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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
BLNE
3376
Beeline Holdings
BLNE
$31.1M
– –
-64
Closed -$4K
FNGA
3377
DELISTED
MicroSectors FANG+ Index 3X Leveraged ETNs due January 8, 2038
FNGA
– –
-1,002
Closed -$59K
EQC
3378
DELISTED
Equity Commonwealth
EQC
– –
-13,757
Closed -$335K
NVRO
3379
CALL
DELISTED
NEVRO CORP.
NVRO
– –
-10,600
Closed -$494K
NVRO
3380
PUT
DELISTED
NEVRO CORP.
NVRO
– –
-8,200
Closed -$382K
DM
3381
DELISTED
Desktop Metal, Inc.
DM
– –
-1,840
Closed -$48K
ATXI
3382
DELISTED
Avenue Therapeutics, Inc. Common Stock
ATXI
– –
-189
Closed -$143K
BEST
3383
DELISTED
BEST Inc. American Depositary Shares, each representing twenty (20) Class A Ordinary Shares
BEST
– –
-8,767
Closed -$24K
MTTR
3384
CALL
DELISTED
Matterport, Inc. Class A Common Stock
MTTR
– –
-45,000
Closed -$171K
MTTR
3385
PUT
DELISTED
Matterport, Inc. Class A Common Stock
MTTR
– –
-14,800
Closed -$56K
NKLA
3386
DELISTED
Nikola Corporation Common Stock
NKLA
– –
-1,677
Closed -$177K
SNAX
3387
DELISTED
Stryve Foods, Inc. Class A Common Stock
SNAX
– –
-4,369
Closed -$35K
VINC
3388
DELISTED
Vincerx Pharma, Inc. Common Stock
VINC
– –
-1,339
Closed -$37K
FRES
3389
DELISTED
Fresh2 Group Limited American Depositary Shares
FRES
– –
-133
Closed -$4K
LEV
3390
DELISTED
The Lion Electric Company
LEV
– –
-13,536
Closed -$39K
SAVE
3391
DELISTED
Spirit Airlines, Inc.
SAVE
– –
-39,502
Closed -$743K
LILM
3392
DELISTED
Lilium N.V. Class A Ordinary Shares
LILM
– –
-12,868
Closed -$29K
JWSM.WS
3393
DELISTED
Jaws Mustang Acquisition Corp. Redeemable Warrants, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50
JWSM.WS
– –
-17,617
Closed -$2K
NTBL
3394
DELISTED
Notable Labs, Ltd. Ordinary Shares
NTBL
– –
-1,776
Closed -$10K
ME
3395
DELISTED
23andMe Holding Co
ME
– –
-2,816
Closed -$161K
VTNR
3396
PUT
DELISTED
Vertex Energy, Inc
VTNR
– –
-47,900
Closed -$298K
EGIO
3397
DELISTED
Edgio, Inc. Common Stock
EGIO
– –
-655
Closed -$73K
DNA.WS
3398
DELISTED
Ginkgo Bioworks Holdings, Inc. Warrants, each whole warrant exercisable to purchase one-fortieth (1/40th) of a share of Class A Common Stock at an exercise price of $460.00 per share
DNA.WS
– –
-20,700
Closed -$15K
TWOU
3399
DELISTED
2U Inc
TWOU
– –
-489
Closed -$92K
EFTR
3400
DELISTED
eFFECTOR Therapeutics, Inc. Common Stock
EFTR
– –
-648
Closed -$9K
134 135
136
137 138

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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.