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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
RIVN icon
101
CALL
Rivian
RIVN
$23.6B
$6.63M 0.2%
360,000
+170,300
+90% +$5.01M
ADBE icon
102
CALL
Adobe
ADBE
$105B
$6.63M 0.2%
19,700
+4,800
+32% +$1.54M
IEFA icon
103
iShares Core MSCI EAFE ETF
IEFA
$186B
$6.54M 0.2%
106,141
-69,155
-39% -$4.07M
MCD icon
104
PUT
McDonald's
MCD
$193B
$6.54M 0.2%
24,800
+6,400
+35% +$1.69M
NFLX icon
105
PUT
Netflix
NFLX
$307B
$6.52M 0.2%
221,000
+115,000
+108% +$3.23M
MO icon
106
PUT
Altria Group
MO
$125B
$6.47M 0.19%
141,500
+65,400
+86% +$2.96M
PG icon
107
PUT
Procter & Gamble
PG
$340B
$6.46M 0.19%
42,600
+26,600
+166% +$3.73M
AAL icon
108
CALL
American Airlines Group
AAL
$9.82B
$6.45M 0.19%
507,300
-219,400
-30% -$2.97M
SPTL icon
109
State Street SPDR Portfolio Long Term Treasury ETF
SPTL
$10.5B
$6.37M 0.19%
219,323
+11,298
+5% +$331K
BAC icon
110
CALL
Bank of America
BAC
$429B
$6.27M 0.19%
189,200
+160,300
+555% +$5.52M
DLTR icon
111
PUT
Dollar Tree
DLTR
$24.8B
$6.25M 0.19%
44,200
+31,000
+235% +$4.61M
DLTR icon
112
CALL
Dollar Tree
DLTR
$24.8B
$6.2M 0.19%
43,800
+28,900
+194% +$4.3M
RCL icon
113
CALL
Royal Caribbean
RCL
$86.5B
$6.11M 0.18%
123,700
+37,500
+44% +$1.97M
WBA
114
PUT
DELISTED
Walgreens Boots Alliance
WBA
$6.11M 0.18%
163,600
-144,400
-47% -$5.43M
GNRC icon
115
PUT
Generac Holdings
GNRC
$11.5B
$6.08M 0.18%
60,400
+57,500
+1,983% +$6.51M
AA icon
116
PUT
Alcoa
AA
$11.3B
$6.06M 0.18%
133,200
+120,600
+957% +$5.25M
KO icon
117
PUT
Coca-Cola
KO
$383B
$6.06M 0.18%
95,200
+69,800
+275% +$4.21M
AFRM icon
118
PUT
Affirm
AFRM
$23.5B
$6M 0.18%
620,900
+489,100
+371% +$7.37M
WMT icon
119
PUT
Walmart Inc
WMT
$909B
$5.98M 0.18%
126,600
-144,300
-53% -$6.85M
IBM icon
120
CALL
IBM
IBM
$213B
$5.97M 0.18%
42,400
-142,900
-77% -$19.7M
HD icon
121
PUT
Home Depot
HD
$337B
$5.91M 0.18%
18,700
+8,900
+91% +$2.71M
BA icon
122
CALL
Boeing
BA
$169B
$5.89M 0.18%
30,900
-94,200
-75% -$15.4M
TSN icon
123
PUT
Tyson Foods
TSN
$21.5B
$5.73M 0.17%
92,000
+62,700
+214% +$4.08M
APA icon
124
CALL
APA Corp
APA
$13B
$5.69M 0.17%
121,800
+83,100
+215% +$3.72M
DAL icon
125
CALL
Delta Air Lines
DAL
$56.7B
$5.65M 0.17%
171,900
-143,200
-45% -$4.75M
3 4
5
6 7

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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.