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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 | |
|---|---|---|---|---|---|---|
1651
Progressive
PGR
$123B
| $267K | 0.01% |
2,059
-4,141
| -67% | -$525K |
|
1652
Advanced Drainage Systems
WMS
$10.6B
| $267K | 0.01% |
+3,254
| New | +$330K |
|
|
RDFN
1653
CALL
DELISTED
Redfin
RDFN
| $267K | 0.01% |
62,900
+52,000
| +477% | +$245K |
|
1654
L3Harris
LHX
$51.6B
| $266K | 0.01% |
+1,279
| New | +$288K |
|
|
FITB
1655
CALL
Fifth Third Bancorp
FITB
$51.2B
| $266K | 0.01% |
8,100
-3,400
| -30% | -$116K |
|
1656
ProShares UltraShort S&P500
SDS
$415M
| $266K | 0.01% |
1,156
-5,352
| -82% | -$1.24M |
|
1657
PUT
Cracker Barrel
CBRL
$1.26B
| $265K | 0.01% |
2,800
-3,400
| -55% | -$354K |
|
1658
CALL
Fastenal
FAST
$54.7B
| $265K | 0.01% |
11,200
-2,400
| -18% | -$58.7K |
|
1659
General Mills
GIS
$19.1B
| $265K | 0.01% |
3,159
+210
| +7% | +$17.1K |
|
1660
iShares Floating Rate Bond ETF
FLOT
$10.2B
| $265K | 0.01% |
5,262
-2,133
| -29% | -$107K |
|
1661
Vanguard Consumer Discretionary ETF
VCR
$6.15B
| $264K | 0.01% |
+1,206
| New | +$283K |
|
1662
PUT
Bread Financial
BFH
$4.37B
| $264K | 0.01% |
7,000
-2,900
| -29% | -$105K |
|
|
PR
1663
PUT
Permian Resources
PR
$17.8B
| $263K | 0.01% |
28,000
+2,300
| +9% | +$22K |
|
1664
Bunge Global
BG
$20.4B
| $263K | 0.01% |
2,638
-1,984
| -43% | -$191K |
|
1665
Zebra Technologies
ZBRA
$14B
| $263K | 0.01% |
1,024
-574
| -36% | -$148K |
|
1666
Corning
GLW
$119B
| $262K | 0.01% |
+8,212
| New | +$266K |
|
1667
Centene
CNC
$30.7B
| $262K | 0.01% |
+3,196
| New | +$261K |
|
1668
CALL
Teradyne
TER
$57.6B
| $262K | 0.01% |
3,000
-3,500
| -54% | -$300K |
|
1669
PUT
Equinix
EQIX
$101B
| $262K | 0.01% |
400
-2,200
| -85% | -$1.36M |
|
1670
Factset
FDS
$9.36B
| $262K | 0.01% |
653
+127
| +24% | +$54.1K |
|
|
PPLI
1671
CALL
People Inc
PPLI
$3.09B
| $262K | 0.01% |
7,192
-5,973
| -45% | -$236K |
|
1672
Hanover Insurance
THG
$8.1B
| $261K | 0.01% |
+1,933
| New | +$270K |
|
1673
Schwab US TIPS ETF
SCHP
$16.3B
| $261K | 0.01% |
+10,086
| New | +$264K |
|
|
COOP
1674
PUT
DELISTED
Mr. Cooper
COOP
| $261K | 0.01% |
+6,500
| New | +$274K |
|
1675
Franco-Nevada
FNV
$41.1B
| $261K | 0.01% |
1,911
-694
| -27% | -$91.6K |
|
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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.