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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
MDLZ icon
351
Mondelez International
MDLZ
$79.5B
$2.08M 0.06%
37,981
+23,603
+164% +$1.47M
COST icon
352
CALL
Costco
COST
$422B
$2.08M 0.06%
4,400
-2,000
-31% -$1.04M
JWN
353
PUT
DELISTED
Nordstrom
JWN
$2.07M 0.06%
123,900
+85,300
+221% +$1.78M
MELI icon
354
CALL
Mercado Libre
MELI
$95.2B
$2.07M 0.06%
2,500
+500
+25% +$430K
COIN icon
355
PUT
Coinbase
COIN
$38.6B
$2.06M 0.06%
32,000
-2,200
-6% -$154K
TSLA icon
356
Tesla
TSLA
$1.23T
$2.04M 0.06%
7,694
+1,130
+17% +$316K
SWKS icon
357
CALL
Skyworks Solutions
SWKS
$9.37B
$2.04M 0.06%
23,900
+100
+0.4% +$10.2K
DLTR icon
358
CALL
Dollar Tree
DLTR
$24.4B
$2.03M 0.06%
14,900
+10,100
+210% +$1.57M
PG icon
359
PUT
Procter & Gamble
PG
$336B
$2.02M 0.06%
16,000
+2,400
+18% +$341K
LAD icon
360
CALL
Lithia Motors
LAD
$8.47B
$2.02M 0.06%
+9,400
New +$2.46M
LRCX icon
361
CALL
Lam Research
LRCX
$367B
$2.01M 0.06%
55,000
+34,000
+162% +$1.51M
SPTS icon
362
State Street SPDR Portfolio Short Term Treasury ETF
SPTS
$6.1B
$2.01M 0.06%
69,577
+12,240
+21% +$359K
DUK icon
363
Duke Energy
DUK
$97.8B
$2.01M 0.06%
21,573
+16,964
+368% +$1.82M
PSX icon
364
CALL
Phillips 66
PSX
$84.9B
$2M 0.06%
24,800
+7,900
+47% +$673K
W icon
365
CALL
Wayfair
W
$11.2B
$1.99M 0.06%
61,100
+8,100
+15% +$428K
DVN icon
366
Devon Energy
DVN
$52.1B
$1.99M 0.06%
33,036
-11,803
-26% -$733K
PARA
367
DELISTED
Paramount Global Class B
PARA
$1.99M 0.06%
+104,315
New +$2.5M
XLP icon
368
CALL
State Street Consumer Staples Select Sector SPDR ETF
XLP
$14.2B
$1.98M 0.06%
29,700
+20,500
+223% +$1.5M
ADSK icon
369
CALL
Autodesk
ADSK
$49.5B
$1.98M 0.06%
10,600
+3,700
+54% +$748K
HAL icon
370
CALL
Halliburton
HAL
$26.9B
$1.98M 0.06%
80,200
+38,700
+93% +$1.11M
MRO
371
DELISTED
Marathon Oil Corporation
MRO
$1.97M 0.06%
87,231
+67,888
+351% +$1.61M
T icon
372
AT&T
T
$159B
$1.97M 0.06%
128,309
+97,612
+318% +$1.78M
ULTA icon
373
PUT
Ulta Beauty
ULTA
$22B
$1.97M 0.06%
4,900
+3,900
+390% +$1.57M
CROX icon
374
CALL
Crocs
CROX
$6.14B
$1.96M 0.06%
28,500
-59,900
-68% -$4.16M
FUTU icon
375
CALL
Futu Holdings
FUTU
$14.7B
$1.95M 0.06%
52,200
-1,300
-2% -$56.7K
13 14
15
16 17

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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.