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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
COP icon
276
PUT
ConocoPhillips
COP
$147B
$2.91M 0.09%
28,400
+25,200
+788% +$2.51M
HPQ icon
277
CALL
HP
HPQ
$24.9B
$2.9M 0.09%
116,400
+25,500
+28% +$783K
MOS icon
278
PUT
The Mosaic Company
MOS
$7.03B
$2.9M 0.09%
59,900
-13,900
-19% -$718K
ORLY icon
279
CALL
O'Reilly Automotive
ORLY
$72.9B
$2.88M 0.09%
61,500
+45,000
+273% +$2.1M
SAM icon
280
CALL
Boston Beer
SAM
$1.91B
$2.85M 0.09%
8,800
+3,300
+60% +$1.14M
B
281
PUT
Barrick Mining
B
$61.5B
$2.84M 0.09%
183,500
+165,900
+943% +$2.62M
SNPS icon
282
PUT
Synopsys
SNPS
$74.4B
$2.81M 0.09%
+9,200
New +$3.11M
FCX icon
283
PUT
Freeport-McMoran
FCX
$90B
$2.79M 0.08%
102,100
+47,900
+88% +$1.4M
TXN icon
284
CALL
Texas Instruments
TXN
$252B
$2.79M 0.08%
18,000
-1,600
-8% -$268K
BG icon
285
CALL
Bunge Global
BG
$20.4B
$2.78M 0.08%
33,700
+23,700
+237% +$2.21M
MOS icon
286
CALL
The Mosaic Company
MOS
$7.03B
$2.77M 0.08%
57,300
-1,000
-2% -$51.7K
AFRM icon
287
CALL
Affirm
AFRM
$23.9B
$2.76M 0.08%
147,300
+30,600
+26% +$800K
COP icon
288
ConocoPhillips
COP
$147B
$2.76M 0.08%
26,948
+20,897
+345% +$2.08M
XLV icon
289
CALL
State Street Health Care Select Sector SPDR ETF
XLV
$41.9B
$2.73M 0.08%
+22,500
New +$2.9M
SNPS icon
290
Synopsys
SNPS
$74.4B
$2.72M 0.08%
+8,899
New +$3.01M
WMT icon
291
Walmart Inc
WMT
$885B
$2.72M 0.08%
62,892
+49,368
+365% +$2.16M
HD icon
292
PUT
Home Depot
HD
$331B
$2.7M 0.08%
9,800
-1,200
-11% -$354K
DE icon
293
CALL
Deere & Co
DE
$160B
$2.67M 0.08%
8,000
+2,900
+57% +$993K
FDX icon
294
PUT
FedEx
FDX
$72.7B
$2.66M 0.08%
17,900
-14,000
-44% -$2.95M
BTU icon
295
PUT
Peabody Energy
BTU
$2.6B
$2.65M 0.08%
106,800
+45,700
+75% +$1.03M
APA icon
296
PUT
APA Corp
APA
$13.2B
$2.64M 0.08%
77,100
+8,600
+13% +$307K
FDX icon
297
FedEx
FDX
$72.7B
$2.62M 0.08%
17,663
+5,429
+44% +$1.15M
REGN icon
298
CALL
Regeneron Pharmaceuticals
REGN
$78.5B
$2.62M 0.08%
+3,800
New +$2.39M
DAL icon
299
Delta Air Lines
DAL
$57.5B
$2.61M 0.08%
92,871
+37,033
+66% +$1.18M
SOFI icon
300
CALL
SoFi Technologies
SOFI
$21B
$2.6M 0.08%
532,700
+357,900
+205% +$2.26M
10 11
12
13 14

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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.