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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
EWW icon
1001
iShares MSCI Mexico ETF
EWW
$1.92B
$566K 0.02%
+11,444
New +$576K
GTLB icon
1002
CALL
GitLab
GTLB
$5.83B
$563K 0.02%
12,400
-13,700
-52% -$619K
GTM
1003
CALL
ZoomInfo Technologies
GTM
$973M
$563K 0.02%
+18,700
New +$646K
HUBB icon
1004
Hubbell
HUBB
$25B
$563K 0.02%
+2,398
New +$575K
ADSK icon
1005
Autodesk
ADSK
$49.5B
$562K 0.02%
+3,010
New +$604K
CDNS icon
1006
CALL
Cadence Design Systems
CDNS
$93.6B
$562K 0.02%
3,500
-900
-20% -$144K
SFM icon
1007
CALL
Sprouts Farmers Market
SFM
$8.13B
$560K 0.02%
17,300
-13,300
-43% -$414K
C icon
1008
Citigroup
C
$222B
$559K 0.02%
12,351
-12,270
-50% -$557K
MCO icon
1009
CALL
Moody's
MCO
$82.8B
$557K 0.02%
+2,000
New +$547K
BIG
1010
CALL
DELISTED
Big Lots, Inc.
BIG
$557K 0.02%
37,900
-9,600
-20% -$165K
CWH icon
1011
CALL
Camping World
CWH
$393M
$556K 0.02%
24,900
-5,700
-19% -$148K
CL icon
1012
Colgate-Palmolive
CL
$73.1B
$555K 0.02%
7,042
-14,432
-67% -$1.08M
SPB icon
1013
CALL
Spectrum Brands
SPB
$2.04B
$554K 0.02%
+9,100
New +$459K
AEO icon
1014
American Eagle Outfitters
AEO
$2.88B
$554K 0.02%
39,671
-21,672
-35% -$278K
PNC icon
1015
CALL
PNC Financial Services
PNC
$99.7B
$553K 0.02%
+3,500
New +$551K
GT icon
1016
CALL
Goodyear
GT
$2B
$552K 0.02%
54,400
+3,500
+7% +$38.2K
EXPD icon
1017
CALL
Expeditors International
EXPD
$22B
$551K 0.02%
5,300
-5,500
-51% -$567K
ALGT icon
1018
PUT
Allegiant Air
ALGT
$2.64B
$551K 0.02%
8,100
+1,400
+21% +$102K
ADP icon
1019
PUT
Automatic Data Processing
ADP
$106B
$549K 0.02%
2,300
+700
+44% +$172K
LUV icon
1020
CALL
Southwest Airlines
LUV
$22B
$549K 0.02%
16,300
-39,000
-71% -$1.41M
QCOM icon
1021
Qualcomm
QCOM
$155B
$548K 0.02%
4,985
-5,781
-54% -$676K
AXON
1022
CALL
Axon Enterprise
AXON
$42.5B
$548K 0.02%
+3,300
New +$522K
CNQ icon
1023
Canadian Natural Resources
CNQ
$99.4B
$547K 0.02%
19,712
-9,032
-31% -$258K
PAGP icon
1024
Plains GP Holdings
PAGP
$5.21B
$546K 0.02%
+43,930
New +$548K
ANF icon
1025
PUT
Abercrombie & Fitch
ANF
$4.42B
$545K 0.02%
23,800
-14,400
-38% -$284K
39 40
41
42 43

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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
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
RB
Rodgers Brothers Harmony, Pennsylvania $866M AUM 30.05% 1-Year Est. Return
OMG
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MCM
Makena Capital Management Menlo Park, California $866M AUM 17.79% 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.