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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
GES
2826
PUT
DELISTED
Guess Inc
GES
– –
-12,400
Closed -$182K
GERN icon
2827
Geron
GERN
$789M
– –
-16,546
Closed -$39K
GFS icon
2828
PUT
GlobalFoundries
GFS
$27.7B
– –
-4,300
Closed -$208K
GIGM icon
2829
GigaMedia
GIGM
$15.3M
– –
-10,648
Closed -$13K
GLDM icon
2830
SPDR Gold MiniShares Trust
GLDM
$27.5B
– –
-6,116
Closed -$202K
GLMD icon
2831
Galmed Pharmaceuticals
GLMD
$5.06M
– –
-103
Closed -$6K
GNK icon
2832
Genco Shipping & Trading
GNK
$1.12B
– –
-15,523
Closed -$195K
GNPX icon
2833
Genprex
GNPX
$2.94M
– –
0
– -$20K
GNR icon
2834
State Street SPDR S&P Global Natural Resources ETF
GNR
$4.79B
– –
-7,071
Closed -$350K
GOGL
2835
DELISTED
Golden Ocean Group
GOGL
– –
-14,321
Closed -$107K
GORO icon
2836
Goldgroup Mining Inc.
GORO
$157M
– –
-11,590
Closed -$19K
GPK icon
2837
Graphic Packaging
GPK
$3.2B
– –
-12,095
Closed -$239K
GPRO icon
2838
PUT
GoPro
GPRO
$127M
– –
-43,200
Closed -$213K
GRAB icon
2839
Grab
GRAB
$14.2B
– –
-48,670
Closed -$128K
GRNQ icon
2840
Greenpro Capital
GRNQ
$20.8M
– –
-17,446
Closed -$23K
GRWG icon
2841
GrowGeneration
GRWG
$87.1M
– –
-12,223
Closed -$58.3K
GRWG icon
2842
PUT
GrowGeneration
GRWG
$87.1M
– –
-16,300
Closed -$57K
GSG icon
2843
iShares S&P GSCI Commodity-Indexed Trust
GSG
$998M
– –
-10,072
Closed -$207K
GSIE icon
2844
Goldman Sachs ActiveBeta International Equity ETF
GSIE
$6.01B
– –
-10,499
Closed -$260K
GSY icon
2845
Invesco Ultra Short Duration ETF
GSY
$3.86B
– –
-9,577
Closed -$473K
GUNR icon
2846
FlexShares Global Upstream Natural Resources Index Fund
GUNR
$7.22B
– –
-22,568
Closed -$848K
GWRE icon
2847
CALL
Guidewire Software
GWRE
$12.7B
– –
-4,200
Closed -$259K
GWW icon
2848
W.W. Grainger
GWW
$65.6B
– –
-1,326
Closed -$748K
GXC icon
2849
State Street SPDR S&P China ETF
GXC
$460M
– –
-3,007
Closed -$213K
GYLD icon
2850
Arrow Dow Jones Global Yield ETF
GYLD
$36.8M
– –
-10,065
Closed -$121K
112 113
114
115 116

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BCM
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OAM
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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.