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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
RNG icon
626
CALL
RingCentral
RNG
$4.48B
$1.13M 0.03%
31,800
-26,200
-45% -$937K
F icon
627
PUT
Ford
F
$59.3B
$1.12M 0.03%
+96,700
New +$1.24M
ACWI icon
628
iShares MSCI ACWI ETF
ACWI
$32.7B
$1.12M 0.03%
13,208
+7,231
+121% +$609K
AI icon
629
C3.ai
AI
$1.41B
$1.12M 0.03%
+100,148
New +$1.25M
CCK icon
630
PUT
Crown Holdings
CCK
$12.9B
$1.12M 0.03%
+13,600
New +$1.08M
CHTR icon
631
Charter Communications
CHTR
$16.9B
$1.12M 0.03%
3,292
+937
+40% +$329K
SWKS icon
632
CALL
Skyworks Solutions
SWKS
$9.4B
$1.11M 0.03%
12,200
-11,700
-49% -$1.05M
DGX icon
633
PUT
Quest Diagnostics
DGX
$25.9B
$1.11M 0.03%
7,100
+1,500
+27% +$216K
LYB icon
634
CALL
LyondellBasell Industries
LYB
$19.5B
$1.1M 0.03%
13,300
+8,800
+196% +$721K
AAP icon
635
CALL
Advance Auto Parts
AAP
$3.39B
$1.1M 0.03%
7,500
+3,300
+79% +$534K
SPLK
636
CALL
DELISTED
Splunk Inc
SPLK
$1.1M 0.03%
12,800
-700
-5% -$56.5K
WING icon
637
CALL
Wingstop
WING
$3.66B
$1.1M 0.03%
8,000
+700
+10% +$103K
DDS icon
638
PUT
Dillards
DDS
$9.41B
$1.1M 0.03%
3,400
-1,100
-24% -$358K
ALL icon
639
CALL
Allstate
ALL
$68.3B
$1.1M 0.03%
+8,100
New +$1.06M
HON icon
640
CALL
Honeywell
HON
$76.7B
$1.09M 0.03%
+5,411
New +$1.03M
NOC icon
641
PUT
Northrop Grumman
NOC
$76B
$1.09M 0.03%
2,000
+800
+67% +$417K
AR icon
642
CALL
Antero Resources
AR
$10.9B
$1.09M 0.03%
35,200
+7,000
+25% +$242K
SCHW
643
CALL
Charles Schwab
SCHW
$181B
$1.09M 0.03%
13,100
+7,700
+143% +$598K
IWS icon
644
iShares Russell Mid-Cap Value ETF
IWS
$15.6B
$1.09M 0.03%
+10,350
New +$1.09M
QID icon
645
ProShares UltraShort QQQ
QID
$285M
$1.09M 0.03%
+8,395
New +$1.04M
B
646
Barrick Mining
B
$63.2B
$1.09M 0.03%
63,443
+22,460
+55% +$357K
VZ icon
647
Verizon
VZ
$193B
$1.09M 0.03%
27,577
-100,518
-78% -$3.79M
DAC icon
648
PUT
Danaos Corp
DAC
$2.59B
$1.08M 0.03%
20,600
+14,400
+232% +$811K
ODFL icon
649
PUT
Old Dominion Freight Line
ODFL
$44.2B
$1.08M 0.03%
7,600
+2,200
+41% +$313K
ZBRA icon
650
CALL
Zebra Technologies
ZBRA
$13.7B
$1.08M 0.03%
4,200
+500
+14% +$129K
24 25
26
27 28

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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.