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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
CIEN icon
1326
PUT
Ciena
CIEN
$49.5B
$388K 0.01%
+9,600
New +$461K
PAG icon
1327
Penske Automotive Group
PAG
$14B
$388K 0.01%
3,943
+144
+4% +$16.1K
SCHW
1328
CALL
Charles Schwab
SCHW
$182B
$388K 0.01%
5,400
+1,100
+26% +$76.4K
BXMT icon
1329
Blackstone Mortgage Trust
BXMT
$2.24B
$386K 0.01%
+16,528
New +$479K
LNT icon
1330
Alliant Energy
LNT
$17B
$386K 0.01%
+7,277
New +$439K
RGR icon
1331
PUT
Sturm, Ruger & Co
RGR
$654M
$386K 0.01%
7,600
+300
+4% +$17.3K
ONON icon
1332
PUT
On Holding
ONON
$9.11B
$385K 0.01%
24,000
+10,500
+78% +$209K
SRC
1333
DELISTED
SPIRIT REALTY CAPITAL, INC.
SRC
$385K 0.01%
+10,647
New +$442K
STPZ icon
1334
PIMCO 1-5 Year US TIPS Index Exchange-Traded Fund
STPZ
$516M
$384K 0.01%
7,768
+3,662
+89% +$189K
IONS icon
1335
Ionis Pharmaceuticals
IONS
$7.39B
$383K 0.01%
8,670
+2,097
+32% +$88.4K
PGR icon
1336
CALL
Progressive
PGR
$124B
$383K 0.01%
+3,300
New +$397K
TER icon
1337
Teradyne
TER
$58.1B
$383K 0.01%
5,101
+1,076
+27% +$98.1K
BG icon
1338
Bunge Global
BG
$22.2B
$382K 0.01%
4,622
+332
+8% +$30.9K
ILMN icon
1339
PUT
Illumina
ILMN
$36.2B
$382K 0.01%
2,056
-2,981
-59% -$590K
NVRO
1340
PUT
DELISTED
NEVRO CORP.
NVRO
$382K 0.01%
+8,200
New +$381K
SGEN
1341
DELISTED
Seagen Inc. Common Stock
SGEN
$382K 0.01%
+2,791
New +$455K
HZO icon
1342
CALL
MarineMax
HZO
$1.16B
$381K 0.01%
+12,800
New +$479K
STLD icon
1343
Steel Dynamics
STLD
$33.7B
$381K 0.01%
5,365
-8,093
-60% -$613K
BKE icon
1344
CALL
Buckle
BKE
$2.08B
$380K 0.01%
+12,000
New +$377K
BURL icon
1345
CALL
Burlington
BURL
$14.9B
$380K 0.01%
3,400
-2,200
-39% -$320K
EWT icon
1346
iShares MSCI Taiwan ETF
EWT
$12.1B
$380K 0.01%
8,816
+2,747
+45% +$136K
HBI
1347
DELISTED
Hanesbrands
HBI
$380K 0.01%
+54,546
New +$536K
HBI
1348
CALL
DELISTED
Hanesbrands
HBI
$379K 0.01%
54,500
+39,300
+259% +$386K
PEN icon
1349
CALL
Penumbra
PEN
$12.5B
$379K 0.01%
2,000
– –
ALLY icon
1350
CALL
Ally Financial
ALLY
$12.2B
$378K 0.01%
13,600
+4,400
+48% +$146K
52 53
54
55 56

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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.