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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
GLO
2051
Clough Global Opportunities Fund
GLO
$250M
$110K ﹤0.01%
+21,736
New +$122K
WTI icon
2052
W&T Offshore
WTI
$534M
$109K ﹤0.01%
+19,523
New +$134K
CDE icon
2053
Coeur Mining
CDE
$15.4B
$107K ﹤0.01%
31,916
+244
+0.8% +$867
GOL
2054
DELISTED
Gol Linhas Aéreas Inteligentes S.A. American Depositary Shares (Each representing Ten Preferred Shares)
GOL
$107K ﹤0.01%
+40,161
New +$131K
FTCH
2055
PUT
DELISTED
Farfetch Limited Class A Ordinary Shares
FTCH
$106K ﹤0.01%
22,500
-26,600
-54% -$185K
SG icon
2056
PUT
Sweetgreen
SG
$766M
$106K ﹤0.01%
+12,400
New +$181K
FCEL icon
2057
FuelCell Energy
FCEL
$1.73B
$105K ﹤0.01%
1,255
-694
-36% -$66.9K
JPC icon
2058
Nuveen Preferred & Income Opportunities Fund
JPC
$2.89B
$104K ﹤0.01%
+14,331
New +$104K
HAPN
2059
CALL
Happen Inc
HAPN
$2.21B
$104K ﹤0.01%
+11,800
New +$122K
MTTR
2060
DELISTED
Matterport, Inc. Class A Common Stock
MTTR
$103K ﹤0.01%
+36,834
New +$118K
PALI icon
2061
Palisade Bio
PALI
$330M
$102K ﹤0.01%
1,313
+1,204
+1,105% +$69.8K
CMRC
2062
CALL
Commerce.com Inc Series 1
CMRC
$258M
$102K ﹤0.01%
11,700
-2,900
-20% -$31.4K
TUP
2063
PUT
DELISTED
Tupperware Brands Corporation
TUP
$102K ﹤0.01%
+24,700
New +$132K
BLUE
2064
DELISTED
bluebird bio
BLUE
$102K ﹤0.01%
+734
New +$103K
YPF icon
2065
YPF
YPF
$206B
$101K ﹤0.01%
+11,018
New +$85K
BINI
2066
DELISTED
Bollinger Innovations
BINI
– –
0
– –
KODK icon
2067
Kodak
KODK
$822M
$100K ﹤0.01%
+32,866
New +$144K
PLTK icon
2068
CALL
Playtika
PLTK
$1.52B
$99.6K ﹤0.01%
11,700
-4,100
-26% -$38K
BKD icon
2069
Brookdale Senior Living
BKD
$3.49B
$99.4K ﹤0.01%
+36,403
New +$136K
BSBR icon
2070
Santander
BSBR
$42.5B
$99.3K ﹤0.01%
+18,429
New +$101K
AMRN
2071
Amarin Corp
AMRN
$299M
$98.4K ﹤0.01%
4,068
-1,382
-25% -$33.2K
ACMR icon
2072
CALL
ACM Research
ACMR
$5.42B
$97.1K ﹤0.01%
+12,600
New +$107K
LICY
2073
DELISTED
Li-Cycle Holdings Corp.
LICY
$97K ﹤0.01%
+2,548
New +$114K
HAPN
2074
Happen Inc
HAPN
$2.21B
$95.9K ﹤0.01%
10,900
-6,907
-39% -$71.2K
ORGN
2075
DELISTED
Origin Materials
ORGN
$95.7K ﹤0.01%
+692
New +$110K
81 82
83
84 85

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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
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QIM
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RB
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OMG
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MCM
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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.