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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 | |
|---|---|---|---|---|---|---|
1876
CALL
Regeneron Pharmaceuticals
REGN
$78.5B
| $216K | 0.01% |
300
-3,500
| -92% | -$2.58M |
|
1877
Ormat Technologies
ORA
$6B
| $216K | 0.01% |
+2,502
| New | +$225K |
|
|
DCP
1878
DELISTED
DCP Midstream, LP
DCP
| $216K | 0.01% |
5,578
-6,371
| -53% | -$247K |
|
1879
Rapid7
RPD
$645M
| $216K | 0.01% |
+6,362
| New | +$227K |
|
1880
CALL
Cirrus Logic
CRUS
$6.53B
| $216K | 0.01% |
+2,900
| New | +$209K |
|
|
VTLE
1881
DELISTED
Vital Energy
VTLE
| $216K | 0.01% |
+4,199
| New | +$259K |
|
1882
VanEck Agribusiness ETF
MOO
$972M
| $215K | 0.01% |
2,508
-653
| -21% | -$57.3K |
|
1883
CALL
WIX.com
WIX
$2.3B
| $215K | 0.01% |
2,800
-12,300
| -81% | -$994K |
|
1884
Tyler Technologies
TYL
$12.7B
| $215K | 0.01% |
+667
| New | +$218K |
|
1885
iShares Core S&P Mid-Cap ETF
IJH
$122B
| $215K | 0.01% |
4,435
-5,005
| -53% | -$242K |
|
1886
WEX
WEX
$6.37B
| $215K | 0.01% |
1,311
-1,791
| -58% | -$279K |
|
1887
PUT
Chemours
CC
$2.5B
| $214K | 0.01% |
+7,000
| New | +$210K |
|
1888
Fortuna Silver Mines
FSM
$2.55B
| $214K | 0.01% |
57,155
+45,628
| +396% | +$151K |
|
1889
PUT
Petco
WOOF
$797M
| $214K | 0.01% |
22,600
-5,500
| -20% | -$56.4K |
|
1890
Pacer Trendpilot International ETF
PTIN
$183M
| $214K | 0.01% |
+8,833
| New | +$217K |
|
1891
CALL
QuidelOrtho
QDEL
$1.14B
| $214K | 0.01% |
2,500
-3,400
| -58% | -$288K |
|
1892
First Trust Mid Cap Core AlphaDEX Fund
FNX
$1.38B
| $214K | 0.01% |
+2,438
| New | +$215K |
|
1893
Canadian Imperial Bank of Commerce
CM
$108B
| $214K | 0.01% |
5,291
-1,437
| -21% | -$63.4K |
|
1894
CALL
Alnylam Pharmaceuticals
ALNY
$27.5B
| $214K | 0.01% |
900
-500
| -36% | -$107K |
|
|
PPLI
1895
People Inc
PPLI
$3.09B
| $214K | 0.01% |
+5,871
| New | +$232K |
|
1896
CALL
Quanta Services
PWR
$100B
| $214K | 0.01% |
1,500
-700
| -32% | -$99.4K |
|
1897
Vanguard Energy ETF
VDE
$10.1B
| $214K | 0.01% |
+1,762
| New | +$215K |
|
1898
Kayne Anderson Energy Infrastructure Fund
KYN
$2.47B
| $213K | 0.01% |
+24,940
| New | +$216K |
|
1899
CALL
United Rentals
URI
$67.2B
| $213K | 0.01% |
600
-4,600
| -88% | -$1.51M |
|
1900
CALL
VanEck Oil Services ETF
OIH
$2.06B
| $213K | 0.01% |
700
-4,500
| -87% | -$1.29M |
|
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.