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TSS

Two Sigma Securities Portfolio holdings

AUM $1.16B
1-Year Est. Return 36.23%
This Fund
S&P 500
This Quarter Est. Return
-5.13%
1 Year Est. Return
+36.23%
3 Year Est. Return
+108.69%
5 Year Est. Return
+124.54%
10 Year Est. Return
+352.99%
AUM
$3.3B
AUM Growth
+$482M
Cap. Flow
+$191M
Cap. Flow %
5.79%
Top 10 Hldgs %
7.55%
Holding
3,324
New
1,158
Increased
808
Reduced
538
Closed
778

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 Miscellaneous 84.83%
2 Technology 3.34%
3 Financials 1.87%
4 Healthcare 1.85%
5 Consumer Discretionary 1.78%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
WELL icon
1151
PUT
Welltower
WELL
$165B
$470K 0.01%
+7,300
New +$571K
BAC icon
1152
Bank of America
BAC
$404B
$469K 0.01%
15,520
+1,366
+10% +$45.7K
DBEF icon
1153
Xtrackers MSCI EAFE Hedged Equity ETF
DBEF
$9.21B
$469K 0.01%
+13,995
New +$499K
IYH icon
1154
iShares US Healthcare ETF
IYH
$3.67B
$469K 0.01%
+9,265
New +$500K
BDX icon
1155
PUT
Becton Dickinson
BDX
$49.3B
$468K 0.01%
+2,100
New +$523K
VCLT icon
1156
Vanguard Long-Term Corporate Bond ETF
VCLT
$8.85B
$468K 0.01%
+6,389
New +$518K
DLR icon
1157
Digital Realty Trust
DLR
$67.6B
$466K 0.01%
4,696
-999
-18% -$123K
IVV icon
1158
CALL
iShares Core S&P 500 ETF
IVV
$843B
$466K 0.01%
+1,300
New +$519K
TDC icon
1159
PUT
Teradata
TDC
$2.69B
$466K 0.01%
+15,000
New +$524K
ACWI icon
1160
iShares MSCI ACWI ETF
ACWI
$32.9B
$465K 0.01%
5,977
+752
+14% +$65K
CG icon
1161
PUT
Carlyle Group
CG
$14.3B
$465K 0.01%
18,000
+10,700
+147% +$352K
OVV icon
1162
CALL
Ovintiv
OVV
$17.3B
$465K 0.01%
10,100
-23,000
-69% -$1.1M
VST icon
1163
Vistra
VST
$47.2B
$465K 0.01%
22,124
+1,443
+7% +$34.9K
ZION icon
1164
CALL
Zions Bancorporation
ZION
$9.52B
$463K 0.01%
+9,100
New +$498K
SPLK
1165
DELISTED
Splunk Inc
SPLK
$462K 0.01%
6,146
+1,331
+28% +$130K
EXC icon
1166
CALL
Exelon
EXC
$43.3B
$461K 0.01%
12,300
+2,200
+22% +$97.3K
JACK icon
1167
Jack in the Box
JACK
$250M
$461K 0.01%
+6,228
New +$472K
KEYS icon
1168
Keysight
KEYS
$57B
$460K 0.01%
+2,922
New +$468K
PLL
1169
PUT
DELISTED
Piedmont Lithium
PLL
$460K 0.01%
+8,600
New +$443K
SWCH
1170
DELISTED
Switch, Inc. Class A Common Stock
SWCH
$460K 0.01%
+13,661
New +$463K
MMM icon
1171
3M
MMM
$85.6B
$459K 0.01%
4,967
+2,937
+145% +$322K
CSGP icon
1172
CoStar Group
CSGP
$11.8B
$458K 0.01%
+6,581
New +$457K
LEG
1173
PUT
DELISTED
Leggett & Platt
LEG
$458K 0.01%
+13,800
New +$524K
NWL icon
1174
PUT
Newell Brands
NWL
$2.33B
$458K 0.01%
+33,000
New +$616K
ED icon
1175
Consolidated Edison
ED
$39B
$457K 0.01%
+5,331
New +$514K
45 46
47
48 49

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CIA
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OWA
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FFS
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MFA
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PGCM
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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 $191M 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 Miscellaneous at 85% of assets, down from 86% a quarter earlier, followed by Technology and Financials.

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 778 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.