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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 | |
|---|---|---|---|---|---|---|
1251
NIO
NIO
$12.2B
| $414K | 0.01% |
+42,447
| New | +$489K |
|
1252
Moody's
MCO
$82.8B
| $414K | 0.01% |
+1,485
| New | +$406K |
|
1253
PUT
Penske Automotive Group
PAG
$14.3B
| $414K | 0.01% |
3,600
+500
| +16% | +$57K |
|
1254
Crown Castle
CCI
$33.3B
| $414K | 0.01% |
+3,050
| New | +$412K |
|
1255
Northern Oil and Gas
NOG
$2.3B
| $413K | 0.01% |
13,416
+3,610
| +37% | +$121K |
|
1256
PUT
Zions Bancorporation
ZION
$10.2B
| $413K | 0.01% |
8,400
+1,100
| +15% | +$55K |
|
|
SPR
1257
DELISTED
Spirit AeroSystems
SPR
| $411K | 0.01% |
+13,900
| New | +$361K |
|
1258
CALL
State Street SPDR S&P Regional Banking ETF
KRE
$4.5B
| $411K | 0.01% |
7,000
-14,100
| -67% | -$868K |
|
1259
CALL
TripAdvisor
TRIP
$1.65B
| $410K | 0.01% |
+22,800
| New | +$476K |
|
1260
CALL
Planet Fitness
PLNT
$4.42B
| $410K | 0.01% |
5,200
-10,500
| -67% | -$733K |
|
|
HES
1261
DELISTED
Hess
HES
| $410K | 0.01% |
2,889
-5,019
| -63% | -$689K |
|
|
AMED
1262
CALL
DELISTED
Amedisys
AMED
| $409K | 0.01% |
+4,900
| New | +$442K |
|
1263
CALL
Kornit Digital
KRNT
$705M
| $409K | 0.01% |
+17,800
| New | +$445K |
|
|
WCC
1264
WESCO International
WCC
$16.7B
| $408K | 0.01% |
3,262
+766
| +31% | +$96.4K |
|
1265
CALL
Bilibili
BILI
$7.99B
| $407K | 0.01% |
17,200
-90,300
| -84% | -$1.44M |
|
1266
Ovintiv
OVV
$17.3B
| $407K | 0.01% |
8,032
-4,871
| -38% | -$255K |
|
1267
PUT
MKS Inc
MKSI
$20.1B
| $407K | 0.01% |
4,800
+2,300
| +92% | +$184K |
|
1268
iShares US Basic Materials ETF
IYM
$1.12B
| $405K | 0.01% |
+3,249
| New | +$400K |
|
1269
Direxion Daily Semiconductor Bull 3X ETF
SOXL
$16.7B
| $405K | 0.01% |
+41,882
| New | +$440K |
|
1270
CALL
Targa Resources
TRGP
$58B
| $404K | 0.01% |
5,500
-4,800
| -47% | -$335K |
|
|
DAY
1271
PUT
DELISTED
Dayforce
DAY
| $404K | 0.01% |
+6,300
| New | +$396K |
|
1272
Energy Transfer Partners
ET
$70.1B
| $403K | 0.01% |
33,988
+6,066
| +22% | +$72.8K |
|
1273
Vanguard Russell 2000 Value ETF
VTWV
$1.29B
| $403K | 0.01% |
+3,313
| New | +$411K |
|
1274
PUT
Trane Technologies
TT
$100B
| $403K | 0.01% |
2,400
+1,000
| +71% | +$165K |
|
1275
British American Tobacco
BTI
$131B
| $403K | 0.01% |
10,085
-3,829
| -28% | -$150K |
|
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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 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.