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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
Cap. Flow
-$114M
Cap. Flow %
-3.42%
Top 10 Hldgs %
9.02%
Holding
3,520
New
977
Increased
717
Reduced
803
Closed
990

Top Buys

Rank Stock Value
1
PYPL icon
PayPal
PYPL
+$8.72M
2
RIVN icon
Rivian
RIVN
+$7.6M
3
EFA icon
iShares MSCI EAFE ETF
EFA
+$7.34M
4
AMZN icon
Amazon
AMZN
+$6.82M
5
BABA icon
Alibaba
BABA
+$6.82M

Top Sells

Rank Stock Value
1
CME icon
CME Group
CME
+$8.15M
2
XLE icon
State Street Energy Select Sector SPDR ETF
XLE
+$6.73M
3
SH icon
ProShares Short S&P500
SH
+$6.23M
4
VWO icon
Vanguard FTSE Emerging Markets ETF
VWO
+$5.71M
5
PFE icon
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
ADXN
2526
Addex Therapeutics
ADXN
$7.08M
– –
-604
Closed -$10K
AEM icon
2527
CALL
Agnico Eagle Mines
AEM
$73.6B
– –
-19,400
Closed -$819K
AEM icon
2528
PUT
Agnico Eagle Mines
AEM
$73.6B
– –
-13,000
Closed -$549K
AEMD icon
2529
Aethlon Medical
AEMD
$1.75M
– –
-25
Closed -$12K
AER icon
2530
CALL
AerCap
AER
$23.7B
– –
-5,900
Closed -$250K
AER icon
2531
PUT
AerCap
AER
$23.7B
– –
-9,200
Closed -$389K
AGEN
2532
Agenus
AGEN
$312M
– –
-759
Closed -$31K
AI icon
2533
CALL
C3.ai
AI
$1.43B
– –
-16,700
Closed -$209K
AI icon
2534
PUT
C3.ai
AI
$1.43B
– –
-26,500
Closed -$331K
AIMD icon
2535
Ainos
AIMD
$9.79M
– –
-429
Closed -$20K
AIRI icon
2536
Air Industries Group
AIRI
$13M
– –
-1,521
Closed -$10K
ALAR
2537
Alarum Technologies
ALAR
$12.3M
– –
-1,206
Closed -$5K
ALC icon
2538
Alcon
ALC
$33.6B
– –
-5,036
Closed -$321K
ALGN icon
2539
Align Technology
ALGN
$12.1B
– –
-2,076
Closed -$416K
ALGN icon
2540
PUT
Align Technology
ALGN
$12.1B
– –
-6,000
Closed -$1.24M
ALK icon
2541
Alaska Air
ALK
$5.29B
– –
-8,045
Closed -$354K
AMCX icon
2542
PUT
AMC Global Media
AMCX
$492M
– –
-11,500
Closed -$233K
AMCR icon
2543
Amcor
AMCR
$20.8B
– –
-3,551
Closed -$191K
AMGN icon
2544
Amgen
AMGN
$208B
– –
-2,603
Closed -$698K
AMGN icon
2545
PUT
Amgen
AMGN
$208B
– –
-8,500
Closed -$1.92M
AMG icon
2546
Affiliated Managers Group
AMG
$9.69B
– –
-2,554
Closed -$286K
ANF icon
2547
CALL
Abercrombie & Fitch
ANF
$4.42B
– –
-18,200
Closed -$283K
ANGL icon
2548
VanEck Fallen Angel High Yield Bond ETF
ANGL
$3.08B
– –
-41,435
Closed -$1.09M
ANSS
2549
DELISTED
Ansys
ANSS
– –
-2,753
Closed -$641K
APA icon
2550
APA Corp
APA
$13.2B
– –
-48,479
Closed -$2.17M
100 101
102
103 104

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Benchstone Capital Management New York $860M AUM 32.46% 1-Year Est. Return
OAM
Ophir Asset Management Sydney, Australia $859M AUM 59.08% 1-Year Est. Return
NOCM
Night Owl Capital Management Greenwich, Connecticut $858M AUM 31.41% 1-Year Est. Return
TIM
Total Investment Management Scottsdale, Arizona $858M AUM 9.96% 1-Year Est. Return
QIM
Quest Investment Management Lake Oswego, Oregon $857M AUM 21.67% 1-Year Est. Return
RB
Rodgers Brothers Harmony, Pennsylvania $866M AUM 30.05% 1-Year Est. Return
OMG
One Madison Group New York $866M AUM 33.81% 1-Year Est. Return
MCM
Makena Capital Management Menlo Park, California $866M AUM 17.79% 1-Year Est. Return

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.