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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
SPOT icon
301
PUT
Spotify
SPOT
$103B
$2.6M 0.08%
30,100
+18,000
+149% +$1.93M
KR icon
302
CALL
Kroger
KR
$35.4B
$2.56M 0.08%
58,600
+38,400
+190% +$1.82M
SPOT icon
303
CALL
Spotify
SPOT
$103B
$2.53M 0.08%
29,300
+25,300
+633% +$2.71M
VCSH icon
304
Vanguard Short-Term Corporate Bond ETF
VCSH
$44.7B
$2.53M 0.08%
34,036
+18,650
+121% +$1.42M
DPZ icon
305
Domino's
DPZ
$11.5B
$2.53M 0.08%
8,147
+6,776
+494% +$2.57M
HPQ icon
306
PUT
HP
HPQ
$24.9B
$2.52M 0.08%
101,100
+17,900
+22% +$550K
NFLX icon
307
PUT
Netflix
NFLX
$299B
$2.5M 0.08%
106,000
-367,000
-78% -$8.15M
LVS icon
308
CALL
Las Vegas Sands
LVS
$31.7B
$2.5M 0.08%
66,500
+51,400
+340% +$1.91M
XLV icon
309
PUT
State Street Health Care Select Sector SPDR ETF
XLV
$41.9B
$2.48M 0.08%
20,500
+7,500
+58% +$966K
DPZ icon
310
PUT
Domino's
DPZ
$11.5B
$2.48M 0.08%
8,000
+6,700
+515% +$2.54M
BLK icon
311
Blackrock
BLK
$169B
$2.48M 0.08%
4,507
-35
-0.8% -$22.9K
AFRM icon
312
PUT
Affirm
AFRM
$23.9B
$2.47M 0.07%
131,800
+13,900
+12% +$364K
BTU icon
313
CALL
Peabody Energy
BTU
$2.6B
$2.46M 0.07%
99,200
+61,600
+164% +$1.38M
LULU icon
314
PUT
lululemon athletica
LULU
$13.5B
$2.46M 0.07%
8,800
+5,600
+175% +$1.74M
GOOG icon
315
Alphabet (Google) Class C
GOOG
$4.36T
$2.45M 0.07%
25,462
-5,498
-18% -$614K
CHWY icon
316
PUT
Chewy
CHWY
$9.25B
$2.44M 0.07%
79,600
-175,800
-69% -$6.98M
MPC icon
317
CALL
Marathon Petroleum
MPC
$92.4B
$2.44M 0.07%
24,600
-29,900
-55% -$2.8M
EEM icon
318
iShares MSCI Emerging Markets ETF
EEM
$28.8B
$2.44M 0.07%
69,913
+41,169
+143% +$1.61M
XLP icon
319
PUT
State Street Consumer Staples Select Sector SPDR ETF
XLP
$14.2B
$2.42M 0.07%
36,300
+28,500
+365% +$2.09M
MRO
320
PUT
DELISTED
Marathon Oil Corporation
MRO
$2.41M 0.07%
106,800
+69,700
+188% +$1.65M
EWC icon
321
iShares MSCI Canada ETF
EWC
$6.13B
$2.39M 0.07%
77,647
+59,571
+330% +$2.03M
WFC icon
322
Wells Fargo
WFC
$261B
$2.38M 0.07%
59,159
+44,986
+317% +$1.93M
RNG icon
323
CALL
RingCentral
RNG
$4.66B
$2.32M 0.07%
58,000
+20,800
+56% +$997K
SMG icon
324
PUT
ScottsMiracle-Gro
SMG
$3.82B
$2.32M 0.07%
54,200
+51,400
+1,836% +$3.69M
LOW icon
325
PUT
Lowe's Companies
LOW
$117B
$2.31M 0.07%
12,300
-3,100
-20% -$604K
11 12
13
14 15

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NOCM
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QIM
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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.