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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
KRE icon
401
PUT
State Street SPDR S&P Regional Banking ETF
KRE
$4.5B
$1.77M 0.05%
30,100
-17,900
-37% -$1.12M
XBI icon
402
PUT
State Street SPDR S&P Biotech ETF
XBI
$9.95B
$1.77M 0.05%
22,300
+16,500
+284% +$1.39M
TSCO icon
403
CALL
Tractor Supply
TSCO
$16.1B
$1.77M 0.05%
+47,500
New +$1.85M
PDD icon
404
CALL
Pinduoduo
PDD
$126B
$1.76M 0.05%
28,200
+15,800
+127% +$919K
BIDU icon
405
PUT
Baidu
BIDU
$37.7B
$1.76M 0.05%
15,000
+7,900
+111% +$1.08M
COST icon
406
PUT
Costco
COST
$422B
$1.75M 0.05%
3,700
-11,000
-75% -$5.72M
SPYM
407
State Street SPDR Portfolio S&P 500 ETF
SPYM
$161B
$1.74M 0.05%
+41,412
New +$1.93M
BA icon
408
Boeing
BA
$171B
$1.74M 0.05%
14,347
+12,252
+585% +$1.88M
DIA icon
409
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$45.8B
$1.74M 0.05%
6,046
+1,718
+40% +$546K
SHY icon
410
iShares 1-3 Year Treasury Bond ETF
SHY
$25.5B
$1.74M 0.05%
+21,375
New +$1.76M
ENTG icon
411
CALL
Entegris
ENTG
$18.1B
$1.74M 0.05%
+20,900
New +$2.04M
PSX icon
412
PUT
Phillips 66
PSX
$84.9B
$1.74M 0.05%
21,500
-8,100
-27% -$690K
MTN icon
413
PUT
Vail Resorts
MTN
$5.32B
$1.73M 0.05%
8,000
+6,100
+321% +$1.39M
CI icon
414
CALL
Cigna
CI
$73.7B
$1.72M 0.05%
+6,200
New +$1.74M
LUV icon
415
CALL
Southwest Airlines
LUV
$22B
$1.71M 0.05%
55,300
+2,600
+5% +$97.4K
TZA icon
416
Direxion Daily Small Cap Bear 3x ETF
TZA
$250M
$1.71M 0.05%
3,705
+691
+23% +$253K
CAH icon
417
CALL
Cardinal Health
CAH
$53.9B
$1.69M 0.05%
+25,300
New +$1.6M
KMI icon
418
CALL
Kinder Morgan
KMI
$71.7B
$1.69M 0.05%
101,400
+34,700
+52% +$617K
CVNA icon
419
CALL
Carvana
CVNA
$68.6B
$1.68M 0.05%
414,500
-707,500
-63% -$4.61M
ZM icon
420
Zoom
ZM
$28.2B
$1.68M 0.05%
+22,809
New +$2.17M
OKE icon
421
PUT
Oneok
OKE
$57.2B
$1.68M 0.05%
32,700
+3,100
+10% +$184K
CAG icon
422
CALL
Conagra Brands
CAG
$6.94B
$1.67M 0.05%
+51,300
New +$1.76M
FANG icon
423
CALL
Diamondback Energy
FANG
$57.1B
$1.67M 0.05%
+13,900
New +$1.73M
ESS icon
424
PUT
Essex Property Trust
ESS
$18.3B
$1.67M 0.05%
6,900
+5,900
+590% +$1.6M
CVS icon
425
PUT
CVS Health
CVS
$133B
$1.67M 0.05%
17,500
-43,000
-71% -$4.26M
15 16
17
18 19

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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.