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
EPAM icon
1176
EPAM Systems
EPAM
$5.51B
$454K 0.01%
1,386
-165
-11% -$56.1K
FXL icon
1177
First Trust Technology AlphaDEX Fund
FXL
$2.53B
$454K 0.01%
+4,960
New +$457K
CIEN icon
1178
PUT
Ciena
CIEN
$53.4B
$454K 0.01%
8,900
-700
-7% -$31.6K
H icon
1179
PUT
Hyatt Hotels
H
$16.4B
$452K 0.01%
+5,000
New +$459K
GLOB icon
1180
Globant
GLOB
$1.58B
$452K 0.01%
+2,685
New +$475K
QRVO icon
1181
Qorvo
QRVO
$7.99B
$451K 0.01%
4,977
-2,369
-32% -$214K
WWE
1182
DELISTED
World Wrestling Entertainment
WWE
$450K 0.01%
6,568
+1,185
+22% +$89.5K
MHK icon
1183
PUT
Mohawk Industries
MHK
$7.5B
$450K 0.01%
4,400
-6,400
-59% -$628K
VET icon
1184
CALL
Vermilion Energy
VET
$1.82B
$450K 0.01%
25,400
+6,600
+35% +$134K
QLYS icon
1185
Qualys
QLYS
$5.1B
$449K 0.01%
4,005
+1,505
+60% +$188K
KMI icon
1186
Kinder Morgan
KMI
$71.7B
$448K 0.01%
24,805
-18,654
-43% -$336K
UPST icon
1187
PUT
Upstart Holdings
UPST
$2.63B
$448K 0.01%
33,900
-172,400
-84% -$3.33M
DLR icon
1188
Digital Realty Trust
DLR
$69.7B
$447K 0.01%
4,459
-237
-5% -$24.2K
PICK icon
1189
iShares MSCI Global Metals & Mining Producers ETF
PICK
$2.22B
$446K 0.01%
10,885
+4,474
+70% +$175K
CALX icon
1190
PUT
Calix
CALX
$2.26B
$445K 0.01%
+6,500
New +$437K
YUM icon
1191
Yum! Brands
YUM
$41.8B
$445K 0.01%
3,471
-1,204
-26% -$146K
OHI icon
1192
PUT
Omega Healthcare
OHI
$15.1B
$444K 0.01%
+15,900
New +$480K
ALB icon
1193
Albemarle
ALB
$13.9B
$444K 0.01%
2,048
-702
-26% -$187K
TAP icon
1194
CALL
Molson Coors Class B
TAP
$7.79B
$443K 0.01%
8,600
-10,600
-55% -$544K
NICE icon
1195
PUT
Nice
NICE
$5.79B
$442K 0.01%
2,300
+600
+35% +$116K
OXY icon
1196
Occidental Petroleum
OXY
$56.8B
$442K 0.01%
7,017
-47,139
-87% -$3.21M
NVST icon
1197
CALL
Envista
NVST
$4.44B
$441K 0.01%
13,100
-9,200
-41% -$315K
SU icon
1198
CALL
Suncor Energy
SU
$79.4B
$441K 0.01%
13,900
-38,100
-73% -$1.25M
CRL icon
1199
Charles River Laboratories
CRL
$11.2B
$441K 0.01%
2,023
+386
+24% +$84.3K
WAL icon
1200
CALL
Western Alliance Bancorporation
WAL
$8.79B
$441K 0.01%
+7,400
New +$479K
46 47
48
49 50

Similar funds

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
MCM
Makena Capital Management Menlo Park, California $866M AUM 17.79% 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.