We are live on
!
Find out more
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 | |
|---|---|---|---|---|---|---|
1901
Gentex
GNTX
$4.97B
| $213K | 0.01% |
+7,799
| New | +$208K |
|
1902
Toyota
TM
$224B
| $213K | 0.01% |
+1,557
| New | +$217K |
|
1903
Oxford Industries
OXM
$566M
| $212K | 0.01% |
+2,279
| New | +$228K |
|
|
FISV
1904
Fiserv Inc
FISV
$28.8B
| $212K | 0.01% |
+2,100
| New | +$209K |
|
1905
InMode
INMD
$870M
| $212K | 0.01% |
+5,940
| New | +$207K |
|
1906
Duolingo
DUOL
$6.28B
| $212K | 0.01% |
+2,978
| New | +$233K |
|
1907
PUT
Matador Resources
MTDR
$6.2B
| $212K | 0.01% |
3,700
-4,300
| -54% | -$271K |
|
1908
CALL
Verisk Analytics
VRSK
$25.4B
| $212K | 0.01% |
+1,200
| New | +$211K |
|
1909
CALL
Ralph Lauren
RL
$22.6B
| $211K | 0.01% |
2,000
-2,000
| -50% | -$200K |
|
1910
Dimensional National Municipal Bond ETF
DFNM
$2.23B
| $211K | 0.01% |
+4,419
| New | +$209K |
|
1911
CALL
Sweetgreen
SG
$766M
| $211K | 0.01% |
+24,600
| New | +$359K |
|
1912
Coupang
CPNG
$29.3B
| $211K | 0.01% |
14,328
-25,752
| -64% | -$454K |
|
1913
Universal Display
OLED
$3.68B
| $211K | 0.01% |
+1,949
| New | +$204K |
|
|
VISN
1914
CALL
Vistance Networks Inc
VISN
$2.65B
| $210K | 0.01% |
+28,600
| New | +$276K |
|
1915
CALL
Edison International
EIX
$28.2B
| $210K | 0.01% |
3,300
-500
| -13% | -$30.7K |
|
1916
CALL
Chegg
CHGG
$110M
| $210K | 0.01% |
8,300
-18,600
| -69% | -$473K |
|
1917
FT Vest Buffered Allocation Defensive ETF
BUFT
$155M
| $210K | 0.01% |
+11,365
| New | +$211K |
|
1918
PUT
Voya Financial
VOYA
$9.01B
| $209K | 0.01% |
3,400
-5,200
| -60% | -$333K |
|
1919
CALL
ATI
ATI
$25.6B
| $209K | 0.01% |
+7,000
| New | +$205K |
|
1920
PUT
Public Service Enterprise Group
PEG
$38.2B
| $208K | 0.01% |
+3,400
| New | +$197K |
|
1921
Pool Corp
POOL
$6.75B
| $208K | 0.01% |
+689
| New | +$218K |
|
1922
CALL
L3Harris
LHX
$51.6B
| $208K | 0.01% |
1,000
-800
| -44% | -$180K |
|
1923
SLB Ltd
SLB
$73.6B
| $208K | 0.01% |
+3,894
| New | +$194K |
|
1924
Ferrari
RACE
$69.2B
| $208K | 0.01% |
+970
| New | +$200K |
|
1925
Edwards Lifesciences
EW
$49.6B
| $207K | 0.01% |
2,780
-1,079
| -28% | -$83.2K |
|
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.