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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
BMY icon
226
CALL
Bristol-Myers Squibb
BMY
$133B
$3.53M 0.11%
49,600
+2,600
+6% +$189K
TGT icon
227
PUT
Target
TGT
$65.6B
$3.52M 0.11%
23,700
+12,300
+108% +$1.97M
MPC icon
228
Marathon Petroleum
MPC
$92.4B
$3.52M 0.11%
35,393
+27,659
+358% +$2.59M
DOW icon
229
CALL
Dow Inc
DOW
$21.9B
$3.51M 0.11%
80,000
+59,400
+288% +$3.01M
M icon
230
CALL
Macy's
M
$6.53B
$3.51M 0.11%
224,200
+196,200
+701% +$3.48M
VXUS icon
231
Vanguard Total International Stock ETF
VXUS
$155B
$3.51M 0.11%
+76,628
New +$3.92M
WHR icon
232
PUT
Whirlpool
WHR
$2.43B
$3.46M 0.1%
25,700
+20,800
+424% +$3.31M
WBA
233
DELISTED
Walgreens Boots Alliance
WBA
$3.46M 0.1%
110,273
+57,490
+109% +$2.13M
GS icon
234
Goldman Sachs
GS
$300B
$3.46M 0.1%
11,811
+10,940
+1,256% +$3.54M
XOP icon
235
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$3.65B
$3.46M 0.1%
27,730
+6,170
+29% +$814K
DOCU
236
CALL
DocuSign
DOCU
$10.5B
$3.45M 0.1%
64,600
-63,300
-49% -$3.97M
TTWO icon
237
Take-Two Interactive
TTWO
$45.4B
$3.42M 0.1%
+31,326
New +$3.89M
JPST icon
238
JPMorgan Ultra-Short Income ETF
JPST
$40.1B
$3.4M 0.1%
67,882
+33,301
+96% +$1.67M
DG icon
239
CALL
Dollar General
DG
$28B
$3.38M 0.1%
14,100
+12,100
+605% +$2.98M
SNAP icon
240
PUT
Snap
SNAP
$7.89B
$3.37M 0.1%
343,500
+76,200
+29% +$887K
NOW icon
241
CALL
ServiceNow
NOW
$115B
$3.36M 0.1%
+44,500
New +$4.01M
BX icon
242
PUT
Blackstone
BX
$102B
$3.36M 0.1%
40,100
+7,600
+23% +$736K
PDD icon
243
PUT
Pinduoduo
PDD
$126B
$3.34M 0.1%
53,300
+23,200
+77% +$1.35M
OXY icon
244
Occidental Petroleum
OXY
$56.8B
$3.33M 0.1%
+54,156
New +$3.47M
SHW icon
245
CALL
Sherwin-Williams
SHW
$82.7B
$3.32M 0.1%
16,200
+14,200
+710% +$3.36M
SOFI icon
246
PUT
SoFi Technologies
SOFI
$21B
$3.31M 0.1%
677,600
+339,600
+100% +$2.15M
SNOW icon
247
CALL
Snowflake
SNOW
$102B
$3.3M 0.1%
19,400
-45,400
-70% -$7.52M
RCL icon
248
CALL
Royal Caribbean
RCL
$85.1B
$3.27M 0.1%
86,200
+20,200
+31% +$818K
AMAT icon
249
CALL
Applied Materials
AMAT
$403B
$3.26M 0.1%
39,800
-7,900
-17% -$762K
ULTA icon
250
CALL
Ulta Beauty
ULTA
$22B
$3.25M 0.1%
8,100
+6,100
+305% +$2.46M
8 9
10
11 12

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BCM
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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.