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
ITW icon
951
PUT
Illinois Tool Works
ITW
$82.4B
$617K 0.02%
2,800
-1,200
-30% -$256K
TCOM icon
952
Trip.com Group
TCOM
$29.6B
$616K 0.02%
+17,920
New +$515K
VALE icon
953
Vale
VALE
$64.1B
$616K 0.02%
+36,295
New +$546K
APPS icon
954
PUT
Digital Turbine
APPS
$992M
$614K 0.02%
40,300
-6,900
-15% -$106K
UTHR icon
955
CALL
United Therapeutics
UTHR
$25.9B
$612K 0.02%
+2,200
New +$555K
RY icon
956
PUT
Royal Bank of Canada
RY
$293B
$611K 0.02%
+6,500
New +$614K
VTI icon
957
Vanguard Morningstar Total Stock Market ETF
VTI
$660B
$610K 0.02%
3,188
+686
+27% +$132K
SU icon
958
PUT
Suncor Energy
SU
$79.2B
$606K 0.02%
19,100
-20,900
-52% -$687K
PRKS icon
959
PUT
United Parks & Resorts
PRKS
$2.1B
$605K 0.02%
+11,300
New +$605K
SKT icon
960
Tanger
SKT
$4.69B
$603K 0.02%
33,587
+23,398
+230% +$420K
SJM icon
961
CALL
J.M. Smucker
SJM
$12.9B
$602K 0.02%
3,800
-3,200
-46% -$477K
USOI icon
962
Credit Suisse AG Credit Suisse X-Links Crude Oil Shares Covered Call ETN
USOI
$41.4M
$601K 0.02%
7,223
+4,471
+162% +$381K
FVRR icon
963
CALL
Fiverr
FVRR
$322M
$600K 0.02%
20,600
-100
-0.5% -$3.14K
MDLZ icon
964
PUT
Mondelez International
MDLZ
$79.5B
$600K 0.02%
9,000
-3,900
-30% -$247K
MED icon
965
PUT
Medifast
MED
$109M
$600K 0.02%
5,200
-4,200
-45% -$489K
WFC.PRL icon
966
Wells Fargo 7.5% Non Cumv Perp Conv
WFC.PRL
$4.69B
$596K 0.02%
+503
New +$597K
AMAT icon
967
CALL
Applied Materials
AMAT
$410B
$594K 0.02%
6,100
-33,700
-85% -$3.23M
CVE icon
968
CALL
Cenovus Energy
CVE
$55.6B
$594K 0.02%
30,600
-26,000
-46% -$499K
CRSP icon
969
CALL
CRISPR Therapeutics
CRSP
$4.72B
$593K 0.02%
14,600
-9,100
-38% -$483K
ESS icon
970
PUT
Essex Property Trust
ESS
$18.3B
$593K 0.02%
2,800
-4,100
-59% -$896K
WOLF icon
971
Wolfspeed
WOLF
$1.24B
$593K 0.02%
8,590
+3,282
+62% +$291K
ETY icon
972
Eaton Vance Tax-Managed Diversified Equity Income Fund
ETY
$2.29B
$593K 0.02%
+54,577
New +$627K
DLR icon
973
PUT
Digital Realty Trust
DLR
$70.3B
$592K 0.02%
5,900
-2,100
-26% -$214K
EW icon
974
PUT
Edwards Lifesciences
EW
$49.7B
$589K 0.02%
+7,900
New +$609K
TOL icon
975
Toll Brothers
TOL
$13.7B
$589K 0.02%
11,795
+4,218
+56% +$194K
37 38
39
40 41

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.