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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
MDB icon
376
PUT
MongoDB
MDB
$27.1B
$1.95M 0.06%
9,800
+8,800
+880% +$2.57M
TSN icon
377
PUT
Tyson Foods
TSN
$20.4B
$1.93M 0.06%
29,300
+19,700
+205% +$1.56M
KMX icon
378
PUT
CarMax
KMX
$8.13B
$1.93M 0.06%
29,200
+20,600
+240% +$1.88M
FUTU icon
379
PUT
Futu Holdings
FUTU
$14.7B
$1.92M 0.06%
51,600
-11,200
-18% -$488K
COIN icon
380
Coinbase
COIN
$38.6B
$1.92M 0.06%
+29,752
New +$2.08M
AMGN icon
381
PUT
Amgen
AMGN
$208B
$1.92M 0.06%
8,500
-42,400
-83% -$10.3M
SMH icon
382
CALL
VanEck Semiconductor ETF
SMH
$65.2B
$1.91M 0.06%
20,600
+8,200
+66% +$894K
MELI icon
383
PUT
Mercado Libre
MELI
$95.2B
$1.9M 0.06%
2,300
+300
+15% +$258K
SPG icon
384
CALL
Simon Property Group
SPG
$74.4B
$1.89M 0.06%
21,100
-13,400
-39% -$1.37M
MRK icon
385
PUT
Merck
MRK
$322B
$1.88M 0.06%
21,800
-3,800
-15% -$339K
HSBC icon
386
HSBC
HSBC
$365B
$1.87M 0.06%
+71,618
New +$2.23M
QRVO icon
387
PUT
Qorvo
QRVO
$7.99B
$1.84M 0.06%
23,200
+12,200
+111% +$1.18M
HOOD icon
388
CALL
Robinhood
HOOD
$77.8B
$1.83M 0.06%
+181,500
New +$1.74M
NKE icon
389
PUT
Nike
NKE
$61.9B
$1.83M 0.06%
22,000
-52,900
-71% -$5.69M
MRO
390
CALL
DELISTED
Marathon Oil Corporation
MRO
$1.83M 0.06%
81,000
-29,500
-27% -$699K
U icon
391
CALL
Unity
U
$13.8B
$1.83M 0.06%
57,300
+24,800
+76% +$1.02M
KBH icon
392
PUT
KB Home
KBH
$3.37B
$1.82M 0.06%
70,100
+30,300
+76% +$911K
VTLE
393
PUT
DELISTED
Vital Energy
VTLE
$1.8M 0.05%
28,700
+24,000
+511% +$1.71M
CMG icon
394
CALL
Chipotle Mexican Grill
CMG
$47.2B
$1.8M 0.05%
60,000
+15,000
+33% +$465K
LOW icon
395
CALL
Lowe's Companies
LOW
$117B
$1.8M 0.05%
9,600
+3,000
+45% +$584K
TMUS icon
396
PUT
T-Mobile US
TMUS
$185B
$1.8M 0.05%
13,400
+5,200
+63% +$730K
DLTR icon
397
PUT
Dollar Tree
DLTR
$24.4B
$1.8M 0.05%
13,200
-13,200
-50% -$2.05M
BMY icon
398
PUT
Bristol-Myers Squibb
BMY
$133B
$1.79M 0.05%
25,200
-123,800
-83% -$8.98M
SNOW icon
399
PUT
Snowflake
SNOW
$102B
$1.78M 0.05%
10,500
-66,000
-86% -$10.9M
SDS icon
400
ProShares UltraShort S&P500
SDS
$415M
$1.78M 0.05%
6,508
+3,660
+129% +$828K
14 15
16
17 18

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OAM
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NOCM
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TIM
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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.