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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
DOCU
176
DocuSign
DOCU
$11.1B
$4.41M 0.13%
79,553
+51,859
+187% +$2.52M
ORLY icon
177
CALL
O'Reilly Automotive
ORLY
$75.1B
$4.39M 0.13%
78,000
+16,500
+27% +$887K
KO icon
178
Coca-Cola
KO
$383B
$4.35M 0.13%
68,400
+55,398
+426% +$3.34M
DPZ icon
179
PUT
Domino's
DPZ
$11.9B
$4.33M 0.13%
12,500
+4,500
+56% +$1.57M
MU icon
180
CALL
Micron Technology
MU
$835B
$4.33M 0.13%
86,600
-187,500
-68% -$10.3M
GM icon
181
PUT
General Motors
GM
$80.9B
$4.3M 0.13%
127,900
+109,500
+595% +$4.05M
DOW icon
182
PUT
Dow Inc
DOW
$22B
$4.3M 0.13%
85,300
+4,000
+5% +$195K
IXUS icon
183
iShares Core MSCI Total International Stock ETF
IXUS
$56.8B
$4.24M 0.13%
+73,234
New +$4.09M
UBER icon
184
PUT
Uber
UBER
$145B
$4.24M 0.13%
171,400
+160,000
+1,404% +$4.38M
KHC icon
185
CALL
Kraft Heinz
KHC
$32.8B
$4.24M 0.13%
104,100
-45,400
-30% -$1.72M
INTC icon
186
Intel
INTC
$413B
$4.24M 0.13%
160,248
-132,635
-45% -$3.68M
TSM icon
187
CALL
TSMC
TSM
$1.94T
$4.23M 0.13%
56,800
-68,600
-55% -$4.96M
TSLA icon
188
CALL
Tesla
TSLA
$1.18T
$4.23M 0.13%
34,300
-20,900
-38% -$3.96M
CAT icon
189
Caterpillar
CAT
$361B
$4.21M 0.13%
17,584
+14,228
+424% +$3.1M
MU icon
190
PUT
Micron Technology
MU
$835B
$4.2M 0.13%
84,000
-277,300
-77% -$15.2M
MRNA icon
191
CALL
Moderna
MRNA
$21.6B
$4.19M 0.13%
23,300
-59,200
-72% -$9.68M
NCLH icon
192
PUT
Norwegian Cruise Line
NCLH
$9.53B
$4.16M 0.13%
340,200
+311,100
+1,069% +$4.68M
BTU icon
193
PUT
Peabody Energy
BTU
$2.54B
$4.15M 0.12%
157,000
+50,200
+47% +$1.38M
PARA
194
PUT
DELISTED
Paramount Global Class B
PARA
$4.14M 0.12%
245,000
+16,500
+7% +$304K
DIS icon
195
CALL
Walt Disney
DIS
$171B
$4.08M 0.12%
47,000
-42,200
-47% -$4.04M
DE icon
196
PUT
Deere & Co
DE
$165B
$4.07M 0.12%
9,500
+7,100
+296% +$2.89M
NEM icon
197
CALL
Newmont
NEM
$96.2B
$4.05M 0.12%
85,900
-225,600
-72% -$10.1M
CVS icon
198
CALL
CVS Health
CVS
$135B
$4.04M 0.12%
43,400
+400
+0.9% +$38.6K
APA icon
199
PUT
APA Corp
APA
$13B
$4.01M 0.12%
85,900
+8,800
+11% +$394K
TEAM icon
200
PUT
Atlassian
TEAM
$26.5B
$4M 0.12%
31,100
+25,600
+465% +$4.08M
6 7
8
9 10

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BCM
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OAM
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NOCM
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TIM
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QIM
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SLT
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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.