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TSS

Two Sigma Securities Portfolio holdings

AUM $1.16B
1-Year Est. Return 36.23%
This Fund
S&P 500
This Quarter Est. Return
+8.48%
1 Year Est. Return
+36.23%
3 Year Est. Return
+108.69%
5 Year Est. Return
+124.54%
10 Year Est. Return
+352.99%
AUM
$3.33B
AUM Growth
+$27.2M
Cap. Flow
-$25.3M
Cap. Flow %
-0.76%
Top 10 Hldgs %
9.02%
Holding
3,520
New
974
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 Miscellaneous 85.17%
2 Consumer Discretionary 3.08%
3 Technology 2.85%
4 Financials 1.61%
5 Healthcare 1.5%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
MTH icon
3026
CALL
Meritage Homes
MTH
$4.27B
– –
-12,600
Closed -$443K
MTH icon
3027
PUT
Meritage Homes
MTH
$4.27B
– –
-7,200
Closed -$253K
MTN icon
3028
CALL
Vail Resorts
MTN
$5.03B
– –
-3,600
Closed -$776K
MTZ icon
3029
MasTec
MTZ
$18.7B
– –
-3,457
Closed -$284K
MUB icon
3030
iShares National Muni Bond ETF
MUB
$44.5B
– –
-2,448
Closed -$251K
MUR icon
3031
Murphy Oil
MUR
$5.53B
– –
-5,778
Closed -$203K
MVIS icon
3032
Microvision
MVIS
$44.4M
– –
-1,334
Closed -$72K
MVST icon
3033
Microvast
MVST
$226M
– –
-10,734
Closed -$19K
SDEV
3034
Stablecoin Development Corp
SDEV
$42.6M
– –
-2
Closed -$2K
NCRA icon
3035
Nocera
NCRA
$4.8M
– –
-342
Closed -$14K
NCTY
3036
The9 Ltd
NCTY
$60.9M
– –
-1,058
Closed -$10K
NDAQ icon
3037
Nasdaq
NDAQ
$49.7B
– –
-3,670
Closed -$208K
NDSN icon
3038
Nordson
NDSN
$17.4B
– –
-1,057
Closed -$224K
NEPH icon
3039
Nephros
NEPH
$47.2M
– –
-10,160
Closed -$9K
NCEL
3040
NewcelX Ltd
NCEL
$19.4M
– –
-44
Closed -$11K
NLY icon
3041
Annaly Capital Management
NLY
$16.1B
– –
-82,944
Closed -$1.63M
NMM icon
3042
Navios Maritime Partners
NMM
$2.69B
– –
-8,300
Closed -$204K
NOC icon
3043
Northrop Grumman
NOC
$75.4B
– –
-1,437
Closed -$750K
NOV icon
3044
NOV
NOV
$7.47B
– –
-20,424
Closed -$330K
NOVA
3045
CALL
DELISTED
Sunnova Energy
NOVA
– –
-10,400
Closed -$230K
NOW icon
3046
ServiceNow
NOW
$146B
– –
-13,005
Closed -$1.02M
NRG icon
3047
PUT
NRG Energy
NRG
$22.8B
– –
-30,500
Closed -$1.17M
NTAP icon
3048
CALL
NetApp
NTAP
$38.1B
– –
-3,300
Closed -$204K
NTAP icon
3049
NetApp
NTAP
$38.1B
– –
-3,935
Closed -$243K
NTES icon
3050
NetEase
NTES
$75.9B
– –
-2,937
Closed -$222K
120 121
122
123 124

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FFS
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MFA
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PGCM
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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's Q4 2022 filing shows 974 new, 717 increased, 803 reduced and 990 closed positions. Its largest new stake was iShares MSCI EAFE ETF: 117,099 shares worth $7.69M. The largest sale was CME Group, an estimated $8.15M.

By sector, the portfolio is most concentrated in Miscellaneous at 85% of assets, up from 85% a quarter earlier, followed by Consumer Discretionary and Technology.

  • 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 974 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.