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 | |
|---|---|---|---|---|---|---|
|
EMBJ
2026
Embraer S.A. ADS
EMBJ
$12.2B
| $130K | ﹤0.01% |
+11,932
| New | +$121K |
|
2027
Energy Fuels
UUUU
$2.86B
| $129K | ﹤0.01% |
+20,754
| New | +$137K |
|
|
TUP
2028
CALL
DELISTED
Tupperware Brands Corporation
TUP
| $129K | ﹤0.01% |
+31,100
| New | +$167K |
|
2029
Laureate Education
LAUR
$5.28B
| $127K | ﹤0.01% |
+13,242
| New | +$143K |
|
2030
Sutro Biopharma
STRO
$401M
| $126K | ﹤0.01% |
+1,557
| New | +$108K |
|
|
MFA
2031
MFA Financial
MFA
$926M
| $125K | ﹤0.01% |
12,700
-3,680
| -22% | -$37K |
|
2032
TechnipFMC
FTI
$28.1B
| $125K | ﹤0.01% |
10,224
-23,699
| -70% | -$265K |
|
|
PDM
2033
Piedmont Realty Trust
PDM
$1.21B
| $122K | ﹤0.01% |
+13,261
| New | +$131K |
|
2034
PUT
Virgin Galactic
SPCE
$328M
| $120K | ﹤0.01% |
1,720
-2,255
| -57% | -$210K |
|
|
FSR
2035
PUT
DELISTED
Fisker Inc.
FSR
| $119K | ﹤0.01% |
16,400
-37,700
| -70% | -$281K |
|
|
EXK
2036
Endeavour Silver
EXK
$2.23B
| $119K | ﹤0.01% |
36,726
+25,312
| +222% | +$85.1K |
|
2037
Plains All American Pipeline
PAA
$17.3B
| $118K | ﹤0.01% |
10,031
-17,517
| -64% | -$207K |
|
2038
PUT
FIGS
FIGS
$1.79B
| $116K | ﹤0.01% |
+17,200
| New | +$124K |
|
|
LOGC
2039
DELISTED
ContextLogic
LOGC
| $116K | ﹤0.01% |
7,904
+3,514
| +80% | +$72.2K |
|
2040
CALL
The GEO Group
GEO
$4.13B
| $115K | ﹤0.01% |
+10,500
| New | +$102K |
|
|
RIDE
2041
DELISTED
Lordstown Motors Corp. Class A Common Stock
RIDE
| $115K | ﹤0.01% |
+6,712
| New | +$156K |
|
|
ACOR
2042
DELISTED
Acorda Therapeutics
ACOR
| $115K | ﹤0.01% |
7,483
+6,339
| +554% | +$73.9K |
|
2043
Gabelli Equity Trust
GAB
$1.75B
| $114K | ﹤0.01% |
20,718
-1,410
| -6% | -$7.83K |
|
|
RC
2044
Ready Capital
RC
$258M
| $113K | ﹤0.01% |
+10,150
| New | +$122K |
|
|
AGNT
2045
CALL
AGNT Inc
AGNT
$666M
| $113K | ﹤0.01% |
+10,200
| New | +$124K |
|
2046
SkinHealth Systems
SKIN
$88.8M
| $113K | ﹤0.01% |
+12,383
| New | +$134K |
|
|
2047
PUT
The GEO Group
GEO
$4.13B
| $112K | ﹤0.01% |
+10,200
| New | +$99.2K |
|
|
AGNT
2048
AGNT Inc
AGNT
$666M
| $111K | ﹤0.01% |
+10,003
| New | +$121K |
|
|
WW
2049
DELISTED
WW International
WW
| $111K | ﹤0.01% |
+28,695
| New | +$115K |
|
|
VTNR
2050
DELISTED
Vertex Energy, Inc
VTNR
| $110K | ﹤0.01% |
17,816
+2,101
| +13% | +$15.7K |
|
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.