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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
+97.03%
10 Year Est. Return
+293.07%
AUM
$3.3B
AUM Growth
+$482M
Cap. Flow
+$755M
Cap. Flow %
22.83%
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 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
LPLA icon
1751
LPL Financial
LPLA
$28.3B
$246K 0.01%
1,127
-139
-11% -$29.6K
PTLO icon
1752
CALL
Portillo's
PTLO
$338M
$246K 0.01%
+12,500
New +$275K
TT icon
1753
CALL
Trane Technologies
TT
$106B
$246K 0.01%
+1,700
New +$254K
CNK icon
1754
CALL
Cinemark Holdings
CNK
$4.38B
$245K 0.01%
+20,200
New +$316K
COIN icon
1755
CALL
Coinbase
COIN
$39.5B
$245K 0.01%
3,800
-139,600
-97% -$9.75M
GDOT icon
1756
PUT
Green Dot
GDOT
$764M
$245K 0.01%
+12,900
New +$297K
GGB icon
1757
Gerdau
GGB
$10.1B
$245K 0.01%
68,306
-103,957
-60% -$378K
HELE icon
1758
Helen of Troy
HELE
$689M
$245K 0.01%
+2,539
New +$326K
PFSI icon
1759
PUT
PennyMac Financial
PFSI
$3.94B
$245K 0.01%
+5,700
New +$298K
QSR icon
1760
CALL
Restaurant Brands International
QSR
$25.8B
$245K 0.01%
4,600
-1,400
-23% -$79.1K
SPHY icon
1761
State Street SPDR Portfolio High Yield Bond ETF
SPHY
$11.6B
$245K 0.01%
+11,233
New +$259K
ZS icon
1762
Zscaler
ZS
$26.1B
$244K 0.01%
1,487
-669
-31% -$109K
DJP icon
1763
iPath Bloomberg Commodity Index Total Return ETN due 12 June 2036
DJP
$783M
$243K 0.01%
7,375
-8,291
-53% -$290K
NTAP icon
1764
NetApp
NTAP
$36.6B
$243K 0.01%
+3,935
New +$274K
PK icon
1765
Park Hotels & Resorts
PK
$3.01B
$243K 0.01%
+21,591
New +$307K
QABA icon
1766
First Trust NASDAQ ABA Community Bank Index Fund
QABA
$94.5M
$243K 0.01%
+4,825
New +$256K
VNQI icon
1767
Vanguard Global ex-US Real Estate ETF
VNQI
$3.53B
$243K 0.01%
+6,356
New +$276K
AVAV icon
1768
CALL
AeroVironment
AVAV
$8.51B
$242K 0.01%
+2,900
New +$259K
EQR icon
1769
CALL
Equity Residential
EQR
$25.4B
$242K 0.01%
3,600
-700
-16% -$51.8K
FNDX icon
1770
Schwab Fundamental US Large Company Index ETF
FNDX
$27.2B
$242K 0.01%
+15,210
New +$268K
STIP icon
1771
iShares 0-5 Year TIPS Bond ETF
STIP
$15.8B
$242K 0.01%
+2,519
New +$252K
TROW icon
1772
PUT
T. Rowe Price
TROW
$24.5B
$242K 0.01%
2,300
-5,100
-69% -$608K
FSR
1773
CALL
DELISTED
Fisker Inc.
FSR
$242K 0.01%
+32,100
New +$290K
MMP
1774
DELISTED
Magellan Midstream Partners, L.P.
MMP
$242K 0.01%
+5,096
New +$256K
GBT
1775
DELISTED
Global Blood Therapeutics, Inc.
GBT
$242K 0.01%
+3,559
New +$196K
69 70
71
72 73

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OAM
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WFAL
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NOCM
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QIM
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OMG
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MCM
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EI
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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 $755M 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 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.