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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
RCL icon
251
PUT
Royal Caribbean
RCL
$85.1B
$3.24M 0.1%
85,600
+22,300
+35% +$903K
SAM icon
252
PUT
Boston Beer
SAM
$1.91B
$3.24M 0.1%
10,000
+1,700
+20% +$588K
PARA
253
CALL
DELISTED
Paramount Global Class B
PARA
$3.23M 0.1%
169,800
+91,800
+118% +$2.2M
NFLX icon
254
CALL
Netflix
NFLX
$299B
$3.23M 0.1%
137,000
-49,000
-26% -$1.09M
CHWY icon
255
CALL
Chewy
CHWY
$9.25B
$3.22M 0.1%
104,700
-11,900
-10% -$472K
LULU icon
256
CALL
lululemon athletica
LULU
$13.5B
$3.21M 0.1%
11,500
+5,500
+92% +$1.71M
CAT icon
257
CALL
Caterpillar
CAT
$375B
$3.2M 0.1%
19,500
+2,800
+17% +$511K
TDOC icon
258
PUT
Teladoc Health
TDOC
$1.22B
$3.19M 0.1%
125,800
+28,800
+30% +$1.01M
CLF icon
259
PUT
Cleveland-Cliffs
CLF
$6.57B
$3.18M 0.1%
236,300
-224,200
-49% -$3.73M
MMM icon
260
PUT
3M
MMM
$90.9B
$3.16M 0.1%
34,206
+29,900
+694% +$3.28M
CLF icon
261
CALL
Cleveland-Cliffs
CLF
$6.57B
$3.09M 0.09%
229,600
-406,300
-64% -$6.76M
ADBE icon
262
PUT
Adobe
ADBE
$99.5B
$3.08M 0.09%
11,200
+6,100
+120% +$2.31M
MO icon
263
PUT
Altria Group
MO
$114B
$3.07M 0.09%
76,100
+40,700
+115% +$1.78M
AMZN icon
264
Amazon
AMZN
$2.92T
$3.07M 0.09%
27,150
+25,235
+1,318% +$3.19M
UNP icon
265
Union Pacific
UNP
$174B
$3.06M 0.09%
+15,709
New +$3.48M
CRWD icon
266
CrowdStrike
CRWD
$194B
$3.04M 0.09%
+73,684
New +$3.37M
NKE icon
267
CALL
Nike
NKE
$61.9B
$3.03M 0.09%
36,400
-21,400
-37% -$2.3M
BG icon
268
PUT
Bunge Global
BG
$20.4B
$3.01M 0.09%
36,500
+31,200
+589% +$2.91M
WDAY icon
269
CALL
Workday
WDAY
$39.6B
$3M 0.09%
19,700
-18,000
-48% -$2.82M
CCL icon
270
CALL
Carnival Corporation Ltd
CCL
$38.1B
$2.99M 0.09%
425,900
-565,500
-57% -$5.48M
SPG icon
271
PUT
Simon Property Group
SPG
$74.4B
$2.99M 0.09%
33,300
-700
-2% -$71.6K
KHC icon
272
PUT
Kraft Heinz
KHC
$30.7B
$2.97M 0.09%
89,100
+69,000
+343% +$2.56M
LRCX icon
273
PUT
Lam Research
LRCX
$367B
$2.96M 0.09%
81,000
+51,000
+170% +$2.27M
TDOC icon
274
CALL
Teladoc Health
TDOC
$1.22B
$2.94M 0.09%
115,800
+62,000
+115% +$2.18M
EWG icon
275
iShares MSCI Germany ETF
EWG
$1.59B
$2.93M 0.09%
148,250
+137,274
+1,251% +$3.06M
9 10
11
12 13

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BCM
Benchstone Capital Management New York $860M AUM 32.46% 1-Year Est. Return
OAM
Ophir Asset Management Sydney, Australia $859M AUM 59.08% 1-Year Est. Return
NOCM
Night Owl Capital Management Greenwich, Connecticut $858M AUM 31.41% 1-Year Est. Return
TIM
Total Investment Management Scottsdale, Arizona $858M AUM 9.96% 1-Year Est. Return
QIM
Quest Investment Management Lake Oswego, Oregon $857M AUM 21.67% 1-Year Est. Return
RB
Rodgers Brothers Harmony, Pennsylvania $866M AUM 30.05% 1-Year Est. Return
OMG
One Madison Group New York $866M AUM 33.81% 1-Year Est. Return
MCM
Makena Capital Management Menlo Park, California $866M AUM 17.79% 1-Year Est. Return

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.