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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
MTH icon
3026
CALL
Meritage Homes
MTH
$4.61B
– –
-12,600
Closed -$443K
MTH icon
3027
PUT
Meritage Homes
MTH
$4.61B
– –
-7,200
Closed -$253K
MTN icon
3028
CALL
Vail Resorts
MTN
$5.45B
– –
-3,600
Closed -$776K
MTZ icon
3029
MasTec
MTZ
$25.6B
– –
-3,457
Closed -$284K
MUB icon
3030
iShares National Muni Bond ETF
MUB
$45.2B
– –
-2,448
Closed -$251K
MUR icon
3031
Murphy Oil
MUR
$5.48B
– –
-5,778
Closed -$203K
MVIS icon
3032
Microvision
MVIS
$85.7M
– –
-20,009
Closed -$72K
MVST icon
3033
Microvast
MVST
$267M
– –
-10,734
Closed -$19K
SDEV
3034
Stablecoin Development Corp
SDEV
$32M
– –
-2
Closed -$2K
NCRA icon
3035
Nocera
NCRA
$3.71M
– –
-342
Closed -$14K
NCTY
3036
The9 Ltd
NCTY
$69.5M
– –
-1,058
Closed -$10K
NDAQ icon
3037
Nasdaq
NDAQ
$53.2B
– –
-3,670
Closed -$208K
NDSN icon
3038
Nordson
NDSN
$16.4B
– –
-1,057
Closed -$224K
NEPH icon
3039
Nephros
NEPH
$38M
– –
-10,160
Closed -$9K
NCEL
3040
NewcelX Ltd
NCEL
$18.1M
– –
-44
Closed -$11K
NLY icon
3041
Annaly Capital Management
NLY
$17.4B
– –
-82,944
Closed -$1.63M
NMM icon
3042
Navios Maritime Partners
NMM
$2.25B
– –
-8,300
Closed -$204K
NOC icon
3043
Northrop Grumman
NOC
$76B
– –
-1,437
Closed -$750K
NOV icon
3044
NOV
NOV
$6.88B
– –
-20,424
Closed -$330K
NOVA
3045
CALL
DELISTED
Sunnova Energy
NOVA
– –
-10,400
Closed -$230K
NOW icon
3046
ServiceNow
NOW
$114B
– –
-13,005
Closed -$1.02M
NRG icon
3047
PUT
NRG Energy
NRG
$28.3B
– –
-30,500
Closed -$1.17M
NTAP icon
3048
CALL
NetApp
NTAP
$34.1B
– –
-3,300
Closed -$204K
NTAP icon
3049
NetApp
NTAP
$34.1B
– –
-3,935
Closed -$243K
NTES icon
3050
NetEase
NTES
$84.4B
– –
-2,937
Closed -$222K
120 121
122
123 124

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AWP
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BCM
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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
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QIM
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RB
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OMG
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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.