We are live on
!
Find out more
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 | |
|---|---|---|---|---|---|---|
1501
Cullen/Frost Bankers
CFR
$10.3B
| $311K | 0.01% |
+2,324
| New | +$330K |
|
1502
CALL
Carlyle Group
CG
$16.6B
| $310K | 0.01% |
10,400
-6,300
| -38% | -$180K |
|
1503
ProShares Short 7-10 Year Treasury
TBX
$15.9M
| $310K | 0.01% |
10,820
+1,729
| +19% | +$49.5K |
|
1504
Diageo
DEO
$49B
| $310K | 0.01% |
+1,739
| New | +$305K |
|
1505
PUT
Envista
NVST
$4.44B
| $310K | 0.01% |
+9,200
| New | +$315K |
|
1506
CALL
Thor Industries
THO
$3.9B
| $310K | 0.01% |
4,100
-1,500
| -27% | -$121K |
|
1507
Apollo Global Management
APO
$72.4B
| $309K | 0.01% |
+4,850
| New | +$288K |
|
1508
CALL
Texas Roadhouse
TXRH
$13.5B
| $309K | 0.01% |
+3,400
| New | +$327K |
|
1509
McCormick & Company Non-Voting
MKC
$13.7B
| $309K | 0.01% |
3,729
+552
| +17% | +$44.5K |
|
1510
W.P. Carey
WPC
$16.8B
| $309K | 0.01% |
4,031
-5,533
| -58% | -$416K |
|
|
1511
CALL
Alibaba
BABA
$293B
| $308K | 0.01% |
3,500
-139,100
| -98% | -$11M |
|
1512
PUT
Red Rock Resorts
RRR
$3.77B
| $308K | 0.01% |
+7,700
| New | +$316K |
|
1513
Stellantis
STLA
$21.7B
| $308K | 0.01% |
+21,685
| New | +$302K |
|
1514
SM Energy
SM
$7.8B
| $308K | 0.01% |
+8,839
| New | +$368K |
|
1515
First Trust Cloud Computing ETF
SKYY
$2.92B
| $308K | 0.01% |
+5,339
| New | +$323K |
|
|
CMA
1516
CALL
DELISTED
Comerica
CMA
| $308K | 0.01% |
+4,600
| New | +$319K |
|
|
1517
CALL
McCormick & Company Non-Voting
MKC
$13.7B
| $307K | 0.01% |
3,700
-4,000
| -52% | -$322K |
|
|
PPLI
1518
PUT
People Inc
PPLI
$3.09B
| $306K | 0.01% |
+8,411
| New | +$333K |
|
1519
Trupanion
TRUP
$1.07B
| $306K | 0.01% |
+6,428
| New | +$335K |
|
1520
PUT
Carrier Global
CARR
$51B
| $305K | 0.01% |
+7,400
| New | +$300K |
|
|
SEE
1521
CALL
DELISTED
Sealed Air
SEE
| $304K | 0.01% |
+6,100
| New | +$298K |
|
1522
HCA Healthcare
HCA
$87.2B
| $304K | 0.01% |
+1,266
| New | +$284K |
|
1523
PUT
Arista Networks
ANET
$227B
| $303K | 0.01% |
+10,000
| New | +$308K |
|
1524
CALL
Shake Shack
SHAK
$2.53B
| $303K | 0.01% |
7,300
+2,000
| +38% | +$97.4K |
|
1525
CALL
State Street Utilities Select Sector SPDR ETF
XLU
$22.8B
| $303K | 0.01% |
8,600
-10,200
| -54% | -$347K |
|
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.