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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 | |
|---|---|---|---|---|---|---|
1526
On Holding
ONON
$12.1B
| $303K | 0.01% |
+17,659
| New | +$309K |
|
1527
Invesco S&P 500 Quality ETF
SPHQ
$19.4B
| $303K | 0.01% |
+6,887
| New | +$301K |
|
1528
PUT
Steel Dynamics
STLD
$36B
| $303K | 0.01% |
+3,100
| New | +$298K |
|
1529
Willis Towers Watson
WTW
$31.2B
| $303K | 0.01% |
1,238
-976
| -44% | -$223K |
|
1530
Trane Technologies
TT
$100B
| $303K | 0.01% |
+1,801
| New | +$297K |
|
1531
ProShares Ultra Bloomberg Crude Oil
UCO
$420M
| $301K | 0.01% |
9,947
-6,775
| -41% | -$204K |
|
1532
PUT
Northern Trust
NTRS
$33.3B
| $301K | 0.01% |
+3,400
| New | +$298K |
|
1533
Riot Platforms
RIOT
$7.63B
| $301K | 0.01% |
88,717
+38,013
| +75% | +$196K |
|
1534
McDonald's
MCD
$192B
| $301K | 0.01% |
1,141
-1,620
| -59% | -$427K |
|
1535
Shake Shack
SHAK
$2.53B
| $301K | 0.01% |
+7,240
| New | +$353K |
|
1536
Zions Bancorporation
ZION
$10.2B
| $301K | 0.01% |
6,115
-923
| -13% | -$46.2K |
|
1537
Applied Materials
AMAT
$403B
| $300K | 0.01% |
3,080
-10,334
| -77% | -$992K |
|
1538
Pacer Data & Infrastructure Real Estate ETF
SRVR
$372M
| $300K | 0.01% |
+10,323
| New | +$299K |
|
1539
Invesco S&P 500 Revenue ETF
RWL
$9.62B
| $299K | 0.01% |
+4,048
| New | +$299K |
|
1540
CALL
MasTec
MTZ
$21.1B
| $299K | 0.01% |
3,500
-100
| -3% | -$8.2K |
|
1541
Alpha Metallurgical Resources
AMR
$1.74B
| $298K | 0.01% |
+2,037
| New | +$322K |
|
1542
PUT
Cooper Companies
COO
$14.1B
| $298K | 0.01% |
3,600
-400
| -10% | -$29.5K |
|
1543
Analog Devices
ADI
$179B
| $297K | 0.01% |
1,810
-9,133
| -83% | -$1.43M |
|
1544
PUT
LGI Homes
LGIH
$1.27B
| $296K | 0.01% |
3,200
-4,400
| -58% | -$402K |
|
1545
Invesco Taxable Municipal Bond ETF
BAB
$1.02B
| $296K | 0.01% |
11,501
-7,368
| -39% | -$189K |
|
1546
VanEck High Yield Muni ETF
HYD
$4.43B
| $296K | 0.01% |
+5,847
| New | +$295K |
|
1547
PUT
Atkore
ATKR
$2.46B
| $295K | 0.01% |
2,600
-6,300
| -71% | -$659K |
|
|
ACB
1548
Aurora Cannabis
ACB
$173M
| $295K | 0.01% |
31,949
+10,020
| +46% | +$120K |
|
1549
CALL
PennyMac Financial
PFSI
$3.92B
| $295K | 0.01% |
+5,200
| New | +$275K |
|
1550
CALL
Yum! Brands
YUM
$41.8B
| $295K | 0.01% |
2,300
-1,100
| -32% | -$133K |
|
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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.