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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
CFG icon
726
PUT
Citizens Financial Group
CFG
$30.3B
$929K 0.03%
23,600
+9,200
+64% +$359K
BIDU icon
727
CALL
Baidu
BIDU
$36.5B
$926K 0.03%
8,100
+3,400
+72% +$347K
DELL icon
728
CALL
Dell
DELL
$262B
$921K 0.03%
22,900
-7,700
-25% -$305K
NLY icon
729
PUT
Annaly Capital Management
NLY
$17.4B
$919K 0.03%
+43,600
New +$858K
T icon
730
AT&T
T
$159B
$916K 0.03%
49,742
-78,567
-61% -$1.41M
GT icon
731
PUT
Goodyear
GT
$2.04B
$915K 0.03%
90,100
+26,500
+42% +$290K
UNP icon
732
CALL
Union Pacific
UNP
$172B
$911K 0.03%
+4,400
New +$902K
ILMN icon
733
CALL
Illumina
ILMN
$31B
$910K 0.03%
4,626
-411
-8% -$85.2K
ILMN icon
734
PUT
Illumina
ILMN
$31B
$910K 0.03%
4,626
+2,570
+125% +$533K
NVR icon
735
NVR
NVR
$16.8B
$909K 0.03%
197
+92
+88% +$404K
KEYS icon
736
CALL
Keysight
KEYS
$53.4B
$907K 0.03%
5,300
+2,100
+66% +$358K
MAT icon
737
CALL
Mattel
MAT
$4.42B
$906K 0.03%
50,800
+38,700
+320% +$702K
ELV icon
738
Elevance Health
ELV
$81.6B
$905K 0.03%
1,765
-503
-22% -$255K
AVB icon
739
PUT
AvalonBay Communities
AVB
$26.8B
$905K 0.03%
+5,600
New +$953K
GFI icon
740
Gold Fields
GFI
$30B
$904K 0.03%
87,321
+58,874
+207% +$570K
INTU icon
741
PUT
Intuit
INTU
$86.3B
$895K 0.03%
2,300
+1,500
+188% +$595K
LH icon
742
PUT
Labcorp
LH
$25.9B
$895K 0.03%
4,423
+1,746
+65% +$341K
CNQ icon
743
PUT
Canadian Natural Resources
CNQ
$98.6B
$894K 0.03%
32,200
-16,400
-34% -$469K
GPN icon
744
PUT
Global Payments
GPN
$23.8B
$894K 0.03%
+9,000
New +$938K
LITE icon
745
CALL
Lumentum
LITE
$53.9B
$892K 0.03%
17,100
+12,200
+249% +$749K
CME icon
746
PUT
CME Group
CME
$96.1B
$891K 0.03%
5,300
-2,000
-27% -$348K
AR icon
747
Antero Resources
AR
$10.9B
$887K 0.03%
28,634
+21,650
+310% +$748K
MAT icon
748
PUT
Mattel
MAT
$4.42B
$887K 0.03%
49,700
+38,100
+328% +$691K
MTB icon
749
CALL
M&T Bank
MTB
$35.8B
$885K 0.03%
+6,100
New +$1M
LRCX icon
750
CALL
Lam Research
LRCX
$373B
$883K 0.03%
21,000
-34,000
-62% -$1.42M
28 29
30
31 32

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AWP
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BCM
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OAM
Ophir Asset Management Sydney, Australia $859M AUM 59.08% 1-Year Est. Return
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.