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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 | |
|---|---|---|---|---|---|---|
1701
PUT
Aecom
ACM
$9.3B
| $255K | 0.01% |
+3,000
| New | +$236K |
|
1702
CALL
MKS Inc
MKSI
$20.1B
| $254K | 0.01% |
3,000
-3,000
| -50% | -$240K |
|
1703
WisdomTree Emerging Markets ex-State-Owned Enterprises Fund
XSOE
$2.03B
| $254K | 0.01% |
+9,510
| New | +$247K |
|
1704
Exelixis
EXEL
$13.3B
| $253K | 0.01% |
15,792
-12,268
| -44% | -$200K |
|
1705
Paycom
PAYC
$7.64B
| $253K | 0.01% |
816
-4
| -0.5% | -$1.29K |
|
1706
CALL
Virtu Financial
VIRT
$5.11B
| $253K | 0.01% |
+12,400
| New | +$269K |
|
1707
PUT
Omnicom Group
OMC
$21.6B
| $253K | 0.01% |
3,100
-1,900
| -38% | -$141K |
|
1708
First Trust Natural Gas ETF
FCG
$647M
| $252K | 0.01% |
+10,284
| New | +$268K |
|
1709
US Foods
USFD
$22.2B
| $252K | 0.01% |
+7,405
| New | +$237K |
|
1710
iShares 7-10 Year Treasury Bond ETF
IEF
$47.1B
| $252K | 0.01% |
+2,630
| New | +$253K |
|
1711
CALL
Tandem Diabetes Care
TNDM
$1.34B
| $252K | 0.01% |
5,600
-5,400
| -49% | -$244K |
|
1712
PUT
FirstEnergy
FE
$28B
| $252K | 0.01% |
6,000
-200
| -3% | -$7.82K |
|
1713
PUT
International Flavors & Fragrances
IFF
$20.2B
| $252K | 0.01% |
+2,400
| New | +$236K |
|
1714
PUT
Coinbase
COIN
$38.6B
| $251K | 0.01% |
7,100
-24,900
| -78% | -$1.31M |
|
1715
CALL
Annaly Capital Management
NLY
$17.1B
| $251K | 0.01% |
+11,900
| New | +$234K |
|
1716
PUT
T. Rowe Price
TROW
$23.9B
| $251K | 0.01% |
2,300
| – | – |
|
1717
NRG Energy
NRG
$28.3B
| $251K | 0.01% |
7,880
-12,837
| -62% | -$508K |
|
|
FL
1718
DELISTED
Foot Locker
FL
| $250K | 0.01% |
6,625
-29,769
| -82% | -$1.02M |
|
1719
State Street SPDR Nuveen ICE High Yield Municipal Bond ETF
HYMB
$3.09B
| $250K | 0.01% |
10,220
-15,630
| -60% | -$381K |
|
1720
The Mosaic Company
MOS
$7.03B
| $250K | 0.01% |
5,697
-16,222
| -74% | -$803K |
|
1721
Rentokil
RTO
$11.8B
| $250K | 0.01% |
+8,099
| New | +$251K |
|
1722
Cardinal Health
CAH
$53.9B
| $250K | 0.01% |
3,246
-10
| -0.3% | -$760 |
|
1723
CALL
KeyCorp
KEY
$24.2B
| $249K | 0.01% |
+14,300
| New | +$252K |
|
1724
PUT
Under Armour
UAA
$2.84B
| $249K | 0.01% |
+24,500
| New | +$212K |
|
1725
KALA BIO
KALA
$14.1M
| $249K | 0.01% |
+130
| New | +$51.5K |
|
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.