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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
TWO
3276
Two Harbors Investment
TWO
$1.27B
– –
-10,301
Closed -$137K
TXG icon
3277
10x Genomics
TXG
$6.28B
– –
-9,948
Closed -$283K
TXRH icon
3278
Texas Roadhouse
TXRH
$13.7B
– –
-3,028
Closed -$291K
TZA icon
3279
Direxion Daily Small Cap Bear 3x ETF
TZA
$246M
– –
-3,705
Closed -$1.71M
UA icon
3280
Under Armour Class C
UA
$2.85B
– –
-15,162
Closed -$90K
UAA icon
3281
Under Armour
UAA
$2.91B
– –
-26,771
Closed -$232K
UBS icon
3282
UBS Group
UBS
$175B
– –
-67,794
Closed -$984K
UCTT
3283
PUT
Ultra Clean Holdings
UCTT
$3.73B
– –
-7,900
Closed -$203K
UGP icon
3284
Ultrapar
UGP
$6.9B
– –
-26,197
Closed -$57K
UHS icon
3285
Universal Health Services
UHS
$9.88B
– –
-6,720
Closed -$793K
UI icon
3286
Ubiquiti
UI
$32.3B
– –
-1,092
Closed -$325K
UNIT
3287
Uniti Group
UNIT
$2.26B
– –
-39,599
Closed -$275K
UNP icon
3288
Union Pacific
UNP
$172B
– –
-15,709
Closed -$3.22M
UPST icon
3289
Upstart Holdings
UPST
$2.59B
– –
-14,572
Closed -$282K
UPWK icon
3290
CALL
Upwork
UPWK
$1.14B
– –
-12,800
Closed -$174K
URG
3291
Ur-Energy
URG
$497M
– –
-21,769
Closed -$24K
URI icon
3292
United Rentals
URI
$66.5B
– –
-1,748
Closed -$574K
URI icon
3293
PUT
United Rentals
URI
$66.5B
– –
-1,500
Closed -$405K
USEA icon
3294
United Maritime
USEA
$25.8M
– –
-12,037
Closed -$21K
VC icon
3295
Visteon
VC
$2.8B
– –
-2,974
Closed -$315K
VEON icon
3296
VEON
VEON
$3.66B
– –
-2,576
Closed -$21K
VGIT icon
3297
Vanguard Intermediate-Term Treasury ETF
VGIT
$41.7B
– –
-22,700
Closed -$1.32M
VHC icon
3298
VirnetX Holding Corp
VHC
$54.7M
– –
-1,027
Closed -$24K
VICI icon
3299
VICI Properties
VICI
$29B
– –
-17,904
Closed -$534K
VIOT
3300
Viomi Technology
VIOT
$50.9M
– –
-10,212
Closed -$13K
130 131
132
133 134

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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.