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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 | |
|---|---|---|---|---|---|---|
1751
Freshpet
FRPT
$2.93B
| $242K | 0.01% |
+4,583
| New | +$273K |
|
1752
Nabors Industries
NBR
$1.27B
| $242K | 0.01% |
+1,561
| New | +$233K |
|
1753
iShares US Telecommunications ETF
IYZ
$1.2B
| $241K | 0.01% |
+10,765
| New | +$240K |
|
1754
Starwood Property Trust
STWD
$5.92B
| $241K | 0.01% |
13,143
-29,723
| -69% | -$592K |
|
|
MMAT
1755
DELISTED
Meta Materials Inc. Common Stock
MMAT
| $241K | 0.01% |
2,023
+1,888
| +1,399% | +$250K |
|
1756
CALL
Alaska Air
ALK
$5.29B
| $240K | 0.01% |
5,600
-9,200
| -62% | -$405K |
|
1757
H.B. Fuller
FUL
$2.97B
| $240K | 0.01% |
+3,356
| New | +$242K |
|
1758
Carnival Corporation Ltd
CCL
$38.1B
| $240K | 0.01% |
+29,799
| New | +$257K |
|
1759
CALL
Aon
AON
$76.5B
| $240K | 0.01% |
800
-1,900
| -70% | -$555K |
|
1760
PUT
Scotiabank
BNS
$107B
| $240K | 0.01% |
+4,900
| New | +$242K |
|
1761
Toronto Dominion Bank
TD
$198B
| $240K | 0.01% |
+3,703
| New | +$239K |
|
1762
CALL
Coupang
CPNG
$29.3B
| $240K | 0.01% |
16,300
-8,500
| -34% | -$150K |
|
1763
CALL
Dutch Bros
BROS
$9.03B
| $240K | 0.01% |
+8,500
| New | +$281K |
|
1764
PUT
Universal Health Services
UHS
$10.2B
| $240K | 0.01% |
1,700
-4,700
| -73% | -$555K |
|
1765
Western Alliance Bancorporation
WAL
$8.79B
| $239K | 0.01% |
+4,020
| New | +$260K |
|
1766
Quanta Services
PWR
$100B
| $239K | 0.01% |
1,680
-2,266
| -57% | -$322K |
|
1767
PUT
Vanguard Real Estate ETF
VNQ
$39.2B
| $239K | 0.01% |
+2,900
| New | +$240K |
|
1768
IDEX
IEX
$17B
| $239K | 0.01% |
+1,045
| New | +$234K |
|
1769
PUT
CSX Corp
CSX
$93.4B
| $239K | 0.01% |
+7,700
| New | +$232K |
|
|
1770
Vanguard Real Estate ETF
VNQ
$39.2B
| $238K | 0.01% |
+2,884
| New | +$239K |
|
1771
CALL
LPL Financial
LPLA
$28.3B
| $238K | 0.01% |
+1,100
| New | +$257K |
|
1772
ProShares VIX Short-Term Futures ETF
VIXY
$201M
| $238K | 0.01% |
1,044
+342
| +49% | +$94.7K |
|
1773
Gossamer Bio
GOSS
$82.9M
| $237K | 0.01% |
+109,084
| New | +$898K |
|
1774
PUT
IPG Photonics
IPGP
$3.61B
| $237K | 0.01% |
2,500
-1,500
| -38% | -$135K |
|
1775
CALL
AMN Healthcare
AMN
$1.3B
| $236K | 0.01% |
+2,300
| New | +$265K |
|
Similar funds
BCM
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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.