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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 | |
|---|---|---|---|---|---|---|
1351
B2Gold
BTG
$5B
| $367K | 0.01% |
102,713
+72,328
| +238% | +$240K |
|
|
CYBR
1352
DELISTED
CyberArk
CYBR
| $366K | 0.01% |
+2,826
| New | +$409K |
|
1353
Aon
AON
$76.5B
| $366K | 0.01% |
+1,220
| New | +$356K |
|
1354
Schwab US Large-Cap Growth ETF
SCHG
$59.8B
| $366K | 0.01% |
+26,320
| New | +$378K |
|
1355
PUT
PPG Industries
PPG
$24.6B
| $365K | 0.01% |
+2,900
| New | +$355K |
|
1356
Invesco S&P 500 Top 50 ETF
XLG
$10.6B
| $365K | 0.01% |
+13,210
| New | +$373K |
|
1357
CALL
SBA Communications
SBAC
$19.2B
| $364K | 0.01% |
1,300
-2,200
| -63% | -$612K |
|
1358
Cisco
CSCO
$457B
| $364K | 0.01% |
7,649
-22,273
| -74% | -$1.01M |
|
1359
PUT
Pan American Silver
PAAS
$18.2B
| $364K | 0.01% |
22,300
-16,700
| -43% | -$267K |
|
|
FISV
1360
CALL
Fiserv Inc
FISV
$28.8B
| $364K | 0.01% |
3,600
-5,600
| -61% | -$558K |
|
1361
Raymond James Financial
RJF
$33.8B
| $364K | 0.01% |
+3,403
| New | +$382K |
|
1362
PUT
Wheaton Precious Metals
WPM
$49.5B
| $363K | 0.01% |
9,300
-400
| -4% | -$14.5K |
|
1363
Western Digital
WDC
$188B
| $363K | 0.01% |
15,232
-10,889
| -42% | -$287K |
|
1364
Axalta
AXTA
$7.66B
| $363K | 0.01% |
14,252
-4,673
| -25% | -$115K |
|
1365
CALL
NRG Energy
NRG
$28.3B
| $363K | 0.01% |
11,400
-16,800
| -60% | -$665K |
|
1366
Hudbay
HBM
$10.1B
| $362K | 0.01% |
+71,404
| New | +$344K |
|
1367
Vornado Realty Trust
VNO
$7.41B
| $361K | 0.01% |
17,354
+3,679
| +27% | +$84.2K |
|
1368
iShares Expanded Tech Sector ETF
IGM
$10B
| $361K | 0.01% |
+7,728
| New | +$370K |
|
1369
CALL
Cognizant
CTSH
$24.9B
| $360K | 0.01% |
6,300
-4,000
| -39% | -$235K |
|
1370
Medifast
MED
$109M
| $359K | 0.01% |
3,114
+391
| +14% | +$45.5K |
|
1371
Boston Beer
SAM
$1.91B
| $359K | 0.01% |
1,088
+275
| +34% | +$99.8K |
|
1372
NiSource
NI
$21.3B
| $358K | 0.01% |
13,056
+1,843
| +16% | +$48.4K |
|
1373
Invesco S&P 500 Equal Weight ETF
RSP
$97B
| $357K | 0.01% |
+2,525
| New | +$353K |
|
|
GOOS
1374
CALL
Canada Goose Holdings
GOOS
$872M
| $356K | 0.01% |
+20,000
| New | +$351K |
|
1375
PUT
Penumbra
PEN
$12.7B
| $356K | 0.01% |
+1,600
| New | +$313K |
|
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.