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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 | |
|---|---|---|---|---|---|---|
1301
PUT
XPO
XPO
$23.5B
| $393K | 0.01% |
+11,800
| New | +$398K |
|
1302
PUT
Yeti Holdings
YETI
$3.71B
| $392K | 0.01% |
9,500
+600
| +7% | +$22.5K |
|
1303
CALL
Eaton
ETN
$161B
| $392K | 0.01% |
2,500
-1,900
| -43% | -$291K |
|
1304
CALL
Conagra Brands
CAG
$6.94B
| $391K | 0.01% |
10,100
-41,200
| -80% | -$1.49M |
|
1305
Automatic Data Processing
ADP
$106B
| $391K | 0.01% |
+1,635
| New | +$401K |
|
1306
PUT
Aon
AON
$76.5B
| $390K | 0.01% |
+1,300
| New | +$380K |
|
1307
Landstar System
LSTR
$5.93B
| $390K | 0.01% |
+2,395
| New | +$384K |
|
1308
Wheaton Precious Metals
WPM
$49.5B
| $389K | 0.01% |
+9,959
| New | +$360K |
|
1309
WEC Energy
WEC
$35.7B
| $389K | 0.01% |
4,150
+278
| +7% | +$25.7K |
|
1310
Ecolab
ECL
$78.1B
| $389K | 0.01% |
+2,673
| New | +$393K |
|
1311
CALL
LGI Homes
LGIH
$1.27B
| $389K | 0.01% |
4,200
-7,600
| -64% | -$694K |
|
1312
CALL
Equifax
EFX
$20.3B
| $389K | 0.01% |
2,000
-5,200
| -72% | -$950K |
|
1313
Diodes
DIOD
$3.78B
| $388K | 0.01% |
+5,098
| New | +$399K |
|
1314
iShares S&P Mid-Cap 400 Growth ETF
IJK
$10.7B
| $388K | 0.01% |
+5,683
| New | +$391K |
|
1315
Invesco BuyBack Achievers ETF
PKW
$1.72B
| $387K | 0.01% |
+4,520
| New | +$381K |
|
1316
CALL
Sempra
SRE
$57.9B
| $386K | 0.01% |
+5,000
| New | +$387K |
|
1317
HF Sinclair
DINO
$16.3B
| $384K | 0.01% |
7,408
+899
| +14% | +$51.7K |
|
1318
CALL
Eastman Chemical
EMN
$8B
| $383K | 0.01% |
4,700
-1,000
| -18% | -$80.6K |
|
1319
Crocs
CROX
$6.14B
| $382K | 0.01% |
+3,526
| New | +$312K |
|
1320
Global X Lithium & Battery Tech ETF
LIT
$1.51B
| $382K | 0.01% |
6,523
+1,286
| +25% | +$85.9K |
|
1321
PUT
Baxter International
BAX
$13.5B
| $382K | 0.01% |
7,500
-2,900
| -28% | -$156K |
|
1322
Vanguard Dividend Appreciation ETF
VIG
$111B
| $382K | 0.01% |
+2,517
| New | +$375K |
|
1323
CALL
Genuine Parts
GPC
$17.1B
| $382K | 0.01% |
2,200
-800
| -27% | -$139K |
|
1324
CALL
Gen Digital
GEN
$16.4B
| $379K | 0.01% |
17,700
+2,200
| +14% | +$48.6K |
|
1325
PUT
NXP Semiconductors
NXPI
$57.8B
| $379K | 0.01% |
2,400
-6,800
| -74% | -$1.08M |
|
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.