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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
PGR icon
1651
Progressive
PGR
$124B
$267K 0.01%
2,059
-4,141
-67% -$525K
WMS icon
1652
Advanced Drainage Systems
WMS
$9.51B
$267K 0.01%
+3,254
New +$330K
RDFN
1653
CALL
DELISTED
Redfin
RDFN
$267K 0.01%
62,900
+52,000
+477% +$245K
LHX icon
1654
L3Harris
LHX
$46B
$266K 0.01%
+1,279
New +$288K
FITB
1655
CALL
Fifth Third Bancorp
FITB
$48B
$266K 0.01%
8,100
-3,400
-30% -$116K
SDS icon
1656
ProShares UltraShort S&P500
SDS
$406M
$266K 0.01%
1,156
-5,352
-82% -$1.24M
CBRL icon
1657
PUT
Cracker Barrel
CBRL
$998M
$265K 0.01%
2,800
-3,400
-55% -$354K
FAST icon
1658
CALL
Fastenal
FAST
$56B
$265K 0.01%
11,200
-2,400
-18% -$58.7K
GIS icon
1659
General Mills
GIS
$19.7B
$265K 0.01%
3,159
+210
+7% +$17.1K
FLOT icon
1660
iShares Floating Rate Bond ETF
FLOT
$10.8B
$265K 0.01%
5,262
-2,133
-29% -$107K
VCR icon
1661
Vanguard Consumer Discretionary ETF
VCR
$5.73B
$264K 0.01%
+1,206
New +$283K
BFH icon
1662
PUT
Bread Financial
BFH
$4.14B
$264K 0.01%
7,000
-2,900
-29% -$105K
PR
1663
PUT
Permian Resources
PR
$19.1B
$263K 0.01%
28,000
+2,300
+9% +$22K
BG icon
1664
Bunge Global
BG
$22.3B
$263K 0.01%
2,638
-1,984
-43% -$191K
ZBRA icon
1665
Zebra Technologies
ZBRA
$16.3B
$263K 0.01%
1,024
-574
-36% -$148K
GLW icon
1666
Corning
GLW
$129B
$262K 0.01%
+8,212
New +$266K
CNC icon
1667
Centene
CNC
$32.5B
$262K 0.01%
+3,196
New +$261K
TER icon
1668
CALL
Teradyne
TER
$56.2B
$262K 0.01%
3,000
-3,500
-54% -$300K
EQIX icon
1669
PUT
Equinix
EQIX
$102B
$262K 0.01%
400
-2,200
-85% -$1.36M
FDS icon
1670
Factset
FDS
$10.1B
$262K 0.01%
653
+127
+24% +$54.1K
PPLI
1671
CALL
People Inc
PPLI
$2.7B
$262K 0.01%
7,192
-5,973
-45% -$236K
THG icon
1672
Hanover Insurance
THG
$7.91B
$261K 0.01%
+1,933
New +$270K
SCHP icon
1673
Schwab US TIPS ETF
SCHP
$15.9B
$261K 0.01%
+10,086
New +$264K
COOP
1674
PUT
DELISTED
Mr. Cooper
COOP
$261K 0.01%
+6,500
New +$274K
FNV icon
1675
Franco-Nevada
FNV
$51B
$261K 0.01%
1,911
-694
-27% -$91.6K
65 66
67
68 69

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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.