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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
ITW icon
951
PUT
Illinois Tool Works
ITW
$76.4B
$617K 0.02%
2,800
-1,200
-30% -$256K
TCOM icon
952
Trip.com Group
TCOM
$25.8B
$616K 0.02%
+17,920
New +$515K
VALE icon
953
Vale
VALE
$60.5B
$616K 0.02%
+36,295
New +$546K
APPS icon
954
PUT
Digital Turbine
APPS
$1.29B
$614K 0.02%
40,300
-6,900
-15% -$106K
UTHR icon
955
CALL
United Therapeutics
UTHR
$21.2B
$612K 0.02%
+2,200
New +$555K
RY icon
956
PUT
Royal Bank of Canada
RY
$280B
$611K 0.02%
+6,500
New +$614K
VTI icon
957
Vanguard Morningstar Total Stock Market ETF
VTI
$684B
$610K 0.02%
3,188
+686
+27% +$132K
SU icon
958
PUT
Suncor Energy
SU
$81.3B
$606K 0.02%
19,100
-20,900
-52% -$687K
PRKS icon
959
PUT
United Parks & Resorts
PRKS
$1.59B
$605K 0.02%
+11,300
New +$605K
SKT icon
960
Tanger
SKT
$4.1B
$603K 0.02%
33,587
+23,398
+230% +$420K
SJM icon
961
CALL
J.M. Smucker
SJM
$13.2B
$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
$43.6M
$601K 0.02%
7,223
+4,471
+162% +$381K
FVRR icon
963
CALL
Fiverr
FVRR
$312M
$600K 0.02%
20,600
-100
-0.5% -$3.14K
MDLZ icon
964
PUT
Mondelez International
MDLZ
$77.8B
$600K 0.02%
9,000
-3,900
-30% -$247K
MED icon
965
PUT
Medifast
MED
$134M
$600K 0.02%
5,200
-4,200
-45% -$489K
WFC.PRL icon
966
Wells Fargo 7.5% Non Cumv Perp Conv
WFC.PRL
$4.42B
$596K 0.02%
+503
New +$597K
AMAT icon
967
CALL
Applied Materials
AMAT
$344B
$594K 0.02%
6,100
-33,700
-85% -$3.23M
CVE icon
968
CALL
Cenovus Energy
CVE
$60.3B
$594K 0.02%
30,600
-26,000
-46% -$499K
CRSP icon
969
CALL
CRISPR Therapeutics
CRSP
$5.45B
$593K 0.02%
14,600
-9,100
-38% -$483K
ESS icon
970
PUT
Essex Property Trust
ESS
$17.4B
$593K 0.02%
2,800
-4,100
-59% -$896K
WOLF icon
971
Wolfspeed
WOLF
$1.31B
$593K 0.02%
8,590
+3,282
+62% +$291K
ETY icon
972
Eaton Vance Tax-Managed Diversified Equity Income Fund
ETY
$2.23B
$593K 0.02%
+54,577
New +$627K
DLR icon
973
PUT
Digital Realty Trust
DLR
$67.9B
$592K 0.02%
5,900
-2,100
-26% -$214K
EW icon
974
PUT
Edwards Lifesciences
EW
$50.7B
$589K 0.02%
+7,900
New +$609K
TOL icon
975
Toll Brothers
TOL
$12.2B
$589K 0.02%
11,795
+4,218
+56% +$194K
37 38
39
40 41

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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.