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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
VTRS icon
3151
Viatris
VTRS
$20.4B
– –
-14,632
Closed -$144K
VUSB icon
3152
Vanguard Ultra-Short Bond ETF
VUSB
$8.94B
– –
-5,578
Closed -$274K
VYMI icon
3153
Vanguard International High Dividend Yield ETF
VYMI
$20.6B
– –
-4,701
Closed -$277K
YARW
3154
Yarrow Bioscience, Inc. Common Stock
YARW
$23.4M
– –
-142
Closed -$50K
VYX icon
3155
NCR Voyix
VYX
$1.14B
– –
-13,373
Closed -$255K
WAT icon
3156
PUT
Waters Corp
WAT
$37B
– –
-1,000
Closed -$331K
WCLD
3157
WisdomTree Cloud Computing Fund
WCLD
$271M
– –
-7,165
Closed -$201K
WEAT icon
3158
Teucrium Wheat Fund
WEAT
$285M
– –
-3,087
Closed -$140K
WEC icon
3159
PUT
WEC Energy
WEC
$35.7B
– –
-2,000
Closed -$201K
WES icon
3160
Western Midstream Partners
WES
$19.2B
– –
-17,869
Closed -$434K
WEX icon
3161
CALL
WEX
WEX
$6.37B
– –
-1,300
Closed -$202K
WPRT
3162
Westport Fuel Systems
WPRT
$33.4M
– –
-4,602
Closed -$46K
WRAP icon
3163
Wrap Technologies
WRAP
$103M
– –
-13,577
Closed -$25K
WSM icon
3164
CALL
Williams-Sonoma
WSM
$26.9B
– –
-7,600
Closed -$422K
WSM icon
3165
PUT
Williams-Sonoma
WSM
$26.9B
– –
-16,000
Closed -$888K
WTM icon
3166
White Mountains Insurance
WTM
$5.2B
– –
-318
Closed -$396K
WTRG icon
3167
Essential Utilities
WTRG
$11.3B
– –
-11,900
Closed -$546K
WW
3168
DELISTED
WW International
WW
– –
-13,183
Closed -$79.9K
WW
3169
PUT
DELISTED
WW International
WW
– –
-10,400
Closed -$66K
WY icon
3170
Weyerhaeuser
WY
$18B
– –
-10,794
Closed -$357K
XBI icon
3171
State Street SPDR S&P Biotech ETF
XBI
$9.95B
– –
-10,742
Closed -$906K
XEL icon
3172
CALL
Xcel Energy
XEL
$48.8B
– –
-3,000
Closed -$212K
XELB icon
3173
Xcel Brands
XELB
$7.27M
– –
-1,110
Closed -$13K
XES icon
3174
State Street SPDR S&P Oil & Gas Equipment & Services ETF
XES
$374M
– –
-4,307
Closed -$257K
XLB icon
3175
State Street Materials Select Sector SPDR ETF
XLB
$8.5B
– –
-5,454
Closed -$201K
125 126
127
128 129

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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.