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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
VRTX icon
1676
Vertex Pharmaceuticals
VRTX
$121B
$261K 0.01%
+903
New +$275K
ARKQ icon
1677
ARK Autonomous Technology & Robotics ETF
ARKQ
$1.9B
$260K 0.01%
+6,351
New +$280K
TW icon
1678
PUT
Tradeweb Markets
TW
$21.4B
$260K 0.01%
+4,000
New +$235K
PANW icon
1679
Palo Alto Networks
PANW
$270B
$259K 0.01%
3,718
-10,096
-73% -$811K
CVCO icon
1680
Cavco Industries
CVCO
$4.22B
$259K 0.01%
+1,146
New +$255K
THC icon
1681
PUT
Tenet Healthcare
THC
$20.5B
$259K 0.01%
+5,300
New +$245K
XLY icon
1682
CALL
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$22.6B
$258K 0.01%
+4,000
New +$279K
RMBS icon
1683
PUT
Rambus
RMBS
$9.87B
$258K 0.01%
+7,200
New +$243K
OKTA icon
1684
Okta
OKTA
$24.7B
$258K 0.01%
3,772
-5,851
-61% -$334K
FND icon
1685
PUT
Floor & Decor
FND
$6.13B
$258K 0.01%
+3,700
New +$269K
DFAU icon
1686
Dimensional US Core Equity Market ETF
DFAU
$12.4B
$258K 0.01%
+9,531
New +$259K
TBF icon
1687
ProShares Short 20+ Year Treasury ETF
TBF
$87.9M
$257K 0.01%
11,341
-7,675
-40% -$173K
INMD icon
1688
CALL
InMode
INMD
$870M
$257K 0.01%
+7,200
New +$250K
SPWR
1689
CALL
DELISTED
SunPower Corporation Common Stock
SPWR
$256K 0.01%
+14,200
New +$291K
STT icon
1690
CALL
State Street
STT
$50.6B
$256K 0.01%
3,300
-1,300
-28% -$95.7K
AOK icon
1691
iShares Core Conservative Allocation ETF
AOK
$788M
$256K 0.01%
+7,616
New +$255K
WEAT icon
1692
Teucrium Wheat Fund
WEAT
$285M
$256K 0.01%
+6,413
New +$266K
TECH icon
1693
Bio-Techne
TECH
$11.2B
$256K 0.01%
3,083
-2,833
-48% -$225K
CNQ icon
1694
CALL
Canadian Natural Resources
CNQ
$99.4B
$255K 0.01%
9,200
-17,800
-66% -$509K
ESGE icon
1695
iShares ESG Aware MSCI EM ETF
ESGE
$6.58B
$255K 0.01%
8,489
-19,578
-70% -$574K
NBIX icon
1696
Neurocrine Biosciences
NBIX
$16.8B
$255K 0.01%
+2,137
New +$250K
WSO icon
1697
Watsco Inc
WSO
$12.7B
$255K 0.01%
1,023
-864
-46% -$227K
CME icon
1698
CME Group
CME
$96.3B
$255K 0.01%
1,517
-46,886
-97% -$8.15M
CRK icon
1699
CALL
Comstock Resources
CRK
$3.89B
$255K 0.01%
+18,600
New +$317K
REMX icon
1700
VanEck Rare Earth/Strategic Metals ETF
REMX
$1.95B
$255K 0.01%
+3,346
New +$293K
66 67
68
69 70

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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.