We are live on ! Find out more
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
KSPN
3451
DELISTED
Kaspien Holdings Inc. Common Stock
KSPN
– –
-10,798
Closed -$16K
WEJO
3452
DELISTED
Wejo Group Limited Common Shares
WEJO
– –
-15,289
Closed -$17K
APTO
3453
DELISTED
Aptose Biosciences, Inc.
APTO
– –
-41
Closed -$11K
SGTX
3454
DELISTED
Sigilon Therapeutics, Inc. Common Stock
SGTX
– –
-1,272
Closed -$8K
ABB
3455
CALL
DELISTED
ABB Ltd
ABB
– –
-20,500
Closed -$526K
ABB
3456
DELISTED
ABB Ltd
ABB
– –
-50,579
Closed -$1.3M
APTX
3457
DELISTED
Aptinyx Inc. Common Stock
APTX
– –
-10,873
Closed -$4K
VYNT
3458
DELISTED
Vyant Bio, Inc. Common Stock
VYNT
– –
-4,307
Closed -$12K
OIG
3459
DELISTED
Orbital Infrastructure Group, Inc. Common Stock
OIG
– –
-541
Closed -$10K
BSGAR
3460
DELISTED
Blue Safari Group Acquisition Corp. Right
BSGAR
– –
-10,377
Closed -$1K
IAA
3461
CALL
DELISTED
IAA, Inc. Common Stock
IAA
– –
-6,900
Closed -$220K
KRBP
3462
DELISTED
Kiromic BioPharma, Inc. Common Stock
KRBP
– –
-368
Closed -$3K
RUBY
3463
DELISTED
Rubius Therapeutics, Inc
RUBY
– –
-31,849
Closed -$14K
CYRN
3464
DELISTED
CYREN Ltd.
CYRN
– –
-11,642
Closed -$11K
COUP
3465
CALL
DELISTED
Coupa Software Incorporated
COUP
– –
-14,400
Closed -$847K
COUP
3466
DELISTED
Coupa Software Incorporated
COUP
– –
-36,620
Closed -$2.15M
COUP
3467
PUT
DELISTED
Coupa Software Incorporated
COUP
– –
-14,200
Closed -$835K
HYRE
3468
DELISTED
HyreCar Inc. Common Stock
HYRE
– –
-76,562
Closed -$70K
SVFAW
3469
DELISTED
SVF Investment Corp. Warrant
SVFAW
– –
-13,347
Closed -$2K
PRTY
3470
DELISTED
Party City Holdco Inc.
PRTY
– –
-73,467
Closed -$116K
REVBU
3471
DELISTED
Revelation Biosciences, Inc. Unit
REVBU
– –
-15,215
Closed -$5K
POSH
3472
CALL
DELISTED
Poshmark, Inc. Class A Common Stock
POSH
– –
-17,900
Closed -$280K
DS
3473
DELISTED
Drive Shack Inc.
DS
– –
-89,828
Closed -$56K
ABMD
3474
CALL
DELISTED
Abiomed Inc
ABMD
– –
-1,200
Closed -$295K
ABMD
3475
DELISTED
Abiomed Inc
ABMD
– –
-2,177
Closed -$535K
137 138
139
140 141

Similar funds

AWP
Ascent Wealth Partners New Hartford, New York $860M AUM 23.3% 1-Year Est. Return
BCM
Benchstone Capital Management New York $860M AUM 32.46% 1-Year Est. Return
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
Total Investment Management Scottsdale, Arizona $858M AUM 9.96% 1-Year Est. Return
QIM
Quest Investment Management Lake Oswego, Oregon $857M AUM 21.67% 1-Year Est. Return
SLT
St Louis Trust Saint Louis, Missouri $856M AUM 18.9% 1-Year Est. Return
RB
Rodgers Brothers Harmony, Pennsylvania $866M AUM 30.05% 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.