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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 | |
|---|---|---|---|---|---|---|
1576
PUT
TE Connectivity
TEL
$59.6B
| $287K | 0.01% |
2,500
-100
| -4% | -$11.9K |
|
1577
LyondellBasell Industries
LYB
$20B
| $286K | 0.01% |
+3,449
| New | +$283K |
|
1578
PUT
Spectrum Brands
SPB
$2.04B
| $286K | 0.01% |
+4,700
| New | +$237K |
|
1579
PUT
Shoals Technologies Group
SHLS
$1.47B
| $286K | 0.01% |
+11,600
| New | +$280K |
|
1580
SiTime
SITM
$16B
| $285K | 0.01% |
+2,807
| New | +$265K |
|
|
CYBR
1581
PUT
DELISTED
CyberArk
CYBR
| $285K | 0.01% |
2,200
-2,700
| -55% | -$390K |
|
1582
iShares ESG Aware MSCI USA ETF
ESGU
$17.9B
| $285K | 0.01% |
3,364
-2,223
| -40% | -$190K |
|
1583
Eli Lilly
LLY
$1.02T
| $285K | 0.01% |
778
-1,149
| -60% | -$407K |
|
1584
PUT
BlueLinx
BXC
$422M
| $284K | 0.01% |
4,000
-3,100
| -44% | -$211K |
|
1585
Eagle Materials
EXP
$6.29B
| $284K | 0.01% |
+2,141
| New | +$270K |
|
1586
Guardant Health
GH
$21.7B
| $284K | 0.01% |
10,453
+227
| +2% | +$10.4K |
|
1587
PUT
Invesco
IVZ
$13.1B
| $284K | 0.01% |
+15,800
| New | +$270K |
|
1588
EOG Resources
EOG
$79.2B
| $284K | 0.01% |
2,191
-543
| -20% | -$72.2K |
|
1589
Lennox International
LII
$14.4B
| $284K | 0.01% |
1,186
+232
| +24% | +$56.8K |
|
1590
F5
FFIV
$22.9B
| $284K | 0.01% |
+1,977
| New | +$289K |
|
1591
State Street SPDR S&P 400 Mid Cap Value ETF
MDYV
$2.76B
| $283K | 0.01% |
+4,380
| New | +$281K |
|
|
TGH
1592
DELISTED
Textainer Group Holdings limited
TGH
| $283K | 0.01% |
+9,138
| New | +$271K |
|
1593
Teledyne Technologies
TDY
$30.4B
| $283K | 0.01% |
+707
| New | +$275K |
|
1594
PUT
AeroVironment
AVAV
$7.56B
| $283K | 0.01% |
+3,300
| New | +$282K |
|
1595
iShares Core MSCI International Developed Markets ETF
IDEV
$31.7B
| $282K | 0.01% |
+5,039
| New | +$271K |
|
1596
CALL
Entegris
ENTG
$18.1B
| $282K | 0.01% |
4,300
-16,600
| -79% | -$1.22M |
|
1597
Bath & Body Works
BBWI
$4.06B
| $281K | 0.01% |
+6,677
| New | +$249K |
|
|
HOLX
1598
DELISTED
Hologic
HOLX
| $281K | 0.01% |
+3,758
| New | +$268K |
|
1599
CALL
MarineMax
HZO
$759M
| $281K | 0.01% |
9,000
-3,800
| -30% | -$119K |
|
1600
CALL
Autodesk
ADSK
$49.5B
| $280K | 0.01% |
1,500
-9,100
| -86% | -$1.83M |
|
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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.