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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
WIW
2076
Western Asset Inflation-Linked Opportunities & Income Fund
WIW
$505M
$95K ﹤0.01%
+10,407
New +$97.3K
BNGO icon
2077
Bionano Genomics
BNGO
$12.3M
$94.8K ﹤0.01%
+108
New +$136K
BBDC icon
2078
Barings BDC
BBDC
$864M
$94.5K ﹤0.01%
+11,592
New +$100K
LGF.A
2079
DELISTED
Lions Gate Entertainment Corp. Class A Voting Shares
LGF.A
$93.7K ﹤0.01%
+16,406
New +$116K
SWBI icon
2080
Smith & Wesson
SWBI
$651M
$93.1K ﹤0.01%
+10,725
New +$113K
COOK icon
2081
Traeger
COOK
$178M
$92.6K ﹤0.01%
+657
New +$110K
ETRN
2082
DELISTED
Equitrans Midstream Corporation Common Stock
ETRN
$90K ﹤0.01%
+13,436
New +$104K
GEVO icon
2083
Gevo
GEVO
$360M
$89.8K ﹤0.01%
47,240
+6,578
+16% +$13.9K
MRSN
2084
DELISTED
Mersana Therapeutics
MRSN
$89.2K ﹤0.01%
+609
New +$103K
ALTO icon
2085
Alto Ingredients
ALTO
$369M
$89K ﹤0.01%
+30,910
New +$110K
HIMX
2086
Himax Technologies
HIMX
$2.19B
$89K ﹤0.01%
14,327
-32,273
-69% -$205K
VNCE icon
2087
Vince Holding Corp
VNCE
$81.3M
$87.2K ﹤0.01%
11,131
-35
-0.3% -$266
AUPH icon
2088
Aurinia Pharmaceuticals
AUPH
$1.91B
$86.5K ﹤0.01%
+20,026
New +$116K
OTLY
2089
Oatly Group
OTLY
$465M
$85.7K ﹤0.01%
2,462
+1,362
+124% +$52K
SENS icon
2090
Senseonics Holdings Inc
SENS
$263M
$85.5K ﹤0.01%
4,150
+2,960
+249% +$68.3K
CVAC
2091
DELISTED
CureVac
CVAC
$85.1K ﹤0.01%
+14,106
New +$104K
NWG icon
2092
NatWest
NWG
$75.4B
$84.8K ﹤0.01%
13,127
+290
+2% +$1.7K
QS icon
2093
QuantumScape Corp
QS
$3.21B
$83K ﹤0.01%
+14,645
New +$108K
FSLY icon
2094
CALL
Fastly Inc
FSLY
$3.55B
$82.7K ﹤0.01%
10,100
-45,700
-82% -$400K
VTNR
2095
CALL
DELISTED
Vertex Energy, Inc
VTNR
$82.5K ﹤0.01%
13,300
-6,400
-32% -$47.8K
CRF
2096
Cornerstone Total Return Fund
CRF
$1.16B
$81.9K ﹤0.01%
+11,768
New +$91.4K
XERS icon
2097
Xeris Biopharma Holdings
XERS
$1.39B
$81.8K ﹤0.01%
+61,470
New +$86.8K
CX icon
2098
Cemex
CX
$17.1B
$81.2K ﹤0.01%
+20,057
New +$80.2K
WIMI
2099
WiMi Hologram Cloud
WIMI
$22.1M
$79.4K ﹤0.01%
+10,736
New +$102K
INFN
2100
DELISTED
Infinera Corporation Common Stock
INFN
$79.3K ﹤0.01%
+11,769
New +$71.4K
82 83
84
85 86

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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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MCM
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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.