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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
CTMX icon
2176
CytomX Therapeutics
CTMX
$675M
$45.4K ﹤0.01%
+28,365
New +$42K
TCDA
2177
DELISTED
Tricida, Inc. Common Stock
TCDA
$45.1K ﹤0.01%
+294,712
New +$876K
BB icon
2178
BlackBerry
BB
$4.98B
$44.8K ﹤0.01%
13,732
+959
+8% +$4.26K
RAD
2179
CALL
DELISTED
Rite Aid Corporation
RAD
$44.8K ﹤0.01%
+13,400
New +$63.7K
KNDI
2180
Kandi Technologies Group
KNDI
$67.5M
$44.5K ﹤0.01%
+19,346
New +$50.7K
LYG icon
2181
Lloyds Banking Group
LYG
$89.5B
$44K ﹤0.01%
20,002
-55,215
-73% -$114K
DNMR
2182
DELISTED
Danimer Scientific, Inc.
DNMR
$43K ﹤0.01%
+601
New +$56.9K
CERS icon
2183
Cerus
CERS
$433M
$42.4K ﹤0.01%
+11,627
New +$43.8K
HNST icon
2184
The Honest Company
HNST
$402M
$42.4K ﹤0.01%
14,090
+725
+5% +$2.26K
CNSL
2185
DELISTED
Consolidated Communications Holdings, Inc.
CNSL
$42.3K ﹤0.01%
+11,802
New +$52.4K
APRN
2186
DELISTED
Blue Apron Holdings, Inc. Class A Common Stock
APRN
$42.2K ﹤0.01%
+4,235
New +$79.8K
TOPS icon
2187
TOP Ships
TOPS
$3.49M
$41.7K ﹤0.01%
+2,735
New +$112K
XXII
2188
22nd Century Group
XXII
$1.38M
– –
0
– –
RERE
2189
ATRenew
RERE
$939M
$40.7K ﹤0.01%
+14,094
New +$29.6K
SPRO icon
2190
Spero Therapeutics
SPRO
$67.7M
$40.7K ﹤0.01%
+23,523
New +$43.9K
CIG.C icon
2191
CEMIG Ordinary Shares
CIG.C
$9.18B
$40.3K ﹤0.01%
+17,228
New +$43.7K
NKTR icon
2192
Nektar Therapeutics
NKTR
$2.39B
$40K ﹤0.01%
1,180
+269
+30% +$13K
GANX icon
2193
Gain Therapeutics
GANX
$71.7M
$39.9K ﹤0.01%
+12,742
New +$39.8K
BRNS
2194
Barinthus Biotherapeutics
BRNS
$22.8M
$39.8K ﹤0.01%
+16,919
New +$43.1K
SLNO
2195
DELISTED
Soleno Therapeutics
SLNO
$39.5K ﹤0.01%
+19,932
New +$24.8K
ASM
2196
Avino Silver & Gold Mines
ASM
$934M
$39.4K ﹤0.01%
57,861
+43,758
+310% +$28.2K
SRNE
2197
DELISTED
Sorrento Therapeutics, Inc.
SRNE
$38.9K ﹤0.01%
43,868
+3,052
+7% +$4.05K
ENIC icon
2198
Enel Chile
ENIC
$6.14B
$38.8K ﹤0.01%
+17,227
New +$31.7K
TMDI
2199
DELISTED
Titan Medical Inc. Ordinary Shares
TMDI
$38.2K ﹤0.01%
+57,892
New +$30.5K
PVLA
2200
Palvella Therapeutics
PVLA
$1.99B
$38.2K ﹤0.01%
+459
New +$36.9K
86 87
88
89 90

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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.