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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
KRE icon
2876
State Street SPDR S&P Regional Banking ETF
KRE
$4.63B
– –
-19,594
Closed -$1.23M
KRNT icon
2877
Kornit Digital
KRNT
$705M
– –
-8,666
Closed -$275K
LAB icon
2878
Standard BioTools
LAB
$340M
– –
-11,564
Closed -$19K
LAD icon
2879
Lithia Motors
LAD
$8.47B
– –
-1,350
Closed -$353K
LDOS icon
2880
CALL
Leidos
LDOS
$14.5B
– –
-2,400
Closed -$242K
LDOS icon
2881
PUT
Leidos
LDOS
$14.5B
– –
-3,500
Closed -$352K
LDUR icon
2882
PIMCO Enhanced Low Duration Active Exchange-Traded Fund
LDUR
$1.37B
– –
-3,682
Closed -$354K
LEG icon
2883
CALL
Leggett & Platt
LEG
$1.34B
– –
-6,500
Closed -$225K
LESL icon
2884
Leslie's
LESL
$8.9M
– –
-835
Closed -$251K
LEVI icon
2885
Levi Strauss
LEVI
$9.44B
– –
-46,251
Closed -$825K
LGMK
2886
DELISTED
LogicMark
LGMK
– –
-22
Closed -$12K
LI icon
2887
Li Auto
LI
$13.4B
– –
-8,868
Closed -$276K
LMFA
2888
DELISTED
LM Funding America
LMFA
– –
-98
Closed -$12K
LNTH icon
2889
Lantheus
LNTH
$6.49B
– –
-3,675
Closed -$243K
LODE icon
2890
Comstock
LODE
$208M
– –
-2,129
Closed -$13K
LOGI icon
2891
PUT
Logitech
LOGI
$14.7B
– –
-7,100
Closed -$370K
CYPH
2892
Cypherpunk Technologies Inc
CYPH
$62.9M
– –
-1,747
Closed -$20K
LRCX icon
2893
Lam Research
LRCX
$367B
– –
-20,440
Closed -$910K
LSTA icon
2894
Lisata Therapeutics
LSTA
$9.02M
– –
-1,217
Closed -$10K
LW icon
2895
Lamb Weston
LW
$7.22B
– –
-4,787
Closed -$374K
LW icon
2896
PUT
Lamb Weston
LW
$7.22B
– –
-3,900
Closed -$279K
MANH icon
2897
Manhattan Associates
MANH
$11.2B
– –
-2,115
Closed -$242K
MATX icon
2898
Matsons
MATX
$6.13B
– –
-6,141
Closed -$448K
MBB icon
2899
iShares MBS ETF
MBB
$38.9B
– –
-7,448
Closed -$726K
MEDP icon
2900
Medpace
MEDP
$16.1B
– –
-2,241
Closed -$335K
114 115
116
117 118

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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 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.