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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 | |
|---|---|---|---|---|---|---|
|
SWN
1976
PUT
DELISTED
Southwestern Energy Company
SWN
| $180K | 0.01% |
+30,700
| New | +$202K |
|
1977
CALL
SentinelOne
S
$6.53B
| $179K | 0.01% |
+12,300
| New | +$228K |
|
|
CMBT
1978
CMB.TECH NV
CMBT
$4.69B
| $177K | 0.01% |
+10,405
| New | +$188K |
|
1979
Global X Cloud Computing ETF
CLOU
$240M
| $177K | 0.01% |
+11,015
| New | +$177K |
|
1980
Ironwood Pharmaceuticals
IRWD
$696M
| $176K | 0.01% |
+14,174
| New | +$161K |
|
1981
Direxion Daily MSCI South Korea Bull 3X ETF
KORU
$1.12B
| $175K | 0.01% |
+46,744
| New | +$165K |
|
1982
Ericsson
ERIC
$32.2B
| $174K | 0.01% |
29,793
-3,928
| -12% | -$23.6K |
|
1983
CALL
Viatris
VTRS
$20.4B
| $173K | 0.01% |
15,500
-14,600
| -49% | -$153K |
|
1984
Cleveland-Cliffs
CLF
$6.57B
| $170K | 0.01% |
10,577
-20,311
| -66% | -$306K |
|
1985
Affirm
AFRM
$23.9B
| $168K | 0.01% |
17,412
+381
| +2% | +$5.74K |
|
1986
Gogo Inc
GOGO
$565M
| $168K | 0.01% |
+11,391
| New | +$164K |
|
1987
CoreCivic
CXW
$2.96B
| $168K | 0.01% |
+14,493
| New | +$161K |
|
1988
United Microelectronic
UMC
$47.7B
| $165K | 0.01% |
+25,338
| New | +$168K |
|
1989
Invesco DB Oil Fund
DBO
$403M
| $165K | 0.01% |
+10,851
| New | +$173K |
|
1990
Sabesp
SBS
$19.1B
| $165K | ﹤0.01% |
79,766
-28,609
| -26% | -$60.4K |
|
1991
CALL
SkinHealth Systems
SKIN
$88.8M
| $165K | ﹤0.01% |
+18,100
| New | +$195K |
|
1992
Nuveen Municipal High Income Opportunity Fund
NMZ
$2.19B
| $164K | ﹤0.01% |
+15,833
| New | +$165K |
|
1993
AMC Entertainment Holdings
AMC
$2.52B
| $163K | ﹤0.01% |
3,996
+2,797
| +233% | +$176K |
|
1994
PUT
First Majestic Silver
AG
$7.41B
| $161K | ﹤0.01% |
+19,300
| New | +$169K |
|
1995
Banco Santander Chile
BSAC
$16.3B
| $160K | ﹤0.01% |
+10,127
| New | +$151K |
|
1996
Ginkgo Bioworks
DNA
$528M
| $160K | ﹤0.01% |
2,362
+2,066
| +698% | +$190K |
|
|
HA
1997
DELISTED
Hawaiian Holdings, Inc.
HA
| $159K | ﹤0.01% |
15,526
-5,433
| -26% | -$72.6K |
|
1998
Sunstone Hotel Investors
SHO
$2.19B
| $159K | ﹤0.01% |
16,429
-49,252
| -75% | -$509K |
|
1999
Atomera
ATOM
$200M
| $158K | ﹤0.01% |
25,471
-2,327
| -8% | -$19.1K |
|
2000
Nu Holdings
NU
$69.2B
| $157K | ﹤0.01% |
+38,686
| New | +$168K |
|
Similar funds
BCM
OAM
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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.