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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
COIN icon
2676
CALL
Coinbase
COIN
$38.5B
– –
-3,800
Closed -$245K
COIN icon
2677
Coinbase
COIN
$38.5B
– –
-29,752
Closed -$1.57M
COOP
2678
CALL
DELISTED
Mr. Cooper
COOP
– –
-5,500
Closed -$223K
CPOP icon
2679
Pop Culture Group
CPOP
$4.57M
– –
-168
Closed -$18K
CPRT icon
2680
Copart
CPRT
$27B
– –
-20,760
Closed -$622K
CPRT icon
2681
PUT
Copart
CPRT
$27B
– –
-13,600
Closed -$362K
CRNC icon
2682
CALL
Cerence
CRNC
$385M
– –
-28,300
Closed -$446K
CRVL icon
2683
CorVel
CRVL
$3.06B
– –
-4,686
Closed -$216K
CSGP icon
2684
CoStar Group
CSGP
$11.7B
– –
-6,581
Closed -$458K
CSQ icon
2685
Calamos Strategic Total Return Fund
CSQ
$3.23B
– –
-10,754
Closed -$134K
CTAS icon
2686
CALL
Cintas
CTAS
$81.9B
– –
-12,800
Closed -$1.24M
CTSH icon
2687
Cognizant
CTSH
$24.9B
– –
-8,812
Closed -$517K
HERZ
2688
Herzfeld Credit Income Fund
HERZ
$32.3M
– –
-1,769
Closed -$52K
CVE icon
2689
Cenovus Energy
CVE
$55.7B
– –
-55,596
Closed -$1.07M
CVNA icon
2690
PUT
Carvana
CVNA
$68.6B
– –
-320,000
Closed -$1.3M
CWB icon
2691
State Street SPDR Bloomberg Convertible Securities ETF
CWB
$5.6B
– –
-25,273
Closed -$1.6M
CWH icon
2692
Camping World
CWH
$393M
– –
-10,041
Closed -$260K
CWI icon
2693
State Street SPDR MSCI ACWI ex-US ETF
CWI
$2.78B
– –
-20,796
Closed -$441K
CXDO icon
2694
Crexendo
CXDO
$223M
– –
-12,034
Closed -$29K
CYCN icon
2695
Cyclerion Therapeutics
CYCN
$14.9M
– –
-1,012
Closed -$17K
CYH icon
2696
Community Health Systems
CYH
$393M
– –
-17,296
Closed -$37K
BGMS
2697
Bio Green Med Solution Inc
BGMS
$4.91M
– –
-3
Closed -$16K
DAC icon
2698
Danaos Corp
DAC
$2.58B
– –
-3,763
Closed -$212K
DAR icon
2699
CALL
Darling Ingredients
DAR
$9.64B
– –
-4,200
Closed -$278K
DBC icon
2700
Invesco DB Commodity Index Tracking Fund
DBC
$1.69B
– –
-14,193
Closed -$339K
106 107
108
109 110

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OAM
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NOCM
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TIM
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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
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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.