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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
CGEN icon
2651
Compugen
CGEN
$222M
– –
-36,251
Closed -$24K
CGNX icon
2652
CALL
Cognex
CGNX
$10.9B
– –
-5,300
Closed -$220K
CHDN icon
2653
Churchill Downs
CHDN
$5.88B
– –
-2,702
Closed -$249K
CHE icon
2654
Chemed
CHE
$7.07B
– –
-760
Closed -$332K
CHGG icon
2655
PUT
Chegg
CHGG
$110M
– –
-22,600
Closed -$476K
CHKP icon
2656
Check Point Software Technologies
CHKP
$13B
– –
-2,433
Closed -$304K
CHKP icon
2657
PUT
Check Point Software Technologies
CHKP
$13B
– –
-2,500
Closed -$280K
CINF icon
2658
CALL
Cincinnati Financial
CINF
$27.3B
– –
-2,400
Closed -$215K
CLEU
2659
DELISTED
China Liberal Education Holdings
CLEU
– –
-1
Closed -$9K
CLS icon
2660
Celestica
CLS
$38.1B
– –
-14,856
Closed -$125K
CLVT icon
2661
PUT
Clarivate
CLVT
$1.27B
– –
-15,500
Closed -$146K
CLWT icon
2662
Euro Tech Holdings
CLWT
$11M
– –
-11,061
Closed -$14K
CMCSA icon
2663
Comcast
CMCSA
$85B
– –
-42,559
Closed -$1.41M
CMI icon
2664
Cummins
CMI
$87.5B
– –
-2,191
Closed -$521K
CNK icon
2665
CALL
Cinemark Holdings
CNK
$4.24B
– –
-20,200
Closed -$245K
CNK icon
2666
Cinemark Holdings
CNK
$4.24B
– –
-21,272
Closed -$258K
CNK icon
2667
PUT
Cinemark Holdings
CNK
$4.24B
– –
-10,000
Closed -$121K
CNSP icon
2668
CNS Pharmaceuticals
CNSP
$8.51M
– –
0
– -$16K
CNVS icon
2669
Cineverse
CNVS
$56.2M
– –
-1,586
Closed -$13K
CNXC icon
2670
PUT
Concentrix
CNXC
$1.5B
– –
-3,900
Closed -$435K
COCP icon
2671
Cocrystal Pharma
COCP
$11.3M
– –
-1,668
Closed -$6K
CODX
2672
Co-Diagnostics
CODX
$5.31M
– –
-512
Closed -$49K
COF icon
2673
Capital One
COF
$128B
– –
-10,884
Closed -$1.07M
COHR icon
2674
Coherent
COHR
$51.4B
– –
-7,369
Closed -$257K
COHR icon
2675
PUT
Coherent
COHR
$51.4B
– –
-9,200
Closed -$321K
105 106
107
108 109

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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
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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.