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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
UPC icon
3126
Universe Pharmaceuticals Inc
UPC
$2.05M
– –
-5
Closed -$10K
USB icon
3127
US Bancorp
USB
$98.2B
– –
-4,580
Closed -$212K
USFD icon
3128
US Foods
USFD
$22.2B
– –
-9,520
Closed -$292K
USO icon
3129
United States Oil Fund
USO
$2.15B
– –
-5,741
Closed -$461K
UTHR icon
3130
United Therapeutics
UTHR
$25.8B
– –
-3,135
Closed -$739K
UUP icon
3131
Invesco DB US Dollar Index Bullish Fund
UUP
$420M
– –
-15,204
Closed -$425K
UVXY icon
3132
ProShares Ultra VIX Short-Term Futures ETF
UVXY
$224M
– –
-108
Closed -$391K
VALE icon
3133
Vale
VALE
$64.1B
– –
-12,774
Closed -$187K
VANI icon
3134
Vivani Medical
VANI
$110M
– –
-3,620
Closed -$22K
VEEV icon
3135
PUT
Veeva Systems
VEEV
$33.1B
– –
-6,000
Closed -$1.19M
VGK icon
3136
Vanguard FTSE Europe ETF
VGK
$30.7B
– –
-43,835
Closed -$2.31M
VGT icon
3137
Vanguard Information Technology ETF
VGT
$139B
– –
-9,416
Closed -$384K
VIAV icon
3138
Viavi Solutions
VIAV
$9.12B
– –
-12,242
Closed -$162K
VIS icon
3139
Vanguard Industrials ETF
VIS
$8.1B
– –
-1,635
Closed -$267K
VLY icon
3140
Valley National Bancorp
VLY
$7.9B
– –
-35,083
Closed -$365K
VNQ icon
3141
Vanguard Real Estate ETF
VNQ
$39.2B
– –
-7,863
Closed -$716K
VOC icon
3142
VOC Energy
VOC
$50.7M
– –
-10,945
Closed -$71K
VONV icon
3143
Vanguard Russell 1000 Value ETF
VONV
$20.7B
– –
-7,009
Closed -$445K
VOX icon
3144
Vanguard Communication Services ETF
VOX
$5.59B
– –
-26,213
Closed -$2.46M
VOYA icon
3145
CALL
Voya Financial
VOYA
$9.01B
– –
-5,900
Closed -$351K
VRTX icon
3146
Vertex Pharmaceuticals
VRTX
$121B
– –
-1,309
Closed -$377K
VRTS icon
3147
Virtus Investment Partners
VRTS
$1.06B
– –
-1,205
Closed -$206K
VSXY
3148
Victoria's Secret
VSXY
$7.05B
– –
-13,772
Closed -$464K
VSTM icon
3149
Verastem
VSTM
$510M
– –
-1,328
Closed -$18K
VTLE
3150
DELISTED
Vital Energy
VTLE
– –
-5,771
Closed -$411K
124 125
126
127 128

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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.