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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
STX icon
151
CALL
Seagate
STX
$174B
$4.9M 0.15%
93,100
+82,500
+778% +$4.39M
WBD icon
152
PUT
Warner Bros
WBD
$64.3B
$4.89M 0.15%
+515,600
New +$5.82M
LLY icon
153
CALL
Eli Lilly
LLY
$1.08T
$4.87M 0.15%
13,300
+9,200
+224% +$3.26M
AMD icon
154
CALL
Advanced Micro Devices
AMD
$700B
$4.86M 0.15%
75,000
-189,600
-72% -$12.5M
BMY icon
155
PUT
Bristol-Myers Squibb
BMY
$129B
$4.83M 0.14%
67,100
+41,900
+166% +$3.16M
AFRM icon
156
CALL
Affirm
AFRM
$23.5B
$4.82M 0.14%
498,400
+351,100
+238% +$5.29M
MO icon
157
CALL
Altria Group
MO
$125B
$4.82M 0.14%
105,400
-6,100
-5% -$276K
AMD icon
158
PUT
Advanced Micro Devices
AMD
$700B
$4.81M 0.14%
74,300
-137,000
-65% -$9.04M
ABT icon
159
PUT
Abbott
ABT
$187B
$4.81M 0.14%
43,800
+37,600
+606% +$3.89M
NVDA icon
160
NVIDIA
NVDA
$4.6T
$4.79M 0.14%
327,450
-241,840
-42% -$3.55M
NUE icon
161
Nucor
NUE
$58.3B
$4.77M 0.14%
36,213
+29,343
+427% +$3.99M
SLB icon
162
CALL
SLB Ltd
SLB
$72.7B
$4.75M 0.14%
88,800
-21,900
-20% -$1.09M
ABT icon
163
CALL
Abbott
ABT
$187B
$4.73M 0.14%
43,100
+35,600
+475% +$3.69M
PG icon
164
CALL
Procter & Gamble
PG
$340B
$4.7M 0.14%
31,000
+18,200
+142% +$2.55M
WBA
165
CALL
DELISTED
Walgreens Boots Alliance
WBA
$4.63M 0.14%
124,000
-152,300
-55% -$5.73M
SPG icon
166
PUT
Simon Property Group
SPG
$76.4B
$4.63M 0.14%
39,400
+6,100
+18% +$678K
TMO icon
167
CALL
Thermo Fisher Scientific
TMO
$214B
$4.57M 0.14%
8,300
+5,200
+168% +$2.76M
RTX icon
168
PUT
RTX Corp
RTX
$290B
$4.55M 0.14%
45,100
+39,000
+639% +$3.67M
GS icon
169
PUT
Goldman Sachs
GS
$289B
$4.53M 0.14%
13,200
-26,900
-67% -$9.37M
UBER icon
170
CALL
Uber
UBER
$145B
$4.53M 0.14%
183,100
+143,800
+366% +$3.94M
O icon
171
CALL
Realty Income
O
$61.1B
$4.51M 0.14%
71,100
+56,600
+390% +$3.51M
SBUX icon
172
CALL
Starbucks
SBUX
$119B
$4.5M 0.14%
45,400
-41,300
-48% -$3.9M
MOS icon
173
PUT
The Mosaic Company
MOS
$7.19B
$4.46M 0.13%
101,600
+41,700
+70% +$2.06M
LLY icon
174
PUT
Eli Lilly
LLY
$1.08T
$4.43M 0.13%
12,100
+9,600
+384% +$3.4M
IBM icon
175
PUT
IBM
IBM
$213B
$4.41M 0.13%
31,300
-163,200
-84% -$22.5M
5 6
7
8 9

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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.