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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
HAE icon
2851
Haemonetics
HAE
$3.83B
– –
-2,996
Closed -$222K
HBI
2852
DELISTED
Hanesbrands
HBI
– –
-54,546
Closed -$375K
HEDJ icon
2853
WisdomTree Europe Hedged Equity Fund
HEDJ
$1.84B
– –
-13,346
Closed -$415K
HELE icon
2854
Helen of Troy
HELE
$647M
– –
-2,539
Closed -$247K
HGBL icon
2855
Heritage Global
HGBL
$40.3M
– –
-14,608
Closed -$24K
HIBS icon
2856
Direxion Daily S&P 500 High Beta Bear 3X ETF
HIBS
$25.5M
– –
-520
Closed -$615K
HII icon
2857
PUT
Huntington Ingalls Industries
HII
$12.9B
– –
-2,900
Closed -$642K
HL icon
2858
Hecla Mining
HL
$9.52B
– –
-16,003
Closed -$63K
HLN icon
2859
Haleon
HLN
$43.5B
– –
-43,150
Closed -$263K
HMY icon
2860
Harmony Gold Mining
HMY
$9.8B
– –
-167,301
Closed -$407K
HOFVW
2861
DELISTED
Hall of Fame Resort & Entertainment Company Warrant
HOFVW
– –
-12,719
Closed -$1K
RKTO
2862
Rocket One Inc
RKTO
$17.7M
– –
-880
Closed -$8K
HOUS
2863
DELISTED
Anywhere Real Estate
HOUS
– –
-16,442
Closed -$133K
HRL icon
2864
Hormel Foods
HRL
$13.8B
– –
-9,960
Closed -$464K
HSDT icon
2865
Solana Company
HSDT
$97.5M
– –
-1
Closed -$5K
HUBS icon
2866
HubSpot
HUBS
$12.1B
– –
-1,665
Closed -$472K
HUBS icon
2867
PUT
HubSpot
HUBS
$12.1B
– –
-1,000
Closed -$270K
HUIZ
2868
Huize Holding Ltd
HUIZ
$11.6M
– –
-4,265
Closed -$18K
HUM icon
2869
Humana
HUM
$44.1B
– –
-3,425
Closed -$1.8M
HUM icon
2870
PUT
Humana
HUM
$44.1B
– –
-1,900
Closed -$922K
HYG icon
2871
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$15.9B
– –
-70,997
Closed -$5.07M
HYLB icon
2872
Xtrackers USD High Yield Corporate Bond ETF
HYLB
$3.51B
– –
-13,325
Closed -$436K
HYMC icon
2873
Hycroft Mining Holding Corp
HYMC
$1.8B
– –
-1,910
Closed -$12K
HYS icon
2874
PIMCO 0-5 Year High Yield Corporate Bond Index Exchange-Traded Fund
HYS
$1.75B
– –
-3,693
Closed -$323K
IAG icon
2875
IAMGOLD
IAG
$8.2B
– –
-70,775
Closed -$76K
113 114
115
116 117

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BCM
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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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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.