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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
-5.13%
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
$3.3B
AUM Growth
+$482M
Cap. Flow
+$754M
Cap. Flow %
22.83%
Top 10 Hldgs %
7.55%
Holding
3,324
New
1,158
Increased
808
Reduced
538
Closed
780

Top Buys

Rank Stock Value
1
IEFA icon
iShares Core MSCI EAFE ETF
IEFA
+$10.3M
2
INTC icon
Intel
INTC
+$9.7M
3
AAPL icon
Apple
AAPL
+$7.99M
4
AAL icon
American Airlines Group
AAL
+$6.09M
5
IBM icon
IBM
IBM
+$5.52M

Top Sells

Rank Stock Value
1
QQQ icon
Invesco QQQ Trust
QQQ
+$7.06M
2
AA icon
Alcoa
AA
+$5.74M
3
NVDA icon
NVIDIA
NVDA
+$5.23M
4
SPY icon
State Street SPDR S&P 500 ETF Trust
SPY
+$4.93M
5
CCL icon
Carnival Corporation Ltd
CCL
+$4.64M

Sector Composition

Rank Sector Weight
1 Technology 3.34%
2 Financials 1.87%
3 Healthcare 1.84%
4 Consumer Discretionary 1.78%
5 Industrials 1.37%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
BDRX
2601
Biodexa Pharmaceuticals
BDRX
$1.28M
– –
0
– -$9K
BDSX icon
2602
Biodesix
BDSX
$228M
– –
-658
Closed -$22K
BEDU
2603
DELISTED
Bright Scholar Education Holdings
BEDU
– –
-4,166
Closed -$12K
BEN icon
2604
PUT
Franklin Resources
BEN
$18.3B
– –
-12,400
Closed -$289K
BHC icon
2605
PUT
Bausch Health
BHC
$2.62B
– –
-26,800
Closed -$224K
BHF icon
2606
PUT
Brighthouse Financial
BHF
$3.55B
– –
-7,900
Closed -$324K
BHR
2607
Braemar Hotels & Resorts
BHR
$148M
– –
-11,018
Closed -$47K
BIIB icon
2608
CALL
Biogen
BIIB
$29.8B
– –
-21,900
Closed -$4.47M
BIIB icon
2609
PUT
Biogen
BIIB
$29.8B
– –
-20,800
Closed -$4.24M
BILL icon
2610
CALL
BILL Holdings
BILL
$4.7B
– –
-5,800
Closed -$638K
BILL icon
2611
PUT
BILL Holdings
BILL
$4.7B
– –
-7,900
Closed -$869K
BIO icon
2612
CALL
Bio-Rad Laboratories Class A
BIO
$8.96B
– –
-800
Closed -$396K
BJDX icon
2613
Bluejay Diagnostics
BJDX
$975K
– –
-1
Closed -$23K
BL icon
2614
BlackLine
BL
$1.92B
– –
-8,997
Closed -$604K
BLD
2615
DELISTED
TopBuild
BLD
– –
-1,546
Closed -$258K
BLDR icon
2616
Builders FirstSource
BLDR
$7.8B
– –
-6,198
Closed -$388K
BMRN icon
2617
BioMarin Pharmaceuticals
BMRN
$11.6B
– –
-8,803
Closed -$730K
BND icon
2618
Vanguard Total Bond Market
BND
$157B
– –
-15,318
Closed -$1.15M
BNED icon
2619
Barnes & Noble Education
BNED
$447M
– –
-135
Closed -$40K
BNTC icon
2620
Benitec Biopharma
BNTC
$417M
– –
-1,428
Closed -$28K
BOND icon
2621
PIMCO Active Bond Exchange-Traded Fund
BOND
$8.43B
– –
-2,371
Closed -$226K
BP icon
2622
PUT
BP
BP
$114B
– –
-40,900
Closed -$1.16M
BRFS
2623
DELISTED
BRF SA
BRFS
– –
-106,563
Closed -$273K
BRX icon
2624
Brixmor Property Group
BRX
$9.68B
– –
-16,373
Closed -$331K
BSBR icon
2625
Santander
BSBR
$43B
– –
-11,635
Closed -$64K
103 104
105
106 107

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OAM
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NOCM
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QIM
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RB
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OMG
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MCM
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NEPWA
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Two Sigma Securities's Q3 2022 Portfolio in Review

As of Q3 2022, Two Sigma Securities held 3,324 positions worth $3.3B, up 17% from $2.82B the previous quarter. Its ten largest holdings account for 7.5% of the portfolio.

Two Sigma Securities deployed $754M of net new capital in Q3 2022, opening 1,158 new positions and adding to 808 existing holdings. Its largest new stake was iShares Core MSCI EAFE ETF: 175,296 shares worth $9.23M.

By sector, the portfolio is most concentrated in Technology at 3.3% of assets, down from 3.6% a quarter earlier, followed by Financials and Healthcare.

On the sell side, the largest reduction was Invesco QQQ Trust, an estimated $7.06M trimmed.

  • Two Sigma Securities's largest Q3 2022 buy was iShares Core MSCI EAFE ETF: 175,296 shares worth $9.23M.
  • Two Sigma Securities added most to Intel in Q3 2022, an estimated $9.7M increase.
  • Two Sigma Securities's biggest Q3 2022 reduction was Invesco QQQ Trust, cutting an estimated $7.06M.
  • Two Sigma Securities fully exited State Street SPDR S&P 500 ETF Trust in Q3 2022, selling an estimated $4.93M.
  • Two Sigma Securities's ten largest holdings make up 7.5% of its $3.3B portfolio in Q3 2022.
  • Two Sigma Securities opened 1,158 new positions and closed 780 in Q3 2022.
  • Two Sigma Securities's portfolio value rose 17% quarter-over-quarter to $3.3B.

Based on Two Sigma Securities's 13F filing for Q3 2022, filed 14 Nov 2022.