENN Entertainment
PENN
$2.75B
$1.16M 0.03%
39,200
-6,900
-15% -$224K
CF icon
617
CF Industries
CF
$19.3B
$1.15M 0.03%
+13,503
New +$1.37M
WDC icon
618
PUT
Western Digital
WDC
$184B
$1.15M 0.03%
48,157
-8,600
-15% -$227K
RUN icon
619
Sunrun
RUN
$2.27B
$1.14M 0.03%
+47,590
New +$1.27M
SWK icon
620
Stanley Black & Decker
SWK
$14.4B
$1.14M 0.03%
15,214
-1,735
-10% -$135K
BALL icon
621
CALL
Ball Corp
BALL
$17.4B
$1.14M 0.03%
22,300
+5,900
+36% +$306K
FICO icon
622
PUT
Fair Isaac
FICO
$24.6B
$1.14M 0.03%
1,900
+600
+46% +$316K
GGB icon
623
Gerdau
GGB
$9.74B
$1.13M 0.03%
257,956
+189,650
+278% +$816K
AAP icon
624
PUT
Advance Auto Parts
AAP
$3.39B
$1.13M 0.03%
7,700
+700
+10% +$113K
DUST icon
625
Direxion Daily Gold Miners Index Bear 2X ETF
DUST
$66.3M
$1.13M 0.03%
+770
New +$1.46M
23 24
25
26 27

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AWP
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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.