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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
PHYS icon
2976
Sprott Physical Gold
PHYS
$14.6B
– –
-19,437
Closed -$276K
PINS icon
2977
Pinterest
PINS
$13.4B
– –
-16,871
Closed -$370K
PLAY icon
2978
Dave & Buster's
PLAY
$377M
– –
-9,542
Closed -$357K
PLBY icon
2979
CALL
Playboy Inc
PLBY
$128M
– –
-14,100
Closed -$90K
PLTR icon
2980
Palantir
PLTR
$295B
– –
-27,410
Closed -$244K
PMT
2981
PennyMac Mortgage Investment
PMT
$822M
– –
-22,456
Closed -$311K
POOL icon
2982
Pool Corp
POOL
$6.75B
– –
-1,684
Closed -$601K
PPG icon
2983
PUT
PPG Industries
PPG
$24.6B
– –
-3,000
Closed -$343K
PPLT
2984
abrdn Physical Platinum Shares ETF
PPLT
$1.88B
– –
-32,320
Closed -$269K
PRGO icon
2985
CALL
Perrigo
PRGO
$1.4B
– –
-10,400
Closed -$422K
PRGO icon
2986
PUT
Perrigo
PRGO
$1.4B
– –
-5,100
Closed -$207K
PRPO icon
2987
Precipio
PRPO
$38.7M
– –
-703
Closed -$15K
PRQR icon
2988
ProQR Therapeutics
PRQR
$243M
– –
-27,821
Closed -$22K
PSEC icon
2989
Prospect Capital
PSEC
$1.07B
– –
-10,048
Closed -$70K
PSNY icon
2990
Polestar Automotive Holding UK
PSNY
$2.09B
– –
-554
Closed -$146K
P
2991
PUT
Everpure Inc
P
$25.7B
– –
-15,100
Closed -$388K
PTGX icon
2992
Protagonist Therapeutics
PTGX
$8.79B
– –
-12,540
Closed -$99K
PXF icon
2993
Invesco FTSE RAFI Developed Markets ex-US ETF
PXF
$2.89B
– –
-5,846
Closed -$233K
PXJ icon
2994
Invesco Oil & Gas Services ETF
PXJ
$65.9M
– –
-7,551
Closed -$143K
PZA icon
2995
Invesco National AMT-Free Municipal Bond ETF
PZA
$4.22B
– –
-16,850
Closed -$395K
PZG icon
2996
Paramount Gold Nevada
PZG
$96.1M
– –
-29,156
Closed -$13K
PZZA icon
2997
Papa John's
PZZA
$984M
– –
-6,941
Closed -$589K
QDEL icon
2998
QuidelOrtho
QDEL
$1.14B
– –
-2,569
Closed -$230K
QNRX
2999
Quoin Pharmaceuticals
QNRX
$8.94M
– –
-3
Closed -$7K
QSR icon
3000
Restaurant Brands International
QSR
$25.7B
– –
-10,568
Closed -$597K
118 119
120
121 122

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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.