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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 | |
|---|---|---|---|---|---|---|
2101
Vroom Inc
VRM
$39M
| $79K | ﹤0.01% |
968
+574
| +146% | +$49.3K |
|
|
AHT
2102
PUT
Ashford Hospitality Trust
AHT
$20.9M
| $78.7K | ﹤0.01% |
1,760
+670
| +61% | +$43.2K |
|
2103
CALL
Nu Holdings
NU
$69.2B
| $78.6K | ﹤0.01% |
+19,300
| New | +$83.9K |
|
2104
The RealReal
REAL
$1.46B
| $78.5K | ﹤0.01% |
+62,771
| New | +$90.3K |
|
2105
ICL Group
ICL
$6.53B
| $77.8K | ﹤0.01% |
10,645
-12,028
| -53% | -$99.6K |
|
|
NPKI
2106
NPK International
NPKI
$1.06B
| $77K | ﹤0.01% |
+18,564
| New | +$68K |
|
2107
Ardelyx
ARDX
$1.22B
| $76.6K | ﹤0.01% |
26,862
-4,224
| -14% | -$7.15K |
|
2108
Opko Health
OPK
$985M
| $75.8K | ﹤0.01% |
+60,603
| New | +$95.5K |
|
2109
Invesco Senior Income Trust
VVR
$457M
| $75.7K | ﹤0.01% |
+19,773
| New | +$75.2K |
|
2110
ADMA Biologics
ADMA
$1.96B
| $75.4K | ﹤0.01% |
19,440
-67,875
| -78% | -$209K |
|
|
RTL
2111
DELISTED
The Necessity Retail REIT, Inc. Class A Common Stock
RTL
| $75.1K | ﹤0.01% |
+12,661
| New | +$80.6K |
|
2112
Genworth Financial
GNW
$3.76B
| $75.1K | ﹤0.01% |
14,191
-26,551
| -65% | -$125K |
|
2113
CALL
FIGS
FIGS
$1.79B
| $74.7K | ﹤0.01% |
+11,100
| New | +$79.8K |
|
2114
CALL
QuantumScape Corp
QS
$3.21B
| $74.3K | ﹤0.01% |
13,100
-22,400
| -63% | -$166K |
|
2115
PUT
Rocket Companies
RKT
$36.5B
| $73.5K | ﹤0.01% |
10,500
-19,100
| -65% | -$139K |
|
|
TCS
2116
DELISTED
THE CONTAINER STORE GROUP, INC.
TCS
| $73.1K | ﹤0.01% |
+1,130
| New | +$81.8K |
|
2117
Wipro
WIT
$19.6B
| $73.1K | ﹤0.01% |
31,360
+2,918
| +10% | +$6.98K |
|
|
LND
2118
BrasilAgro
LND
$374M
| $72.2K | ﹤0.01% |
+12,691
| New | +$70.4K |
|
2119
Teekay
TK
$1.01B
| $70K | ﹤0.01% |
+15,419
| New | +$64.1K |
|
2120
PEDEVCO
PED
$144M
| $69.3K | ﹤0.01% |
+3,150
| New | +$73.3K |
|
|
OPTU
2121
PUT
Optimum Communications Inc
OPTU
$298M
| $69K | ﹤0.01% |
+15,000
| New | +$73.7K |
|
2122
eHealth
EHTH
$42.2M
| $67.9K | ﹤0.01% |
+14,037
| New | +$52.3K |
|
2123
MannKind Corp
MNKD
$1.21B
| $67.4K | ﹤0.01% |
12,789
+2,308
| +22% | +$9.45K |
|
2124
CALL
Marqeta
MQ
$1.83B
| $67.2K | ﹤0.01% |
2,750
-2,875
| -51% | -$78.5K |
|
2125
Vuzix
VUZI
$194M
| $67K | ﹤0.01% |
+18,415
| New | +$84.3K |
|
Similar funds
BCM
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TIM
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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.