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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
CLVS
3476
DELISTED
Clovis Oncology, Inc.
CLVS
– –
-26,054
Closed -$31K
HTGM
3477
DELISTED
HTG Molecular Diagnostics, Inc. Common Stock
HTGM
– –
-1,806
Closed -$13K
NH
3478
DELISTED
NantHealth, Inc
NH
– –
-781
Closed -$3K
WBEV
3479
DELISTED
Winc, Inc.
WBEV
– –
-10,691
Closed -$10K
VENAR
3480
DELISTED
Venus Acquisition Corporation Rights
VENAR
– –
-14,738
Closed -$4K
SWCH
3481
DELISTED
Switch, Inc. Class A Common Stock
SWCH
– –
-13,661
Closed -$460K
CND.WS
3482
DELISTED
Concord Acquisition Corp. Warrants, each whole warrant exercisable for one share of Class A Common Stock at an exercise price of $11.50
CND.WS
– –
-14,122
Closed -$8K
AGTC
3483
DELISTED
Applied Genetic Technologies Corporation
AGTC
– –
-25,296
Closed -$7K
EQOS
3484
DELISTED
EQONEX LIMITED Ordinary Shares
EQOS
– –
-10,950
Closed -$4K
SECO
3485
DELISTED
Secoo Holding Limited ADR
SECO
– –
-2,078
Closed -$7K
CLR
3486
CALL
DELISTED
CONTINENTAL RESOURCES INC.
CLR
– –
-12,700
Closed -$848K
CLR
3487
PUT
DELISTED
CONTINENTAL RESOURCES INC.
CLR
– –
-4,900
Closed -$327K
SMTS
3488
DELISTED
Sierra Metals Inc. Common Stock
SMTS
– –
-12,814
Closed -$6K
ESSCW
3489
DELISTED
East Stone Acquisition Corporation Warrant
ESSCW
– –
-11,032
Closed -$1K
CFMS
3490
DELISTED
Conformis, Inc. Common Stock
CFMS
– –
-604
Closed -$3K
QNGY
3491
DELISTED
Quanergy Systems, Inc.
QNGY
– –
-3,628
Closed -$15K
TMBR
3492
DELISTED
Timber Pharmaceuticals, Inc.
TMBR
– –
-6,513
Closed -$39K
FHS
3493
DELISTED
First High-School Education Group Co., Ltd. American Depositary Shares (each representing three (3) Class A Ordinary Shares)
FHS
– –
-19,756
Closed -$12K
FNHC
3494
DELISTED
FedNat Holding Company Common Stock
FNHC
– –
-12,795
Closed -$1K
DBGI
3495
Digital Brands Group
DBGI
$6.9M
– –
0
– -$2K
QTNT
3496
DELISTED
Quotient Limited Ordinary Shares
QTNT
– –
-393
Closed -$2K
USWSW
3497
DELISTED
U.S. Well Services, Inc. Warrants
USWSW
– –
-22,277
Closed -$1K
BENER
3498
DELISTED
Benessere Capital Acquisition Corp. Right
BENER
– –
-23,197
Closed -$3K
ENPC.WS
3499
DELISTED
Executive Network Partnering Corporation Warrants, each whole warrant exercisable for one share of Class A common stock at an exercise price of $11.50
ENPC.WS
– –
-12,034
Closed -$11K
LFTRW
3500
DELISTED
Lefteris Acquisition Corp. Warrant
LFTRW
– –
-10,368
Closed –
137 138 139
140
141

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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.