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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
UNM icon
1426
PUT
Unum
UNM
$15.1B
$336K 0.01%
+8,200
New +$344K
DOCN icon
1427
CALL
DigitalOcean
DOCN
$15.3B
$336K 0.01%
13,200
+6,800
+106% +$213K
RSG icon
1428
CALL
Republic Services
RSG
$66.8B
$335K 0.01%
+2,600
New +$347K
AME icon
1429
PUT
Ametek
AME
$54.5B
$335K 0.01%
2,400
+300
+14% +$39.8K
MSI icon
1430
CALL
Motorola Solutions
MSI
$75.9B
$335K 0.01%
+1,300
New +$325K
AEP icon
1431
American Electric Power
AEP
$65.3B
$335K 0.01%
3,525
-8,237
-70% -$750K
HZO icon
1432
PUT
MarineMax
HZO
$1.16B
$334K 0.01%
10,700
+500
+5% +$15.7K
ED icon
1433
PUT
Consolidated Edison
ED
$39B
$334K 0.01%
3,500
+500
+17% +$45.5K
CNX icon
1434
CALL
CNX Resources
CNX
$4.87B
$333K 0.01%
+19,800
New +$342K
LPLA icon
1435
LPL Financial
LPLA
$25.8B
$333K 0.01%
1,542
+415
+37% +$97K
YUM icon
1436
PUT
Yum! Brands
YUM
$37.7B
$333K 0.01%
2,600
-6,100
-70% -$739K
NOVA
1437
PUT
DELISTED
Sunnova Energy
NOVA
$331K 0.01%
18,400
-32,900
-64% -$662K
GSL icon
1438
Global Ship Lease
GSL
$1.65B
$331K 0.01%
+19,901
New +$342K
MLCO icon
1439
PUT
Melco Resorts & Entertainment
MLCO
$1.76B
$331K 0.01%
+28,800
New +$234K
TRGP icon
1440
PUT
Targa Resources
TRGP
$62.7B
$331K 0.01%
+4,500
New +$314K
BWX icon
1441
State Street SPDR Bloomberg International Treasury Bond ETF
BWX
$1.3B
$331K 0.01%
+14,740
New +$320K
ITW icon
1442
CALL
Illinois Tool Works
ITW
$76.7B
$330K 0.01%
+1,500
New +$319K
WIRE
1443
DELISTED
Encore Wire Corp
WIRE
$330K 0.01%
+2,401
New +$332K
KEYS icon
1444
Keysight
KEYS
$57B
$330K 0.01%
1,930
-992
-34% -$169K
HZNP
1445
CALL
DELISTED
Horizon Therapeutics Public Limited Company Ordinary Shares
HZNP
$330K 0.01%
+2,900
New +$241K
MSGS icon
1446
PUT
Madison Square Garden
MSGS
$9.6B
$330K 0.01%
1,800
-800
-31% -$125K
VOT icon
1447
Vanguard Morningstar Mid-Cap Growth ETF
VOT
$18.9B
$329K 0.01%
+1,831
New +$332K
TER icon
1448
Teradyne
TER
$58.1B
$329K 0.01%
3,767
-1,334
-26% -$114K
PFSI icon
1449
PUT
PennyMac Financial
PFSI
$3.45B
$329K 0.01%
5,800
+100
+2% +$5.3K
CALX icon
1450
CALL
Calix
CALX
$2.22B
$328K 0.01%
+4,800
New +$323K
56 57
58
59 60

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CIA
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OWA
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FFS
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MFA
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PGCM
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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.