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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
SCHF icon
76
Schwab International Equity ETF
SCHF
$64.9B
$7.92M 0.24%
491,746
+231,292
+89% +$3.61M
AAPL icon
77
Apple
AAPL
$4.97T
$7.7M 0.23%
59,262
+5,314
+10% +$759K
EFA icon
78
iShares MSCI EAFE ETF
EFA
$76.4B
$7.69M 0.23%
+117,099
New +$7.34M
BABA icon
79
Alibaba
BABA
$276B
$7.61M 0.23%
+86,445
New +$6.82M
EXPE icon
80
PUT
Expedia Group
EXPE
$36.5B
$7.59M 0.23%
86,700
+7,400
+9% +$700K
RCL icon
81
PUT
Royal Caribbean
RCL
$86.5B
$7.42M 0.22%
150,200
+64,600
+75% +$3.39M
VLO icon
82
CALL
Valero Energy
VLO
$89.5B
$7.4M 0.22%
58,300
+300
+0.5% +$37.7K
QCOM icon
83
CALL
Qualcomm
QCOM
$164B
$7.39M 0.22%
67,200
-19,100
-22% -$2.23M
ROKU icon
84
Roku
ROKU
$21.6B
$7.38M 0.22%
181,422
+109,945
+154% +$5.74M
AAL icon
85
PUT
American Airlines Group
AAL
$9.82B
$7.37M 0.22%
579,600
-183,500
-24% -$2.49M
VLO icon
86
PUT
Valero Energy
VLO
$89.5B
$7.36M 0.22%
58,000
-2,900
-5% -$364K
ABNB icon
87
CALL
Airbnb
ABNB
$90.8B
$7.35M 0.22%
86,000
+29,200
+51% +$2.95M
MRNA icon
88
Moderna
MRNA
$21.6B
$7.29M 0.22%
40,613
-6,428
-14% -$1.05M
TSLA icon
89
PUT
Tesla
TSLA
$1.18T
$7.21M 0.22%
58,500
+14,300
+32% +$2.71M
COST icon
90
PUT
Costco
COST
$432B
$7.17M 0.22%
15,700
+12,000
+324% +$5.86M
MRK icon
91
CALL
Merck
MRK
$322B
$7.12M 0.21%
64,200
+2,400
+4% +$245K
CRM icon
92
CALL
Salesforce
CRM
$154B
$7.08M 0.21%
53,400
-26,500
-33% -$3.87M
JPST icon
93
JPMorgan Ultra-Short Income ETF
JPST
$40.1B
$7.08M 0.21%
141,196
+73,314
+108% +$3.67M
BMY icon
94
CALL
Bristol-Myers Squibb
BMY
$129B
$6.93M 0.21%
96,300
+46,700
+94% +$3.52M
SBUX icon
95
PUT
Starbucks
SBUX
$119B
$6.91M 0.21%
69,700
+18,000
+35% +$1.7M
XYZ
96
CALL
Block Inc
XYZ
$48.9B
$6.91M 0.21%
110,000
-240,400
-69% -$14.8M
NVDA icon
97
CALL
NVIDIA
NVDA
$4.6T
$6.9M 0.21%
472,000
-629,000
-57% -$9.23M
COST icon
98
CALL
Costco
COST
$432B
$6.85M 0.21%
15,000
+10,600
+241% +$5.18M
TSM icon
99
PUT
TSMC
TSM
$1.94T
$6.8M 0.2%
91,300
-38,300
-30% -$2.77M
EXPE icon
100
CALL
Expedia Group
EXPE
$36.5B
$6.77M 0.2%
77,300
+5,700
+8% +$539K
2 3
4
5 6

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BCM
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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.