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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
NIO icon
1251
NIO
NIO
$9.17B
$414K 0.01%
+42,447
New +$489K
MCO icon
1252
Moody's
MCO
$81.2B
$414K 0.01%
+1,485
New +$406K
PAG icon
1253
PUT
Penske Automotive Group
PAG
$14B
$414K 0.01%
3,600
+500
+16% +$57K
CCI icon
1254
Crown Castle
CCI
$31.1B
$414K 0.01%
+3,050
New +$412K
NOG icon
1255
Northern Oil and Gas
NOG
$2.67B
$413K 0.01%
13,416
+3,610
+37% +$121K
ZION icon
1256
PUT
Zions Bancorporation
ZION
$9.52B
$413K 0.01%
8,400
+1,100
+15% +$55K
SPR
1257
DELISTED
Spirit AeroSystems
SPR
$411K 0.01%
+13,900
New +$361K
KRE icon
1258
CALL
State Street SPDR S&P Regional Banking ETF
KRE
$4.23B
$411K 0.01%
7,000
-14,100
-67% -$868K
TRIP icon
1259
CALL
TripAdvisor
TRIP
$1.04B
$410K 0.01%
+22,800
New +$476K
PLNT icon
1260
CALL
Planet Fitness
PLNT
$3.74B
$410K 0.01%
5,200
-10,500
-67% -$733K
HES
1261
DELISTED
Hess
HES
$410K 0.01%
2,889
-5,019
-63% -$689K
AMED
1262
CALL
DELISTED
Amedisys
AMED
$409K 0.01%
+4,900
New +$442K
KRNT icon
1263
CALL
Kornit Digital
KRNT
$661M
$409K 0.01%
+17,800
New +$445K
WCC
1264
WESCO International
WCC
$16.8B
$408K 0.01%
3,262
+766
+31% +$96.4K
BILI icon
1265
CALL
Bilibili
BILI
$6.14B
$407K 0.01%
17,200
-90,300
-84% -$1.44M
OVV icon
1266
Ovintiv
OVV
$17.3B
$407K 0.01%
8,032
-4,871
-38% -$255K
MKSI icon
1267
PUT
MKS Inc
MKSI
$17B
$407K 0.01%
4,800
+2,300
+92% +$184K
IYM icon
1268
iShares US Basic Materials ETF
IYM
$1.18B
$405K 0.01%
+3,249
New +$400K
SOXL icon
1269
Direxion Daily Semiconductor Bull 3X ETF
SOXL
$21.1B
$405K 0.01%
+41,882
New +$440K
TRGP icon
1270
CALL
Targa Resources
TRGP
$62.7B
$404K 0.01%
5,500
-4,800
-47% -$335K
DAY
1271
PUT
DELISTED
Dayforce
DAY
$404K 0.01%
+6,300
New +$396K
ET icon
1272
Energy Transfer Partners
ET
$72.8B
$403K 0.01%
33,988
+6,066
+22% +$72.8K
VTWV icon
1273
Vanguard Russell 2000 Value ETF
VTWV
$1.35B
$403K 0.01%
+3,313
New +$411K
TT icon
1274
PUT
Trane Technologies
TT
$94.4B
$403K 0.01%
2,400
+1,000
+71% +$165K
BTI icon
1275
British American Tobacco
BTI
$120B
$403K 0.01%
10,085
-3,829
-28% -$150K
49 50
51
52 53

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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.