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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
OMF icon
3076
PUT
OneMain Financial
OMF
$7.32B
– –
-7,600
Closed -$224K
ONON icon
3077
CALL
On Holding
ONON
$12.4B
– –
-55,100
Closed -$884K
OSK icon
3078
CALL
Oshkosh
OSK
$8.82B
– –
-5,800
Closed -$408K
OSK icon
3079
PUT
Oshkosh
OSK
$8.82B
– –
-4,600
Closed -$323K
OTLY
3080
CALL
Oatly Group
OTLY
$460M
– –
-525
Closed -$28K
OXLC
3081
Oxford Lane Capital
OXLC
$876M
– –
-4,485
Closed -$116K
PAAS icon
3082
Pan American Silver
PAAS
$18.6B
– –
-19,673
Closed -$315K
PACB icon
3083
Pacific Biosciences
PACB
$460M
– –
-13,908
Closed -$81K
PAG icon
3084
Penske Automotive Group
PAG
$14.5B
– –
-3,943
Closed -$450K
PAGS icon
3085
PagSeguro Digital
PAGS
$2.75B
– –
-27,753
Closed -$367K
PAVS icon
3086
Paranovus Entertainment Technology
PAVS
$4.2M
– –
0
– -$2K
PAYX icon
3087
CALL
Paychex
PAYX
$41.4B
– –
-8,800
Closed -$987K
PAYX icon
3088
Paychex
PAYX
$41.4B
– –
-5,220
Closed -$586K
PAYX icon
3089
PUT
Paychex
PAYX
$41.4B
– –
-7,800
Closed -$875K
PBR icon
3090
Petrobras
PBR
$123B
– –
-22,455
Closed -$277K
PCAR icon
3091
PACCAR
PCAR
$70.4B
– –
-5,085
Closed -$332K
PCTY icon
3092
CALL
Paylocity
PCTY
$7.32B
– –
-1,700
Closed -$411K
PEGA icon
3093
PUT
Pegasystems
PEGA
$4.94B
– –
-19,200
Closed -$309K
PEN icon
3094
CALL
Penumbra
PEN
$12.6B
– –
-2,000
Closed -$379K
PERI icon
3095
Perion Network
PERI
$377M
– –
-12,049
Closed -$232K
PETS icon
3096
PUT
PetMed Express
PETS
$42.3M
– –
-14,500
Closed -$283K
PFE icon
3097
Pfizer
PFE
$142B
– –
-117,094
Closed -$5.61M
PFLT icon
3098
PennantPark Floating Rate Capital
PFLT
$696M
– –
-11,570
Closed -$111K
PH icon
3099
CALL
Parker-Hannifin
PH
$121B
– –
-2,100
Closed -$509K
PH icon
3100
PUT
Parker-Hannifin
PH
$121B
– –
-3,100
Closed -$751K
122 123
124
125 126

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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
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

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.