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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 | |
|---|---|---|---|---|---|---|
1201
Truist Financial
TFC
$63.3B
| $441K | 0.01% |
+10,241
| New | +$449K |
|
1202
RLX Technology
RLX
$2.47B
| $438K | 0.01% |
+190,492
| New | +$338K |
|
1203
State Street SPDR Portfolio Aggregate Bond ETF
SPAB
$9.76B
| $437K | 0.01% |
17,393
-43,184
| -71% | -$1.08M |
|
1204
PUT
Baker Hughes
BKR
$60B
| $437K | 0.01% |
14,800
-300
| -2% | -$8.28K |
|
1205
PUT
Jack in the Box
JACK
$312M
| $437K | 0.01% |
6,400
-4,500
| -41% | -$346K |
|
1206
PUT
Church & Dwight Co
CHD
$23.4B
| $435K | 0.01% |
5,400
+1,500
| +38% | +$115K |
|
1207
CALL
Tradeweb Markets
TW
$21.4B
| $435K | 0.01% |
+6,700
| New | +$394K |
|
1208
CALL
FIVE9
FIVN
$2.11B
| $434K | 0.01% |
6,400
+400
| +7% | +$25.1K |
|
1209
Prudential Financial
PRU
$42.4B
| $434K | 0.01% |
4,366
+805
| +23% | +$81.5K |
|
1210
CALL
HubSpot
HUBS
$12.2B
| $434K | 0.01% |
+1,500
| New | +$425K |
|
1211
CALL
Mondelez International
MDLZ
$79.5B
| $433K | 0.01% |
6,500
-200
| -3% | -$12.6K |
|
1212
PUT
Lumentum
LITE
$55.5B
| $433K | 0.01% |
8,300
+4,800
| +137% | +$295K |
|
1213
PUT
ATI
ATI
$25.6B
| $433K | 0.01% |
+14,500
| New | +$424K |
|
1214
CALL
Becton Dickinson
BDX
$45.6B
| $432K | 0.01% |
1,700
-1,900
| -53% | -$448K |
|
1215
UnitedHealth
UNH
$376B
| $432K | 0.01% |
814
-1,217
| -60% | -$645K |
|
1216
Invesco Leisure and Entertainment ETF
PEJ
$259M
| $431K | 0.01% |
11,843
-678
| -5% | -$25.4K |
|
1217
iShares Core International Aggregate Bond Fund
IAGG
$10.9B
| $429K | 0.01% |
+9,031
| New | +$441K |
|
1218
PUT
Celanese
CE
$4.9B
| $429K | 0.01% |
4,200
-8,800
| -68% | -$873K |
|
1219
CALL
Datadog
DDOG
$95.4B
| $426K | 0.01% |
5,800
-8,700
| -60% | -$680K |
|
|
MRSH
1220
Marsh
MRSH
$90.5B
| $426K | 0.01% |
+2,575
| New | +$421K |
|
1221
Entegris
ENTG
$18.1B
| $425K | 0.01% |
+6,486
| New | +$478K |
|
1222
Deere & Co
DE
$160B
| $425K | 0.01% |
+991
| New | +$403K |
|
1223
Murphy USA
MUSA
$11.2B
| $425K | 0.01% |
1,520
+273
| +22% | +$79.2K |
|
1224
iShares Asia 50 ETF
AIA
$4.6B
| $424K | 0.01% |
7,472
-571
| -7% | -$30.3K |
|
1225
CALL
Levi Strauss
LEVI
$9.44B
| $424K | 0.01% |
27,300
-9,900
| -27% | -$154K |
|
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.