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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
NFLX icon
51
CALL
Netflix
NFLX
$307B
$9.61M 0.29%
326,000
+189,000
+138% +$5.3M
CVX icon
52
PUT
Chevron
CVX
$382B
$9.57M 0.29%
53,300
+6,100
+13% +$1.06M
COP icon
53
CALL
ConocoPhillips
COP
$144B
$9.44M 0.28%
80,000
+64,300
+410% +$7.82M
BRK.B icon
54
CALL
Berkshire Hathaway Class B
BRK.B
$1.1T
$9.42M 0.28%
30,500
+22,100
+263% +$6.56M
C icon
55
CALL
Citigroup
C
$213B
$9.42M 0.28%
208,300
-95,100
-31% -$4.32M
GOOGL icon
56
PUT
Alphabet (Google) Class A
GOOGL
$4.12T
$9.37M 0.28%
106,200
+19,600
+23% +$1.86M
COP icon
57
PUT
ConocoPhillips
COP
$144B
$9.37M 0.28%
79,400
+51,000
+180% +$6.2M
FSLR icon
58
CALL
First Solar
FSLR
$21.4B
$9.02M 0.27%
60,200
+25,900
+76% +$3.84M
LMT icon
59
PUT
Lockheed Martin
LMT
$131B
$8.76M 0.26%
18,000
+8,100
+82% +$3.76M
RIVN icon
60
PUT
Rivian
RIVN
$23.6B
$8.75M 0.26%
474,700
+238,800
+101% +$7.03M
KO icon
61
CALL
Coca-Cola
KO
$383B
$8.71M 0.26%
137,000
+60,900
+80% +$3.68M
XYZ
62
PUT
Block Inc
XYZ
$48.9B
$8.57M 0.26%
136,300
-158,600
-54% -$9.79M
BAC icon
63
PUT
Bank of America
BAC
$429B
$8.52M 0.26%
257,300
+244,300
+1,879% +$8.41M
DIS icon
64
PUT
Walt Disney
DIS
$171B
$8.5M 0.26%
97,800
+26,000
+36% +$2.49M
CSCO icon
65
PUT
Cisco
CSCO
$443B
$8.43M 0.25%
177,000
+123,200
+229% +$5.61M
PYPL icon
66
PayPal
PYPL
$49.9B
$8.42M 0.25%
118,219
+108,991
+1,181% +$8.72M
XBI icon
67
CALL
State Street SPDR S&P Biotech ETF
XBI
$10B
$8.4M 0.25%
101,200
+73,700
+268% +$5.97M
SHY icon
68
iShares 1-3 Year Treasury Bond ETF
SHY
$25.4B
$8.37M 0.25%
103,093
+81,718
+382% +$6.63M
DVN icon
69
PUT
Devon Energy
DVN
$51.3B
$8.27M 0.25%
134,400
-26,700
-17% -$1.82M
AMZN icon
70
Amazon
AMZN
$2.44T
$8.08M 0.24%
96,201
+69,051
+254% +$6.82M
IWM icon
71
PUT
iShares Russell 2000 ETF
IWM
$79.1B
$8.02M 0.24%
46,000
+15,400
+50% +$2.74M
WMT icon
72
CALL
Walmart Inc
WMT
$909B
$7.98M 0.24%
168,900
-143,100
-46% -$6.8M
CSCO icon
73
CALL
Cisco
CSCO
$443B
$7.97M 0.24%
167,300
+114,500
+217% +$5.21M
BA icon
74
PUT
Boeing
BA
$169B
$7.96M 0.24%
41,800
-83,500
-67% -$13.7M
ENPH icon
75
CALL
Enphase Energy
ENPH
$4.63B
$7.92M 0.24%
29,900
+22,300
+293% +$6.49M
1 2
3
4 5

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OAM
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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.