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
CPNG icon
1801
PUT
Coupang
CPNG
$29.3B
$231K 0.01%
15,700
-43,500
-73% -$768K
NICE icon
1802
CALL
Nice
NICE
$5.79B
$231K 0.01%
1,200
-500
-29% -$96.3K
DOW icon
1803
Dow Inc
DOW
$21.9B
$230K 0.01%
4,573
-25,790
-85% -$1.26M
IT icon
1804
Gartner
IT
$10.1B
$230K 0.01%
685
-773
-53% -$249K
YETI icon
1805
Yeti Holdings
YETI
$3.71B
$230K 0.01%
+5,564
New +$209K
FTEC icon
1806
Fidelity MSCI Information Technology Index ETF
FTEC
$19.8B
$230K 0.01%
+2,429
New +$235K
SPY icon
1807
CALL
State Street SPDR S&P 500 ETF Trust
SPY
$790B
$229K 0.01%
600
-5,600
-90% -$2.15M
PXD
1808
CALL
DELISTED
Pioneer Natural Resource Co.
PXD
$228K 0.01%
1,000
– –
SJM icon
1809
J.M. Smucker
SJM
$12.7B
$228K 0.01%
+1,441
New +$215K
ONON icon
1810
PUT
On Holding
ONON
$12.1B
$228K 0.01%
13,300
-10,700
-45% -$187K
RRR icon
1811
CALL
Red Rock Resorts
RRR
$3.77B
$228K 0.01%
5,700
-2,200
-28% -$90.3K
SABR icon
1812
PUT
Sabre
SABR
$731M
$228K 0.01%
36,900
-15,200
-29% -$84.9K
MSTB icon
1813
LHA Market State Tactical Beta ETF
MSTB
$194M
$228K 0.01%
+9,257
New +$234K
P
1814
PUT
Everpure Inc
P
$25.7B
$227K 0.01%
+8,500
New +$247K
HAPN
1815
PUT
Happen Inc
HAPN
$2.21B
$227K 0.01%
+25,800
New +$266K
CPB icon
1816
CALL
Campbell Soup
CPB
$6.55B
$227K 0.01%
4,000
-800
-17% -$42K
URBN icon
1817
PUT
Urban Outfitters
URBN
$6.35B
$227K 0.01%
9,500
-8,100
-46% -$202K
ARR
1818
Armour Residential REIT
ARR
$2.33B
$226K 0.01%
8,039
-4,994
-38% -$136K
AMN icon
1819
PUT
AMN Healthcare
AMN
$1.3B
$226K 0.01%
+2,200
New +$253K
MNDY icon
1820
monday.com
MNDY
$3.68B
$226K 0.01%
1,852
-1,240
-40% -$129K
PSCI icon
1821
Invesco S&P SmallCap Industrials ETF
PSCI
$184M
$226K 0.01%
2,543
-316
-11% -$28K
NEWR
1822
PUT
DELISTED
New Relic, Inc.
NEWR
$226K 0.01%
4,000
-3,300
-45% -$187K
CEG icon
1823
Constellation Energy
CEG
$93.8B
$226K 0.01%
2,617
-1,006
-28% -$90.5K
WCC
1824
CALL
WESCO International
WCC
$16.7B
$225K 0.01%
+1,800
New +$227K
JWN
1825
DELISTED
Nordstrom
JWN
$225K 0.01%
13,932
+600
+5% +$11.5K
71 72
73
74 75

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.