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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
PYPL icon
1
PUT
PayPal
PYPL
$49.9B
$43.3M 1.3%
608,600
+259,000
+74% +$20.7M
AMZN icon
2
CALL
Amazon
AMZN
$2.44T
$33.6M 1.01%
400,100
+273,600
+216% +$27M
PYPL icon
3
CALL
PayPal
PYPL
$49.9B
$32.5M 0.97%
456,000
+184,800
+68% +$14.8M
JNJ icon
4
CALL
Johnson & Johnson
JNJ
$640B
$31.6M 0.95%
178,800
+47,300
+36% +$8.17M
QQQ icon
5
CALL
Invesco QQQ Trust
QQQ
$436B
$29.2M 0.88%
109,700
+48,000
+78% +$13.3M
JNJ icon
6
PUT
Johnson & Johnson
JNJ
$640B
$28M 0.84%
158,600
+44,500
+39% +$7.68M
ABBV icon
7
CALL
AbbVie
ABBV
$465B
$27.3M 0.82%
169,100
+5,700
+3% +$874K
QQQ icon
8
PUT
Invesco QQQ Trust
QQQ
$436B
$27.3M 0.82%
102,600
-6,700
-6% -$1.85M
ABBV icon
9
PUT
AbbVie
ABBV
$465B
$24.7M 0.74%
152,900
+1,700
+1% +$261K
ROKU icon
10
CALL
Roku
ROKU
$21.6B
$22.8M 0.68%
559,300
+298,600
+115% +$15.6M
XLE icon
11
PUT
State Street Energy Select Sector SPDR ETF
XLE
$39B
$21.8M 0.66%
499,400
+67,000
+15% +$2.92M
AMZN icon
12
PUT
Amazon
AMZN
$2.44T
$21.2M 0.64%
252,500
+114,800
+83% +$11.3M
XLE icon
13
CALL
State Street Energy Select Sector SPDR ETF
XLE
$39B
$20.6M 0.62%
471,800
+136,200
+41% +$5.93M
ROKU icon
14
PUT
Roku
ROKU
$21.6B
$20M 0.6%
491,700
+172,500
+54% +$9.01M
UNH icon
15
CALL
UnitedHealth
UNH
$382B
$17.9M 0.54%
33,800
+21,300
+170% +$11.3M
XOM icon
16
CALL
ExxonMobil
XOM
$650B
$17.8M 0.54%
161,600
-62,700
-28% -$6.72M
META icon
17
PUT
Meta Platforms (Facebook)
META
$1.49T
$17.4M 0.52%
144,400
+84,800
+142% +$9.96M
ADBE icon
18
PUT
Adobe
ADBE
$105B
$15.8M 0.47%
46,900
+35,700
+319% +$11.4M
XOM icon
19
PUT
ExxonMobil
XOM
$650B
$15.5M 0.46%
140,400
+38,900
+38% +$4.17M
IWM icon
20
CALL
iShares Russell 2000 ETF
IWM
$79.1B
$14.5M 0.44%
83,200
+50,700
+156% +$9.02M
UNH icon
21
PUT
UnitedHealth
UNH
$382B
$14M 0.42%
26,500
+19,200
+263% +$10.2M
DVN icon
22
CALL
Devon Energy
DVN
$51.3B
$13.9M 0.42%
225,500
+102,800
+84% +$7.01M
CVX icon
23
CALL
Chevron
CVX
$382B
$13.8M 0.41%
76,900
-8,500
-10% -$1.48M
JPM icon
24
CALL
JPMorgan Chase
JPM
$916B
$13.8M 0.41%
102,600
+44,600
+77% +$5.65M
FSLR icon
25
PUT
First Solar
FSLR
$21.4B
$13.5M 0.4%
89,800
+27,700
+45% +$4.1M
1
2 3 4 5

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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.