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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
EPAM icon
1176
EPAM Systems
EPAM
$5.88B
$454K 0.01%
1,386
-165
-11% -$56.1K
FXL icon
1177
First Trust Technology AlphaDEX Fund
FXL
$2.77B
$454K 0.01%
+4,960
New +$457K
CIEN icon
1178
PUT
Ciena
CIEN
$49.5B
$454K 0.01%
8,900
-700
-7% -$31.6K
H icon
1179
PUT
Hyatt Hotels
H
$14.6B
$452K 0.01%
+5,000
New +$459K
GLOB icon
1180
Globant
GLOB
$1.54B
$452K 0.01%
+2,685
New +$475K
QRVO icon
1181
Qorvo
QRVO
$10.3B
$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
$8.54B
$450K 0.01%
4,400
-6,400
-59% -$628K
VET icon
1184
CALL
Vermilion Energy
VET
$1.91B
$450K 0.01%
25,400
+6,600
+35% +$134K
QLYS icon
1185
Qualys
QLYS
$6.05B
$449K 0.01%
4,005
+1,505
+60% +$188K
KMI icon
1186
Kinder Morgan
KMI
$70.9B
$448K 0.01%
24,805
-18,654
-43% -$336K
UPST icon
1187
PUT
Upstart Holdings
UPST
$2.43B
$448K 0.01%
33,900
-172,400
-84% -$3.33M
DLR icon
1188
Digital Realty Trust
DLR
$67.6B
$447K 0.01%
4,459
-237
-5% -$24.2K
PICK icon
1189
iShares MSCI Global Metals & Mining Producers ETF
PICK
$2.49B
$446K 0.01%
10,885
+4,474
+70% +$175K
CALX icon
1190
PUT
Calix
CALX
$2.22B
$445K 0.01%
+6,500
New +$437K
YUM icon
1191
Yum! Brands
YUM
$37.7B
$445K 0.01%
3,471
-1,204
-26% -$146K
OHI icon
1192
PUT
Omega Healthcare
OHI
$14.1B
$444K 0.01%
+15,900
New +$480K
ALB icon
1193
Albemarle
ALB
$13.1B
$444K 0.01%
2,048
-702
-26% -$187K
TAP icon
1194
CALL
Molson Coors Class B
TAP
$7B
$443K 0.01%
8,600
-10,600
-55% -$544K
NICE icon
1195
PUT
Nice
NICE
$6.15B
$442K 0.01%
2,300
+600
+35% +$116K
OXY icon
1196
Occidental Petroleum
OXY
$58.8B
$442K 0.01%
7,017
-47,139
-87% -$3.21M
NVST icon
1197
CALL
Envista
NVST
$3.75B
$441K 0.01%
13,100
-9,200
-41% -$315K
SU icon
1198
CALL
Suncor Energy
SU
$81.2B
$441K 0.01%
13,900
-38,100
-73% -$1.25M
CRL icon
1199
Charles River Laboratories
CRL
$13.3B
$441K 0.01%
2,023
+386
+24% +$84.3K
WAL icon
1200
CALL
Western Alliance Bancorporation
WAL
$8.57B
$441K 0.01%
+7,400
New +$479K
46 47
48
49 50

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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.