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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 | |
|---|---|---|---|---|---|---|
1276
CALL
Urban Outfitters
URBN
$6.35B
| $403K | 0.01% |
16,900
+600
| +4% | +$14.9K |
|
1277
PUT
Booking.com
BKNG
$149B
| $403K | 0.01% |
5,000
| – | – |
|
1278
Global X FinTech ETF
FINX
$170M
| $403K | 0.01% |
+20,925
| New | +$422K |
|
|
AXON
1279
Axon Enterprise
AXON
$42.5B
| $402K | 0.01% |
+2,422
| New | +$383K |
|
1280
CALL
F5
FFIV
$22.9B
| $402K | 0.01% |
2,800
-4,200
| -60% | -$615K |
|
|
1281
PUT
F5
FFIV
$22.9B
| $402K | 0.01% |
2,800
-4,600
| -62% | -$673K |
|
1282
iShares MSCI EAFE Min Vol Factor ETF
EFAV
$5.34B
| $402K | 0.01% |
+6,319
| New | +$386K |
|
|
SNBR
1283
CALL
DELISTED
Sleep Number
SNBR
| $400K | 0.01% |
15,400
+8,500
| +123% | +$258K |
|
|
WIRE
1284
CALL
DELISTED
Encore Wire Corp
WIRE
| $399K | 0.01% |
+2,900
| New | +$401K |
|
1285
US Global Jets ETF
JETS
$776M
| $399K | 0.01% |
23,341
+12,963
| +125% | +$226K |
|
|
AUY
1286
DELISTED
Yamana Gold, Inc.
AUY
| $398K | 0.01% |
71,703
-43,488
| -38% | -$220K |
|
1287
CALL
Cencora
COR
$60.6B
| $398K | 0.01% |
+2,400
| New | +$379K |
|
|
1288
PUT
Cencora
COR
$60.6B
| $398K | 0.01% |
+2,400
| New | +$379K |
|
|
HES
1289
PUT
DELISTED
Hess
HES
| $397K | 0.01% |
2,800
-1,300
| -32% | -$179K |
|
|
GRMN
1290
PUT
Garmin
GRMN
$56.7B
| $397K | 0.01% |
4,300
-1,000
| -19% | -$88.4K |
|
1291
PUT
PACCAR
PCAR
$69.8B
| $396K | 0.01% |
+6,000
| New | +$392K |
|
1292
ProShares Short QQQ
PSQ
$824M
| $395K | 0.01% |
5,371
-55,786
| -91% | -$3.99M |
|
1293
Patterson-UTI
PTEN
$3.98B
| $395K | 0.01% |
+23,471
| New | +$387K |
|
1294
PUT
State Street Utilities Select Sector SPDR ETF
XLU
$22.8B
| $395K | 0.01% |
+11,200
| New | +$381K |
|
1295
PUT
DigitalOcean
DOCN
$13.7B
| $395K | 0.01% |
+15,500
| New | +$485K |
|
1296
CALL
Ambarella
AMBA
$3.77B
| $395K | 0.01% |
+4,800
| New | +$320K |
|
1297
CALL
Alkermes
ALKS
$8.22B
| $395K | 0.01% |
15,100
-4,300
| -22% | -$103K |
|
1298
CALL
Norfolk Southern
NSC
$75.4B
| $394K | 0.01% |
+1,600
| New | +$379K |
|
|
DAY
1299
DELISTED
Dayforce
DAY
| $394K | 0.01% |
+6,145
| New | +$386K |
|
1300
CALL
Sabre
SABR
$731M
| $393K | 0.01% |
63,600
+8,500
| +15% | +$47.5K |
|
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.