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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 | |
|---|---|---|---|---|---|---|
1776
PUT
Bath & Body Works
BBWI
$4.06B
| $236K | 0.01% |
5,600
-22,500
| -80% | -$839K |
|
|
FITB
1777
Fifth Third Bancorp
FITB
$51.2B
| $236K | 0.01% |
+7,184
| New | +$245K |
|
1778
PUT
KB Home
KBH
$3.37B
| $236K | 0.01% |
7,400
-62,700
| -89% | -$1.87M |
|
1779
PUT
Cognex
CGNX
$10.9B
| $236K | 0.01% |
5,000
-1,500
| -23% | -$70.3K |
|
1780
PUT
Extra Space Storage
EXR
$31.3B
| $235K | 0.01% |
+1,600
| New | +$256K |
|
1781
Vail Resorts
MTN
$5.32B
| $235K | 0.01% |
+987
| New | +$232K |
|
1782
Helmerich & Payne
HP
$3.45B
| $235K | 0.01% |
+4,742
| New | +$226K |
|
1783
PUT
General Mills
GIS
$19.1B
| $235K | 0.01% |
2,800
-7,900
| -74% | -$643K |
|
1784
PUT
Virtu Financial
VIRT
$5.11B
| $235K | 0.01% |
+11,500
| New | +$250K |
|
1785
ROBO Global Robotics & Automation Index ETF
ROBO
$1.96B
| $234K | 0.01% |
+5,057
| New | +$231K |
|
1786
CALL
Ventas
VTR
$48B
| $234K | 0.01% |
5,200
-2,100
| -29% | -$88.6K |
|
1787
Cincinnati Financial
CINF
$27.3B
| $234K | 0.01% |
+2,282
| New | +$235K |
|
|
XM
1788
PUT
DELISTED
Qualtrics International Inc. Class A Common Stock
XM
| $234K | 0.01% |
22,500
+4,800
| +27% | +$50.3K |
|
1789
PUT
Ormat Technologies
ORA
$6B
| $233K | 0.01% |
+2,700
| New | +$242K |
|
1790
CALL
Progressive
PGR
$123B
| $233K | 0.01% |
1,800
-1,500
| -45% | -$190K |
|
|
FITB
1791
PUT
Fifth Third Bancorp
FITB
$51.2B
| $233K | 0.01% |
+7,100
| New | +$242K |
|
1792
PUT
Ecolab
ECL
$78.1B
| $233K | 0.01% |
1,600
-800
| -33% | -$118K |
|
1793
iShares Self-Driving EV and Tech ETF
IDRV
$125M
| $233K | 0.01% |
+6,875
| New | +$248K |
|
1794
Southern Company
SO
$109B
| $233K | 0.01% |
3,256
-19,947
| -86% | -$1.33M |
|
1795
PUT
Franklin Resources
BEN
$17.6B
| $232K | 0.01% |
+8,800
| New | +$219K |
|
1796
FIVE9
FIVN
$2.11B
| $232K | 0.01% |
+3,420
| New | +$215K |
|
1797
CALL
LiveRamp
RAMP
$2.3B
| $232K | 0.01% |
+9,900
| New | +$200K |
|
1798
Utz Brands
UTZ
$1.25B
| $232K | 0.01% |
+14,600
| New | +$242K |
|
1799
CALL
Copart
CPRT
$27B
| $231K | 0.01% |
+7,600
| New | +$228K |
|
1800
iShares GNMA Bond ETF
GNMA
$421M
| $231K | 0.01% |
+5,317
| New | +$231K |
|
Similar funds
BCM
OAM
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.