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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 | |
|---|---|---|---|---|---|---|
1951
CALL
GE Aerospace
GE
$374B
| $201K | 0.01% |
3,852
-29,855
| -89% | -$1.47M |
|
1952
Cornerstone Strategic Value Fund
CLM
$2.22B
| $201K | 0.01% |
+27,697
| New | +$224K |
|
1953
Workiva
WK
$3.36B
| $200K | 0.01% |
+2,386
| New | +$185K |
|
1954
PUT
Darling Ingredients
DAR
$9.64B
| $200K | 0.01% |
+3,200
| New | +$226K |
|
1955
PUT
Lightspeed Commerce
LSPD
$1.31B
| $199K | 0.01% |
13,900
-7,000
| -33% | -$114K |
|
1956
PUT
Global Ship Lease
GSL
$1.6B
| $198K | 0.01% |
+11,900
| New | +$205K |
|
1957
CALL
Groupon
GRPN
$1.05B
| $197K | 0.01% |
+23,000
| New | +$178K |
|
1958
Invesco
IVZ
$13.1B
| $197K | 0.01% |
10,967
-26,657
| -71% | -$456K |
|
1959
PUT
Ares Capital
ARCC
$13.5B
| $196K | 0.01% |
+10,600
| New | +$199K |
|
1960
Uranium Energy
UEC
$4.75B
| $195K | 0.01% |
50,344
-30,169
| -37% | -$115K |
|
1961
CALL
Petco
WOOF
$797M
| $192K | 0.01% |
20,300
+4,300
| +27% | +$44.1K |
|
|
NEX
1962
DELISTED
NexTier Oilfield Solutions Inc.
NEX
| $192K | 0.01% |
+20,730
| New | +$203K |
|
1963
First Trust Preferred Securities and Income ETF
FPE
$6.32B
| $191K | 0.01% |
+11,360
| New | +$191K |
|
1964
Televisa
TV
$1.48B
| $189K | 0.01% |
41,514
+28,212
| +212% | +$146K |
|
|
DOC
1965
DELISTED
PHYSICIANS REALTY TRUST
DOC
| $187K | 0.01% |
+12,957
| New | +$188K |
|
|
BIG
1966
DELISTED
Big Lots, Inc.
BIG
| $187K | 0.01% |
+12,719
| New | +$219K |
|
1967
Mattel
MAT
$4.38B
| $186K | 0.01% |
+10,436
| New | +$189K |
|
1968
CALL
First Majestic Silver
AG
$7.41B
| $186K | 0.01% |
22,300
+9,500
| +74% | +$83K |
|
1969
Xerox
XRX
$387M
| $185K | 0.01% |
12,687
-359
| -3% | -$5.41K |
|
1970
PUT
Comstock Resources
CRK
$3.89B
| $185K | 0.01% |
+13,500
| New | +$230K |
|
|
LAZR
1971
CALL
DELISTED
Luminar Technologies
LAZR
| $184K | 0.01% |
+2,480
| New | +$270K |
|
1972
ProShares Bitcoin Strategy ETF
BITO
$1.41B
| $184K | 0.01% |
+17,617
| New | +$197K |
|
1973
WisdomTree Enhanced Commodity Strategy Fund
GCC
$270M
| $183K | 0.01% |
+10,070
| New | +$193K |
|
1974
Clean Energy Fuels
CLNE
$427M
| $183K | 0.01% |
35,198
-15,364
| -30% | -$94.4K |
|
1975
ProShares UltraShort Energy
DUG
$20.6M
| $182K | 0.01% |
3,673
+544
| +17% | +$28.1K |
|
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.