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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
RF icon
3151
Regions Financial
RF
$26.3B
– –
-41,590
Closed -$835K
RGEN icon
3152
PUT
Repligen
RGEN
$7.03B
– –
-3,600
Closed -$674K
RGLD icon
3153
Royal Gold
RGLD
$17.2B
– –
-4,235
Closed -$436K
RGR icon
3154
CALL
Sturm, Ruger & Co
RGR
$623M
– –
-7,400
Closed -$376K
RGR icon
3155
PUT
Sturm, Ruger & Co
RGR
$623M
– –
-7,600
Closed -$386K
RGTI icon
3156
Rigetti Computing
RGTI
$4.94B
– –
-19,379
Closed -$36K
RH icon
3157
RH
RH
$3.15B
– –
-2,422
Closed -$631K
RIO icon
3158
Rio Tinto
RIO
$158B
– –
-15,493
Closed -$853K
RKT icon
3159
CALL
Rocket Companies
RKT
$37.5B
– –
-22,900
Closed -$145K
RL icon
3160
PUT
Ralph Lauren
RL
$23B
– –
-5,000
Closed -$425K
RODM icon
3161
Hartford Multifactor Developed Markets ex-US ETF
RODM
$1.63B
– –
-13,980
Closed -$304K
ROG icon
3162
Rogers Corp
ROG
$2.18B
– –
-1,431
Closed -$346K
ROK icon
3163
CALL
Rockwell Automation
ROK
$52.4B
– –
-7,000
Closed -$1.51M
ROST icon
3164
Ross Stores
ROST
$81B
– –
-6,997
Closed -$713K
RPG icon
3165
Invesco S&P 500 Pure Growth ETF
RPG
$2B
– –
-9,545
Closed -$276K
RPID icon
3166
Rapid Micro Biosystems
RPID
$105M
– –
-20,441
Closed -$66K
RRR icon
3167
Red Rock Resorts
RRR
$3.8B
– –
-5,947
Closed -$244K
RS icon
3168
Reliance Steel & Aluminium
RS
$20.5B
– –
-1,898
Closed -$331K
HIND
3169
Vyome Holdings
HIND
$14.1M
– –
0
– -$6K
RTX icon
3170
RTX Corp
RTX
$289B
– –
-6,261
Closed -$589K
RVLV icon
3171
CALL
Revolve Group
RVLV
$1.82B
– –
-10,700
Closed -$232K
RVLV icon
3172
Revolve Group
RVLV
$1.82B
– –
-13,745
Closed -$298K
RVLV icon
3173
PUT
Revolve Group
RVLV
$1.82B
– –
-18,500
Closed -$401K
RVTY icon
3174
PUT
Revvity
RVTY
$12.7B
– –
-2,100
Closed -$253K
RY icon
3175
CALL
Royal Bank of Canada
RY
$292B
– –
-4,200
Closed -$378K
125 126
127
128 129

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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
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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.