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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
RJA
3501
DELISTED
AB Svensk Ekportkredit ELEMENTS Linked to the Rogers International Commodity Index-Agriculture Total Return
RJA
– –
-57,732
Closed -$525K
RJI
3502
DELISTED
AB Svensk Ekportkredit ELEMENTS Linked to the Rogers International Commodity Index-Total Return
RJI
– –
-10,922
Closed -$86K
IPOD
3503
DELISTED
Social Capital Hedosophia Holdings Corp. IV
IPOD
– –
-15,158
Closed -$152K
IPOF
3504
DELISTED
Social Capital Hedosophia Holdings Corp. VI
IPOF
– –
-17,644
Closed -$176K
MF
3505
DELISTED
Missfresh Limited American Depositary Shares
MF
– –
-863
Closed -$2K
HYT.RT
3506
DELISTED
BlackRock Corporate High Yield Fund, Inc. Rights (expiring October 13, 2022)
HYT.RT
– –
-10,760
Closed –
GBT
3507
DELISTED
Global Blood Therapeutics, Inc.
GBT
– –
-3,559
Closed -$242K
VYGG
3508
DELISTED
Vy Global Growth
VYGG
– –
-73,532
Closed -$738K
AMPE
3509
DELISTED
Ampio Pharmaceuticals Inc.
AMPE
– –
-91
Closed -$2K
CTXS
3510
DELISTED
Citrix Systems Inc
CTXS
– –
-2,916
Closed -$303K
XELA
3511
DELISTED
Exela Technologies, Inc. Common Stock
XELA
– –
-66
Closed -$6K
PTE
3512
DELISTED
PolarityTE, Inc. Common Stock
PTE
– –
-19,317
Closed -$17K
BXRX
3513
DELISTED
Baudax Bio, Inc. Common Stock
BXRX
– –
-1,014
Closed -$10K
ESTE
3514
DELISTED
Earthstone Energy Inc. Class A Common Stock
ESTE
– –
-12,203
Closed -$150K
ATVI
3515
DELISTED
Activision Blizzard
ATVI
– –
-7,221
Closed -$537K
HIBB
3516
DELISTED
Hibbett, Inc. Common Stock
HIBB
– –
-4,598
Closed -$287K
CHIX
3517
DELISTED
Global X MSCI China Financials ETF
CHIX
– –
-10,603
Closed -$115K
EVK
3518
DELISTED
Ever-Glory International Group, Inc.
EVK
– –
-21,269
Closed -$18K
IMH
3519
DELISTED
Impac Mortgage Holdings Inc.
IMH
– –
-13,836
Closed -$4K
RNWK
3520
DELISTED
RealNetworks Inc
RNWK
– –
-66,630
Closed -$46K
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.