We are live on ! Find out more
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
CMG icon
526
Chipotle Mexican Grill
CMG
$49.4B
$1.43M 0.04%
51,600
+3,000
+6% +$89.6K
KLAC icon
527
KLA
KLAC
$236B
$1.43M 0.04%
37,860
+27,150
+254% +$946K
MCK icon
528
PUT
McKesson
MCK
$101B
$1.43M 0.04%
3,800
+2,600
+217% +$970K
NET icon
529
PUT
Cloudflare
NET
$101B
$1.42M 0.04%
+31,500
New +$1.56M
PCG icon
530
PG&E
PCG
$39.2B
$1.41M 0.04%
+86,634
New +$1.31M
SPGI icon
531
PUT
S&P Global
SPGI
$122B
$1.41M 0.04%
+4,200
New +$1.38M
NKE icon
532
CALL
Nike
NKE
$62.7B
$1.4M 0.04%
12,000
-24,400
-67% -$2.46M
LUMN icon
533
CALL
Lumen
LUMN
$6.76B
$1.4M 0.04%
268,600
+70,400
+36% +$433K
SWK icon
534
PUT
Stanley Black & Decker
SWK
$14.9B
$1.4M 0.04%
18,600
-30,100
-62% -$2.35M
PLUG icon
535
CALL
Plug Power
PLUG
$2.92B
$1.4M 0.04%
112,900
+94,000
+497% +$1.5M
LAD icon
536
Lithia Motors
LAD
$9.24B
$1.4M 0.04%
+6,821
New +$1.46M
ROP icon
537
CALL
Roper Technologies
ROP
$38.5B
$1.38M 0.04%
3,200
-100
-3% -$41.2K
ORCL icon
538
CALL
Oracle
ORCL
$367B
$1.38M 0.04%
16,900
+2,000
+13% +$152K
FCX icon
539
CALL
Freeport-McMoran
FCX
$91.2B
$1.38M 0.04%
36,200
-140,200
-79% -$4.9M
PSA icon
540
PUT
Public Storage
PSA
$59.3B
$1.37M 0.04%
+4,900
New +$1.43M
XLV icon
541
CALL
State Street Health Care Select Sector SPDR ETF
XLV
$42.2B
$1.37M 0.04%
10,100
-12,400
-55% -$1.64M
EA icon
542
CALL
Electronic Arts
EA
$52.9B
$1.37M 0.04%
+11,200
New +$1.41M
SHEL icon
543
CALL
Shell
SHEL
$250B
$1.37M 0.04%
24,000
+1,200
+5% +$66.2K
EL icon
544
Estee Lauder
EL
$30.7B
$1.37M 0.04%
5,507
+2,726
+98% +$609K
ALB icon
545
PUT
Albemarle
ALB
$13.9B
$1.37M 0.04%
+6,300
New +$1.68M
MRVL icon
546
Marvell Technology
MRVL
$165B
$1.37M 0.04%
36,871
+1,177
+3% +$48K
ERX icon
547
Direxion Daily Energy Bull 2X ETF
ERX
$233M
$1.37M 0.04%
20,514
+4,975
+32% +$330K
XLF icon
548
CALL
State Street Financial Select Sector SPDR ETF
XLF
$56.8B
$1.36M 0.04%
39,900
-124,100
-76% -$4.2M
FL
549
PUT
DELISTED
Foot Locker
FL
$1.36M 0.04%
36,000
+28,100
+356% +$964K
NOK icon
550
Nokia
NOK
$50.7B
$1.36M 0.04%
292,851
-16,915
-5% -$78K
20 21
22
23 24

Similar funds

AWP
Ascent Wealth Partners New Hartford, New York $860M AUM 23.3% 1-Year Est. Return
BCM
Benchstone Capital Management New York $860M AUM 32.46% 1-Year Est. Return
OAM
Ophir Asset Management Sydney, Australia $859M AUM 59.08% 1-Year Est. Return
NOCM
Night Owl Capital Management Greenwich, Connecticut $858M AUM 31.41% 1-Year Est. Return
TIM
Total Investment Management Scottsdale, Arizona $858M AUM 9.96% 1-Year Est. Return
QIM
Quest Investment Management Lake Oswego, Oregon $857M AUM 21.67% 1-Year Est. Return
RB
Rodgers Brothers Harmony, Pennsylvania $866M AUM 30.05% 1-Year Est. Return
OMG
One Madison Group New York $866M AUM 33.81% 1-Year Est. Return

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.