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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 | |
|---|---|---|---|---|---|---|
1851
PUT
Emerson Electric
EMR
$83.9B
| $221K | 0.01% |
+2,300
| New | +$207K |
|
1852
iShares International Developed Real Estate ETF
IFGL
$83.1M
| $221K | 0.01% |
+10,488
| New | +$211K |
|
|
LTHM
1853
CALL
DELISTED
Livent Corporation
LTHM
| $221K | 0.01% |
11,100
+1,600
| +17% | +$43.8K |
|
1854
Rockwell Automation
ROK
$53.4B
| $220K | 0.01% |
+856
| New | +$215K |
|
1855
CALL
Trex
TREX
$4.51B
| $220K | 0.01% |
5,200
-9,800
| -65% | -$445K |
|
1856
CALL
Repligen
RGEN
$7.96B
| $220K | 0.01% |
+1,300
| New | +$236K |
|
1857
Fulgent Genetics
FLGT
$470M
| $220K | 0.01% |
+7,387
| New | +$264K |
|
1858
Saia
SAIA
$9.27B
| $220K | 0.01% |
+1,048
| New | +$228K |
|
1859
Brighthouse Financial
BHF
$3.56B
| $220K | 0.01% |
4,284
-1,240
| -22% | -$64.8K |
|
1860
PUT
Iron Mountain
IRM
$36.4B
| $219K | 0.01% |
+4,400
| New | +$222K |
|
1861
Alerian MLP ETF
AMLP
$13B
| $219K | 0.01% |
+5,760
| New | +$226K |
|
1862
CALL
W.P. Carey
WPC
$16.8B
| $219K | 0.01% |
2,859
-7,147
| -71% | -$537K |
|
1863
PUT
ASML
ASML
$626B
| $219K | 0.01% |
+400
| New | +$210K |
|
1864
First Trust Dow Jones Internet Index Fund ETF
FDN
$5.12B
| $218K | 0.01% |
+1,773
| New | +$225K |
|
|
DISH
1865
DELISTED
DISH Network Corp.
DISH
| $218K | 0.01% |
15,537
-36,801
| -70% | -$543K |
|
1866
Nuveen ESG International Developed Markets Equity ETF
NUDM
$707M
| $218K | 0.01% |
+8,447
| New | +$211K |
|
1867
PUT
Charles River Laboratories
CRL
$11.2B
| $218K | 0.01% |
1,000
-1,800
| -64% | -$393K |
|
1868
PUT
XP
XP
$8.81B
| $218K | 0.01% |
+14,200
| New | +$248K |
|
|
PLL
1869
DELISTED
Piedmont Lithium
PLL
| $217K | 0.01% |
4,940
-2,731
| -36% | -$151K |
|
1870
DXC Technology
DXC
$1.82B
| $217K | 0.01% |
+8,197
| New | +$228K |
|
1871
Snap-on
SNA
$21.2B
| $217K | 0.01% |
950
-598
| -39% | -$135K |
|
1872
Littelfuse
LFUS
$11.2B
| $217K | 0.01% |
+985
| New | +$220K |
|
1873
Westlake Corp
WLK
$9.03B
| $217K | 0.01% |
+2,115
| New | +$213K |
|
1874
PUT
Zimmer Biomet
ZBH
$18.2B
| $217K | 0.01% |
+1,700
| New | +$197K |
|
1875
Lantheus
LNTH
$6.49B
| $217K | 0.01% |
+4,253
| New | +$262K |
|
Similar funds
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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.