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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
HUM icon
426
Humana
HUM
$43.7B
$1.66M 0.05%
3,425
+2,581
+306% +$1.26M
WYNN icon
427
PUT
Wynn Resorts
WYNN
$10.3B
$1.66M 0.05%
26,300
-5,300
-17% -$330K
APA icon
428
APA Corp
APA
$13.2B
$1.66M 0.05%
48,479
+15,788
+48% +$564K
KBH icon
429
CALL
KB Home
KBH
$3.37B
$1.65M 0.05%
63,700
+29,900
+88% +$899K
EXPE icon
430
Expedia Group
EXPE
$35.4B
$1.65M 0.05%
+17,592
New +$1.8M
BILI icon
431
CALL
Bilibili
BILI
$7.99B
$1.65M 0.05%
107,500
+71,100
+195% +$1.62M
BNTX icon
432
PUT
BioNTech
BNTX
$22.9B
$1.65M 0.05%
12,200
-18,900
-61% -$2.89M
ZS icon
433
PUT
Zscaler
ZS
$24.5B
$1.64M 0.05%
10,000
-7,400
-43% -$1.21M
AXP icon
434
PUT
American Express
AXP
$227B
$1.62M 0.05%
12,000
+5,800
+94% +$878K
PG icon
435
CALL
Procter & Gamble
PG
$336B
$1.62M 0.05%
12,800
-5,100
-28% -$724K
CME icon
436
CALL
CME Group
CME
$96.3B
$1.61M 0.05%
9,100
+7,800
+600% +$1.54M
SNAP icon
437
CALL
Snap
SNAP
$7.89B
$1.61M 0.05%
163,800
-68,300
-29% -$795K
COP icon
438
CALL
ConocoPhillips
COP
$147B
$1.61M 0.05%
+15,700
New +$1.57M
FXI icon
439
iShares China Large-Cap ETF
FXI
$4.35B
$1.6M 0.05%
+61,959
New +$1.86M
CWB icon
440
State Street SPDR Bloomberg Convertible Securities ETF
CWB
$5.6B
$1.6M 0.05%
+25,273
New +$1.7M
VTLE
441
CALL
DELISTED
Vital Energy
VTLE
$1.59M 0.05%
25,300
+17,000
+205% +$1.21M
FANG icon
442
Diamondback Energy
FANG
$57.1B
$1.59M 0.05%
13,179
+8,989
+215% +$1.12M
CELH icon
443
PUT
Celsius Holdings
CELH
$7.47B
$1.59M 0.05%
+52,500
New +$1.64M
MDB icon
444
MongoDB
MDB
$27.1B
$1.58M 0.05%
7,966
+3,822
+92% +$1.12M
DVA icon
445
CALL
DaVita
DVA
$15.4B
$1.58M 0.05%
+19,100
New +$1.68M
SO icon
446
Southern Company
SO
$109B
$1.58M 0.05%
23,203
+18,056
+351% +$1.37M
TMO icon
447
CALL
Thermo Fisher Scientific
TMO
$213B
$1.57M 0.05%
3,100
-300
-9% -$168K
CCJ icon
448
PUT
Cameco
CCJ
$37.6B
$1.57M 0.05%
59,200
-45,400
-43% -$1.16M
VCIT icon
449
Vanguard Intermediate-Term Corporate Bond ETF
VCIT
$66.2B
$1.56M 0.05%
20,588
-4,331
-17% -$347K
CRSP icon
450
CALL
CRISPR Therapeutics
CRSP
$4.73B
$1.55M 0.05%
23,700
+18,900
+394% +$1.37M
16 17
18
19 20

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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.