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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 | |
|---|---|---|---|---|---|---|
1551
Beyond Meat
BYND
$292M
| $295K | 0.01% |
+23,925
| New | +$333K |
|
1552
Carrier Global
CARR
$51B
| $294K | 0.01% |
+7,139
| New | +$290K |
|
1553
State Street SPDR Portfolio S&P 1500 Composite Stock Market ETF
SPTM
$13.6B
| $294K | 0.01% |
+6,218
| New | +$295K |
|
1554
Direxion Daily S&P Oil & Gas Exp. & Prod. Bull 2X ETF
GUSH
$255M
| $294K | 0.01% |
+8,072
| New | +$341K |
|
1555
PUT
Western Union
WU
$1.98B
| $293K | 0.01% |
+21,300
| New | +$294K |
|
1556
Akamai
AKAM
$16.7B
| $293K | 0.01% |
+3,479
| New | +$303K |
|
1557
Sanofi
SNY
$103B
| $293K | 0.01% |
6,044
-3,354
| -36% | -$147K |
|
|
AMED
1558
PUT
DELISTED
Amedisys
AMED
| $292K | 0.01% |
3,500
-300
| -8% | -$27K |
|
1559
Chord Energy
CHRD
$7.9B
| $292K | 0.01% |
+2,137
| New | +$313K |
|
1560
CALL
Allegiant Air
ALGT
$2.64B
| $292K | 0.01% |
4,300
-2,700
| -39% | -$197K |
|
|
WRK
1561
CALL
DELISTED
WestRock Company
WRK
| $292K | 0.01% |
8,300
+100
| +1% | +$3.49K |
|
1562
VictoryShares US EQ Income Enhanced Volatility Wtd ETF
CDC
$738M
| $292K | 0.01% |
+4,700
| New | +$294K |
|
1563
HEICO Corp Class A
HEI.A
$36B
| $292K | 0.01% |
2,433
+421
| +21% | +$51.4K |
|
1564
Group 1 Automotive
GPI
$3.42B
| $291K | 0.01% |
1,616
+49
| +3% | +$8.62K |
|
1565
Danaher
DHR
$137B
| $291K | 0.01% |
1,237
-2,706
| -69% | -$627K |
|
1566
Strategy Inc
MSTR
$34.1B
| $291K | 0.01% |
20,560
+1,150
| +6% | +$23.5K |
|
1567
PUT
Cummins
CMI
$87.5B
| $291K | 0.01% |
+1,200
| New | +$285K |
|
1568
Vanguard Long-Term Corporate Bond ETF
VCLT
$8.81B
| $291K | 0.01% |
3,840
-2,549
| -40% | -$192K |
|
1569
PUT
MasTec
MTZ
$21.1B
| $290K | 0.01% |
+3,400
| New | +$279K |
|
1570
ProShares Ultra Russell2000
UWM
$245M
| $290K | 0.01% |
+9,314
| New | +$306K |
|
1571
Expedia Group
EXPE
$35.4B
| $290K | 0.01% |
3,308
-14,284
| -81% | -$1.35M |
|
1572
Omega Healthcare
OHI
$15.1B
| $290K | 0.01% |
+10,359
| New | +$312K |
|
|
EXAS
1573
DELISTED
Exact Sciences
EXAS
| $288K | 0.01% |
+5,820
| New | +$238K |
|
1574
Aflac
AFL
$64.9B
| $287K | 0.01% |
3,996
-1,967
| -33% | -$132K |
|
1575
CALL
TE Connectivity
TEL
$59.6B
| $287K | 0.01% |
+2,500
| New | +$297K |
|
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TIM
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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.