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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 | |
|---|---|---|---|---|---|---|
1926
Direxion Daily Technology Bear 3x ETF
TECS
$69.6M
| $207K | 0.01% |
51
-89
| -64% | -$372K |
|
1927
Revvity
RVTY
$12.6B
| $207K | 0.01% |
1,477
-256
| -15% | -$34.4K |
|
1928
First Trust Global Wind Energy ETF
FAN
$278M
| $207K | 0.01% |
+11,953
| New | +$197K |
|
1929
ArcBest
ARCB
$3.23B
| $206K | 0.01% |
+2,948
| New | +$228K |
|
1930
Intercontinental Exchange
ICE
$85.6B
| $206K | 0.01% |
+2,011
| New | +$200K |
|
1931
Southern Copper
SCCO
$143B
| $206K | 0.01% |
+3,685
| New | +$188K |
|
1932
Carlisle Companies
CSL
$14.3B
| $206K | 0.01% |
873
-1,275
| -59% | -$328K |
|
1933
PUT
Hormel Foods
HRL
$13.8B
| $205K | 0.01% |
+4,500
| New | +$210K |
|
1934
Sibanye-Stillwater
SBSW
$6.26B
| $205K | 0.01% |
19,207
-2,757
| -13% | -$28K |
|
1935
CALL
ZTO Express
ZTO
$18.3B
| $204K | 0.01% |
7,600
-8,800
| -54% | -$202K |
|
|
JOYY
1936
JOYY Inc
JOYY
$3.71B
| $204K | 0.01% |
+6,463
| New | +$187K |
|
1937
United Therapeutics
UTHR
$25.8B
| $204K | 0.01% |
+734
| New | +$185K |
|
1938
White Mountains Insurance
WTM
$5.2B
| $204K | 0.01% |
+144
| New | +$195K |
|
|
PPLT
1939
abrdn Physical Platinum Shares ETF
PPLT
$1.88B
| $203K | 0.01% |
+20,470
| New | +$185K |
|
1940
Welltower
WELL
$169B
| $203K | 0.01% |
+3,100
| New | +$199K |
|
1941
Fastenal
FAST
$54.7B
| $203K | 0.01% |
8,574
-26,030
| -75% | -$636K |
|
1942
Vanguard Russell 2000 Growth ETF
VTWG
$1.47B
| $203K | 0.01% |
+1,301
| New | +$207K |
|
1943
PUT
Philip Morris
PM
$297B
| $202K | 0.01% |
2,000
-5,900
| -75% | -$557K |
|
1944
Westamerica Bancorp
WABC
$1.38B
| $202K | 0.01% |
+3,420
| New | +$201K |
|
1945
PUT
Principal Financial Group
PFG
$24.3B
| $201K | 0.01% |
2,400
-600
| -20% | -$51.5K |
|
1946
Altria Group
MO
$114B
| $201K | 0.01% |
4,406
-2,212
| -33% | -$100K |
|
1947
Brookfield
BN
$104B
| $201K | 0.01% |
+9,602
| New | +$215K |
|
1948
Electronic Arts
EA
$53B
| $201K | 0.01% |
1,647
-1,605
| -49% | -$202K |
|
1949
PUT
Corning
GLW
$119B
| $201K | 0.01% |
+6,300
| New | +$204K |
|
|
XM
1950
DELISTED
Qualtrics International Inc. Class A Common Stock
XM
| $201K | 0.01% |
+19,377
| New | +$203K |
|
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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.