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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
BNBX
2551
DELISTED
BNB PLUS CORP
BNBX
– –
-1
Closed -$12K
APH icon
2552
Amphenol
APH
$198B
– –
-11,286
Closed -$378K
APH icon
2553
PUT
Amphenol
APH
$198B
– –
-9,600
Closed -$321K
APLE icon
2554
Apple Hospitality REIT
APLE
$3.9B
– –
-35,206
Closed -$495K
APTV icon
2555
Aptiv
APTV
$12B
– –
-6,723
Closed -$526K
ARES icon
2556
Ares Management
ARES
$28.9B
– –
-5,356
Closed -$332K
ARGX icon
2557
argenx
ARGX
$54.6B
– –
-746
Closed -$263K
ASTC icon
2558
Astrotech Corp
ASTC
$13.1M
– –
-1,028
Closed -$14K
ATHE
2559
Alterity Therapeutics
ATHE
$81.5M
– –
-2,319
Closed -$10K
ATKR icon
2560
CALL
Atkore
ATKR
$2.46B
– –
-4,300
Closed -$335K
ATR icon
2561
AptarGroup
ATR
$8.55B
– –
-2,230
Closed -$212K
OPTU
2562
Optimum Communications Inc
OPTU
$298M
– –
-29,515
Closed -$145K
ATXG icon
2563
Addentax Group
ATXG
$3.64M
– –
-75
Closed -$32K
AU icon
2564
CALL
AngloGold Ashanti
AU
$40.1B
– –
-19,200
Closed -$265K
AVAV icon
2565
CALL
AeroVironment
AVAV
$7.56B
– –
-2,900
Closed -$242K
AVAV icon
2566
AeroVironment
AVAV
$7.56B
– –
-2,862
Closed -$245K
AVTR icon
2567
CALL
Avantor
AVTR
$9.32B
– –
-55,200
Closed -$1.08M
AVTR icon
2568
Avantor
AVTR
$9.32B
– –
-17,816
Closed -$349K
AVY icon
2569
Avery Dennison
AVY
$13B
– –
-2,414
Closed -$430K
AWK icon
2570
CALL
American Water Works
AWK
$26.7B
– –
-2,400
Closed -$312K
AWK icon
2571
American Water Works
AWK
$26.7B
– –
-5,548
Closed -$722K
AWK icon
2572
PUT
American Water Works
AWK
$26.7B
– –
-3,400
Closed -$443K
AXDX
2573
DELISTED
Accelerate Diagnostics
AXDX
– –
-1,513
Closed -$23K
AYI icon
2574
CALL
Acuity Brands
AYI
$9.83B
– –
-4,300
Closed -$677K
AYTU icon
2575
AYTU BioPharma
AYTU
$23.9M
– –
-1,026
Closed -$4K
101 102
103
104 105

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BCM
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.