We are live on
!
Find out more
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 | |
|---|---|---|---|---|---|---|
2001
ARK Blockchain & Fintech Innovation ETF
ARKF
$710M
| $157K | ﹤0.01% |
+11,028
| New | +$171K |
|
2002
Comstock Resources
CRK
$3.89B
| $157K | ﹤0.01% |
+11,457
| New | +$196K |
|
2003
Aldeyra Therapeutics
ALDX
$92.9M
| $156K | ﹤0.01% |
+22,387
| New | +$128K |
|
|
KC
2004
Kingsoft Cloud Holdings
KC
$3.34B
| $154K | ﹤0.01% |
+40,095
| New | +$115K |
|
2005
Gran Tierra Energy
GTE
$265M
| $151K | ﹤0.01% |
15,223
-1,166
| -7% | -$13.7K |
|
2006
PIMCO Corporate & Income Opportunity Fund
PTY
$2.48B
| $150K | ﹤0.01% |
+12,516
| New | +$156K |
|
2007
PUT
Applovin
APP
$133B
| $150K | ﹤0.01% |
+14,200
| New | +$208K |
|
2008
KT
KT
$8.62B
| $149K | ﹤0.01% |
+11,064
| New | +$147K |
|
2009
PUT
Herbalife
HLF
$1.29B
| $149K | ﹤0.01% |
+10,000
| New | +$174K |
|
|
CTEV
2010
Claritev Corp
CTEV
$387M
| $146K | ﹤0.01% |
3,181
+1,872
| +143% | +$149K |
|
2011
CALL
Under Armour
UAA
$2.84B
| $146K | ﹤0.01% |
+14,400
| New | +$125K |
|
2012
CALL
PubMatic
PUBM
$585M
| $145K | ﹤0.01% |
+11,300
| New | +$177K |
|
2013
Virgin Galactic
SPCE
$328M
| $144K | ﹤0.01% |
2,067
+1,236
| +149% | +$115K |
|
2014
Outdoor Holding Co
POWW
$249M
| $143K | ﹤0.01% |
82,602
+41,121
| +99% | +$104K |
|
2015
Lumen
LUMN
$6.57B
| $141K | ﹤0.01% |
26,965
-97,512
| -78% | -$599K |
|
2016
ChargePoint
CHPT
$141M
| $137K | ﹤0.01% |
+721
| New | +$175K |
|
2017
Banco Santander
SAN
$201B
| $136K | ﹤0.01% |
46,187
-34,032
| -42% | -$92.9K |
|
2018
Bausch Health
BHC
$2.58B
| $135K | ﹤0.01% |
+21,440
| New | +$150K |
|
2019
Globalstar
GSAT
$10.7B
| $134K | ﹤0.01% |
6,727
+4,572
| +212% | +$120K |
|
2020
VanEck Vietnam ETF
VNM
$491M
| $134K | ﹤0.01% |
+11,324
| New | +$136K |
|
|
AWP
2021
abrdn Global Premier Properties Fund
AWP
$372M
| $134K | ﹤0.01% |
11,456
+7,205
| +169% | +$86.8K |
|
2022
Bain Capital Specialty
BCSF
$806M
| $133K | ﹤0.01% |
+11,204
| New | +$142K |
|
|
OPTU
2023
CALL
Optimum Communications Inc
OPTU
$298M
| $132K | ﹤0.01% |
28,800
+17,600
| +157% | +$86.5K |
|
2024
Clover Health Investments
CLOV
$2.2B
| $132K | ﹤0.01% |
142,393
+74,058
| +108% | +$98.8K |
|
|
VISN
2025
PUT
Vistance Networks Inc
VISN
$2.65B
| $132K | ﹤0.01% |
+17,900
| New | +$173K |
|
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.