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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 | |
|---|---|---|---|---|---|---|
1401
Sun Communities
SUI
$15.2B
| $345K | 0.01% |
2,410
-28
| -1% | -$3.82K |
|
1402
PUT
Brinker International
EAT
$9.17B
| $345K | 0.01% |
+10,800
| New | +$340K |
|
1403
CDW
CDW
$18.9B
| $344K | 0.01% |
+1,929
| New | +$339K |
|
|
BERY
1404
DELISTED
Berry Global Group, Inc.
BERY
| $344K | 0.01% |
+6,207
| New | +$304K |
|
1405
Pinnacle West Capital
PNW
$12.2B
| $344K | 0.01% |
+4,526
| New | +$323K |
|
1406
CALL
Principal Financial Group
PFG
$24.3B
| $344K | 0.01% |
+4,100
| New | +$352K |
|
|
FISV
1407
PUT
Fiserv Inc
FISV
$28.8B
| $344K | 0.01% |
3,400
+100
| +3% | +$9.96K |
|
|
CUK
1408
DELISTED
Carnival PLC
CUK
| $343K | 0.01% |
+47,683
| New | +$367K |
|
1409
Toro Company
TTC
$8.75B
| $343K | 0.01% |
+3,027
| New | +$321K |
|
1410
Denali Therapeutics
DNLI
$3.65B
| $342K | 0.01% |
+12,306
| New | +$366K |
|
1411
PUT
PubMatic
PUBM
$585M
| $342K | 0.01% |
+26,700
| New | +$419K |
|
|
FNI
1412
DELISTED
First Trust Chindia ETF
FNI
| $342K | 0.01% |
+8,967
| New | +$317K |
|
1413
iShares US Healthcare Providers ETF
IHF
$1.21B
| $342K | 0.01% |
+6,385
| New | +$343K |
|
1414
Kyndryl
KD
$2.99B
| $342K | 0.01% |
+30,725
| New | +$309K |
|
1415
CALL
Ciena
CIEN
$53.4B
| $342K | 0.01% |
6,700
-200
| -3% | -$9.04K |
|
1416
Domino's
DPZ
$11.5B
| $342K | 0.01% |
986
-7,161
| -88% | -$2.5M |
|
|
CGC
1417
Canopy Growth
CGC
$387M
| $341K | 0.01% |
14,741
+11,473
| +351% | +$354K |
|
|
CIM
1418
Chimera Investment
CIM
$1.04B
| $340K | 0.01% |
+20,606
| New | +$384K |
|
1419
Range Resources
RRC
$9.38B
| $339K | 0.01% |
+13,558
| New | +$371K |
|
|
VISN
1420
Vistance Networks Inc
VISN
$2.65B
| $338K | 0.01% |
+46,045
| New | +$444K |
|
1421
PUT
Invitation Homes
INVH
$17.7B
| $338K | 0.01% |
11,400
+5,100
| +81% | +$162K |
|
|
1422
PUT
Range Resources
RRC
$9.38B
| $338K | 0.01% |
+13,500
| New | +$370K |
|
1423
CALL
Elanco Animal Health
ELAN
$13.2B
| $337K | 0.01% |
27,600
-23,300
| -46% | -$290K |
|
1424
PUT
Microchip Technology
MCHP
$40.3B
| $337K | 0.01% |
4,800
+1,400
| +41% | +$96.4K |
|
|
TRTN
1425
CALL
DELISTED
Triton International Limited
TRTN
| $337K | 0.01% |
+4,900
| New | +$310K |
|
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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.