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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
AZO icon
1126
AutoZone
AZO
$46.8B
$476K 0.01%
193
-790
-80% -$1.91M
EXC icon
1127
PUT
Exelon
EXC
$43.4B
$476K 0.01%
+11,000
New +$435K
ON icon
1128
ON Semiconductor
ON
$26.8B
$475K 0.01%
7,622
-2,943
-28% -$196K
CVS icon
1129
PUT
CVS Health
CVS
$114B
$475K 0.01%
5,100
-12,400
-71% -$1.2M
MUFG icon
1130
Mitsubishi UFJ Financial
MUFG
$260B
$475K 0.01%
71,252
+15,427
+28% +$79.8K
SBNY
1131
DELISTED
Signature Bank
SBNY
$475K 0.01%
+4,122
New +$567K
FTNT icon
1132
PUT
Fortinet
FTNT
$124B
$474K 0.01%
9,700
-1,600
-14% -$83.4K
MKTX icon
1133
CALL
MarketAxess Holdings
MKTX
$5.75B
$474K 0.01%
1,700
-1,700
-50% -$438K
RGLD icon
1134
CALL
Royal Gold
RGLD
$21.2B
$473K 0.01%
4,200
-7,800
-65% -$804K
MDY icon
1135
State Street SPDR S&P MIDCAP 400 ETF Trust
MDY
$25.7B
$473K 0.01%
1,069
-1,007
-49% -$445K
SO icon
1136
PUT
Southern Company
SO
$98.5B
$471K 0.01%
+6,600
New +$441K
MSCI icon
1137
MSCI
MSCI
$40.3B
$471K 0.01%
+1,013
New +$471K
IBKR icon
1138
PUT
Interactive Brokers
IBKR
$41.1B
$470K 0.01%
+26,000
New +$486K
NIO icon
1139
CALL
NIO
NIO
$9.2B
$470K 0.01%
48,200
-16,500
-26% -$190K
FSK icon
1140
FS KKR Capital
FSK
$3.13B
$468K 0.01%
+26,752
New +$497K
WIRE
1141
PUT
DELISTED
Encore Wire Corp
WIRE
$468K 0.01%
+3,400
New +$470K
LYV icon
1142
CALL
Live Nation Entertainment
LYV
$39B
$467K 0.01%
6,700
-2,400
-26% -$178K
JHMM icon
1143
John Hancock Multifactor Mid Cap ETF
JHMM
$5.91B
$467K 0.01%
+10,038
New +$467K
NEE icon
1144
NextEra Energy
NEE
$168B
$467K 0.01%
5,588
-12,861
-70% -$1.04M
MRO
1145
DELISTED
Marathon Oil Corporation
MRO
$467K 0.01%
17,255
-69,976
-80% -$2.03M
SWN
1146
DELISTED
Southwestern Energy Company
SWN
$467K 0.01%
79,744
+45,518
+133% +$299K
HBI
1147
PUT
DELISTED
Hanesbrands
HBI
$466K 0.01%
73,300
+53,300
+267% +$366K
PPG icon
1148
PPG Industries
PPG
$23.3B
$466K 0.01%
3,704
+1,278
+53% +$157K
ENVX icon
1149
CALL
Enovix
ENVX
$645M
$465K 0.01%
+42,743
New +$526K
RHI icon
1150
CALL
Robert Half
RHI
$3.79B
$465K 0.01%
6,300
-1,100
-15% -$83.9K
44 45
46
47 48

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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.