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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
(+0.82%)
Cap. Flow
-$114M
Cap. Flow
% of AUM
-3.42%
Top 10 Holdings %
Top 10 Hldgs %
9.02%
Holding
3,520
New
977
Increased
717
Reduced
803
Closed
990
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
PayPal
PYPL
|
+$8.72M |
| 2 |
Rivian
RIVN
|
+$7.6M |
| 3 |
iShares MSCI EAFE ETF
EFA
|
+$7.34M |
| 4 |
Amazon
AMZN
|
+$6.82M |
| 5 |
Alibaba
BABA
|
+$6.82M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
CME Group
CME
|
+$8.15M |
| 2 |
State Street Energy Select Sector SPDR ETF
XLE
|
+$6.73M |
| 3 |
ProShares Short S&P500
SH
|
+$6.23M |
| 4 |
Vanguard FTSE Emerging Markets ETF
VWO
|
+$5.71M |
| 5 |
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 | |
|---|---|---|---|---|---|---|
1126
AutoZone
AZO
$49.2B
| $476K | 0.01% |
193
-790
| -80% | -$1.91M |
|
1127
PUT
Exelon
EXC
$46.9B
| $476K | 0.01% |
+11,000
| New | +$435K |
|
1128
ON Semiconductor
ON
$31.8B
| $475K | 0.01% |
7,622
-2,943
| -28% | -$196K |
|
1129
PUT
CVS Health
CVS
$133B
| $475K | 0.01% |
5,100
-12,400
| -71% | -$1.2M |
|
1130
Mitsubishi UFJ Financial
MUFG
$253B
| $475K | 0.01% |
71,252
+15,427
| +28% | +$79.8K |
|
|
SBNY
1131
DELISTED
Signature Bank
SBNY
| $475K | 0.01% |
+4,122
| New | +$567K |
|
1132
PUT
Fortinet
FTNT
$119B
| $474K | 0.01% |
9,700
-1,600
| -14% | -$83.4K |
|
1133
CALL
MarketAxess Holdings
MKTX
$5.71B
| $474K | 0.01% |
1,700
-1,700
| -50% | -$438K |
|
1134
CALL
Royal Gold
RGLD
$16.8B
| $473K | 0.01% |
4,200
-7,800
| -65% | -$804K |
|
1135
State Street SPDR S&P MIDCAP 400 ETF Trust
MDY
$26.6B
| $473K | 0.01% |
1,069
-1,007
| -49% | -$445K |
|
1136
PUT
Southern Company
SO
$109B
| $471K | 0.01% |
+6,600
| New | +$441K |
|
1137
MSCI
MSCI
$41.6B
| $471K | 0.01% |
+1,013
| New | +$471K |
|
1138
PUT
Interactive Brokers
IBKR
$39.2B
| $470K | 0.01% |
+26,000
| New | +$486K |
|
1139
CALL
NIO
NIO
$12.2B
| $470K | 0.01% |
48,200
-16,500
| -26% | -$190K |
|
1140
FS KKR Capital
FSK
$2.96B
| $468K | 0.01% |
+26,752
| New | +$497K |
|
|
WIRE
1141
PUT
DELISTED
Encore Wire Corp
WIRE
| $468K | 0.01% |
+3,400
| New | +$470K |
|
1142
CALL
Live Nation Entertainment
LYV
$40.5B
| $467K | 0.01% |
6,700
-2,400
| -26% | -$178K |
|
1143
John Hancock Multifactor Mid Cap ETF
JHMM
$5.92B
| $467K | 0.01% |
+10,038
| New | +$467K |
|
1144
NextEra Energy
NEE
$181B
| $467K | 0.01% |
5,588
-12,861
| -70% | -$1.04M |
|
|
MRO
1145
DELISTED
Marathon Oil Corporation
MRO
| $467K | 0.01% |
17,255
-69,976
| -80% | -$2.03M |
|
|
SWN
1146
DELISTED
Southwestern Energy Company
SWN
| $467K | 0.01% |
79,744
+45,518
| +133% | +$299K |
|
|
HBI
1147
PUT
DELISTED
Hanesbrands
HBI
| $466K | 0.01% |
73,300
+53,300
| +267% | +$366K |
|
1148
PPG Industries
PPG
$24.6B
| $466K | 0.01% |
3,704
+1,278
| +53% | +$157K |
|
1149
CALL
Enovix
ENVX
$892M
| $465K | 0.01% |
+42,743
| New | +$526K |
|
1150
CALL
Robert Half
RHI
$3.87B
| $465K | 0.01% |
6,300
-1,100
| -15% | -$83.9K |
|
Similar funds
BCM
OAM
NOCM
TIM
QIM
RB
OMG
MCM
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.