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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
AZEK
2576
CALL
DELISTED
The AZEK Co
AZEK
– –
-11,800
Closed -$196K
AZUL
2577
DELISTED
Azul
AZUL
– –
-13,706
Closed -$112K
BAND
2578
CALL
Bandwidth Inc
BAND
$1.26B
– –
-12,900
Closed -$154K
BAOS icon
2579
Baosheng Media Group
BAOS
$920K
– –
-2,799
Closed -$15K
BBD icon
2580
Banco Bradesco
BBD
$39.3B
– –
-46,090
Closed -$170K
BBJP icon
2581
JPMorgan BetaBuilders Japan ETF
BBJP
$17.5B
– –
-11,999
Closed -$490K
BBWI icon
2582
CALL
Bath & Body Works
BBWI
$4.06B
– –
-33,000
Closed -$1.08M
BC icon
2583
CALL
Brunswick
BC
$5.13B
– –
-3,600
Closed -$236K
BC icon
2584
Brunswick
BC
$5.13B
– –
-3,224
Closed -$211K
BCE icon
2585
BCE
BCE
$20.2B
– –
-22,059
Closed -$925K
BCS icon
2586
Barclays
BCS
$92.7B
– –
-25,866
Closed -$166K
BDX icon
2587
Becton Dickinson
BDX
$45.6B
– –
-1,623
Closed -$383K
BDX icon
2588
PUT
Becton Dickinson
BDX
$45.6B
– –
-2,100
Closed -$468K
BEKE icon
2589
KE Holdings
BEKE
$18.7B
– –
-30,672
Closed -$537K
BEN icon
2590
CALL
Franklin Resources
BEN
$17.6B
– –
-14,100
Closed -$303K
BEN icon
2591
Franklin Resources
BEN
$17.6B
– –
-22,324
Closed -$554K
BFH icon
2592
CALL
Bread Financial
BFH
$4.37B
– –
-20,100
Closed -$632K
CMRC
2593
PUT
Commerce.com Inc Series 1
CMRC
$258M
– –
-12,100
Closed -$179K
BIO icon
2594
Bio-Rad Laboratories Class A
BIO
$8.71B
– –
-2,205
Closed -$920K
BIO icon
2595
PUT
Bio-Rad Laboratories Class A
BIO
$8.71B
– –
-1,300
Closed -$542K
BIRD icon
2596
Smartbird Inc
BIRD
$19.5M
– –
-515
Closed -$31K
BIV icon
2597
Vanguard Intermediate-Term Bond ETF
BIV
$28.8B
– –
-4,317
Closed -$317K
BNY
2598
Bank of New York Mellon
BNY
$106B
– –
-5,533
Closed -$237K
BKE icon
2599
CALL
Buckle
BKE
$2.25B
– –
-12,000
Closed -$380K
BKH icon
2600
Black Hills Corp
BKH
$5.42B
– –
-3,372
Closed -$228K
102 103
104
105 106

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OAM
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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.