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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 | |
|---|---|---|---|---|---|---|
1726
Roundhill Ball Metaverse ETF
METV
$209M
| $248K | 0.01% |
+34,560
| New | +$258K |
|
1727
Allstate
ALL
$68B
| $247K | 0.01% |
+1,825
| New | +$239K |
|
1728
PUT
Molson Coors Class B
TAP
$7.79B
| $247K | 0.01% |
4,800
-8,100
| -63% | -$416K |
|
|
OSH
1729
DELISTED
Oak Street Health, Inc.
OSH
| $247K | 0.01% |
+11,495
| New | +$240K |
|
1730
Dover
DOV
$27.6B
| $247K | 0.01% |
1,825
-1,907
| -51% | -$253K |
|
1731
Tetra Tech
TTEK
$8.49B
| $247K | 0.01% |
+8,505
| New | +$246K |
|
1732
WisdomTree India Earnings Fund ETF
EPI
$2.06B
| $247K | 0.01% |
7,565
-7,887
| -51% | -$256K |
|
|
PLL
1733
PUT
DELISTED
Piedmont Lithium
PLL
| $247K | 0.01% |
5,600
-3,000
| -35% | -$166K |
|
1734
iShares MSCI EAFE Small-Cap ETF
SCZ
$13.4B
| $246K | 0.01% |
4,364
-13,215
| -75% | -$709K |
|
|
NOVA
1735
DELISTED
Sunnova Energy
NOVA
| $246K | 0.01% |
13,678
-2,770
| -17% | -$55.8K |
|
1736
CALL
Jack in the Box
JACK
$312M
| $246K | 0.01% |
3,600
-3,800
| -51% | -$292K |
|
1737
CALL
Truist Financial
TFC
$63.3B
| $245K | 0.01% |
+5,700
| New | +$250K |
|
1738
CALL
KB Home
KBH
$3.37B
| $245K | 0.01% |
7,700
-56,000
| -88% | -$1.67M |
|
1739
Manhattan Associates
MANH
$11.2B
| $245K | 0.01% |
+2,019
| New | +$248K |
|
1740
CALL
Arthur J. Gallagher & Co
AJG
$64.1B
| $245K | 0.01% |
+1,300
| New | +$243K |
|
|
RDFN
1741
PUT
DELISTED
Redfin
RDFN
| $245K | 0.01% |
57,800
+29,400
| +104% | +$138K |
|
1742
Etsy
ETSY
$7.75B
| $245K | 0.01% |
2,043
-8,363
| -80% | -$957K |
|
1743
First Trust Financials AlphaDEX Fund
FXO
$1.13B
| $244K | 0.01% |
+5,964
| New | +$245K |
|
1744
Aptus Defined Risk ETF
DRSK
$1.51B
| $244K | 0.01% |
+9,512
| New | +$244K |
|
1745
Cousins Properties
CUZ
$5.19B
| $243K | 0.01% |
+9,601
| New | +$234K |
|
1746
Lumentum
LITE
$55.5B
| $243K | 0.01% |
+4,653
| New | +$286K |
|
1747
PUT
TripAdvisor
TRIP
$1.65B
| $243K | 0.01% |
+13,500
| New | +$282K |
|
1748
CALL
Arista Networks
ANET
$227B
| $243K | 0.01% |
+8,000
| New | +$246K |
|
1749
PUT
Chubb
CB
$135B
| $243K | 0.01% |
+1,100
| New | +$229K |
|
1750
Boston Properties
BXP
$11.2B
| $242K | 0.01% |
+3,588
| New | +$254K |
|
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BCM
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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.