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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
THMO
3401
DELISTED
ThermoGenesis Holdings, Inc. Common Stock
THMO
– –
-526
Closed -$6K
BREZ
3402
DELISTED
Breeze Holdings Acquisition Corp. Common Stock
BREZ
– –
-15,986
Closed -$166K
ENG
3403
DELISTED
ENGlobal Corp
ENG
– –
-1,965
Closed -$20K
TRVN
3404
DELISTED
Trevena, Inc.
TRVN
– –
-100
Closed -$10K
TTOO
3405
DELISTED
T2 Biosystems, Inc
TTOO
– –
-12
Closed -$7K
AWH
3406
DELISTED
Aspira Women's Health Inc. Common Stock
AWH
– –
-1,127
Closed -$6K
VINO
3407
DELISTED
Gaucho Group Holdings, Inc. Common Stock
VINO
– –
-20
Closed -$5K
CBD
3408
DELISTED
Companhia Brasileira de Distribuicao
CBD
– –
-25,207
Closed -$89K
SCTL
3409
DELISTED
Societal CDMO, Inc. Common Stock
SCTL
– –
-10,136
Closed -$17K
AAU
3410
DELISTED
Almaden Minerals Ltd
AAU
– –
-33,701
Closed -$7K
CPE
3411
DELISTED
Callon Petroleum Company
CPE
– –
-22,686
Closed -$932K
SOLO
3412
DELISTED
Electrameccanica Vehicles Corp. Ltd.
SOLO
– –
-31,192
Closed -$38K
AYX
3413
PUT
DELISTED
Alteryx Inc
AYX
– –
-5,500
Closed -$307K
SPLK
3414
DELISTED
Splunk Inc
SPLK
– –
-6,146
Closed -$496K
BTTX
3415
DELISTED
Better Therapeutics, Inc. Common Stock
BTTX
– –
-11,064
Closed -$19K
SAGA
3416
DELISTED
Sagaliam Acquisition Corp. Class A Common Stock
SAGA
– –
-14,022
Closed -$140K
EXPR
3417
DELISTED
Express, Inc.
EXPR
– –
-4,385
Closed -$96K
NEPT
3418
DELISTED
Neptune Wellness Solutions Inc. Ordinary Shares
NEPT
– –
-710
Closed -$43K
MDRX
3419
DELISTED
Veradigm Inc. Common Stock
MDRX
– –
-18,880
Closed -$288K
FRLN
3420
DELISTED
Freeline Therapeutics Holdings plc American Depositary Shares
FRLN
– –
-792
Closed -$8K
JT
3421
DELISTED
Jianpu Technology Inc. American Depositary Shares, each representing twenty Class A Ordinary Shares
JT
– –
-12,576
Closed -$20K
NVTA
3422
DELISTED
Invitae Corporation
NVTA
– –
-29,672
Closed -$73K
TSP
3423
CALL
DELISTED
TuSimple Holdings Inc. Class A Common Stock
TSP
– –
-16,200
Closed -$123K
SRC
3424
DELISTED
SPIRIT REALTY CAPITAL, INC.
SRC
– –
-10,647
Closed -$385K
LTHM
3425
DELISTED
Livent Corporation
LTHM
– –
-10,790
Closed -$295K
135 136
137
138 139

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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.