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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
JWN
451
CALL
DELISTED
Nordstrom
JWN
$1.55M 0.05%
92,400
+51,800
+128% +$1.08M
KMX icon
452
CALL
CarMax
KMX
$8.13B
$1.53M 0.05%
23,200
+18,800
+427% +$1.72M
MRVL icon
453
Marvell Technology
MRVL
$168B
$1.53M 0.05%
35,694
-24,910
-41% -$1.23M
ADI icon
454
Analog Devices
ADI
$179B
$1.52M 0.05%
10,943
-949
-8% -$150K
FANG icon
455
PUT
Diamondback Energy
FANG
$57.1B
$1.52M 0.05%
12,600
+8,500
+207% +$1.06M
CAG icon
456
PUT
Conagra Brands
CAG
$6.94B
$1.51M 0.05%
+46,400
New +$1.59M
IBB icon
457
iShares Biotechnology ETF
IBB
$9.34B
$1.51M 0.05%
+12,925
New +$1.61M
SPAB icon
458
State Street SPDR Portfolio Aggregate Bond ETF
SPAB
$9.76B
$1.51M 0.05%
60,577
+49,138
+430% +$1.29M
CL icon
459
Colgate-Palmolive
CL
$73.1B
$1.51M 0.05%
21,474
+10,889
+103% +$854K
AMD icon
460
Advanced Micro Devices
AMD
$776B
$1.51M 0.05%
23,765
+1,763
+8% +$150K
ROK icon
461
CALL
Rockwell Automation
ROK
$53.4B
$1.51M 0.05%
7,000
+3,900
+126% +$909K
ASML icon
462
ASML
ASML
$626B
$1.5M 0.05%
3,613
+916
+34% +$459K
BRK.B icon
463
PUT
Berkshire Hathaway Class B
BRK.B
$1.1T
$1.5M 0.05%
5,600
-7,500
-57% -$2.13M
SWKS icon
464
PUT
Skyworks Solutions
SWKS
$9.37B
$1.49M 0.05%
17,500
-14,900
-46% -$1.52M
WHR icon
465
Whirlpool
WHR
$2.43B
$1.49M 0.05%
11,063
+9,456
+588% +$1.51M
LUMN icon
466
PUT
Lumen
LUMN
$6.57B
$1.49M 0.04%
204,000
+162,800
+395% +$1.66M
DOCU
467
DocuSign
DOCU
$10.5B
$1.48M 0.04%
27,694
+16,494
+147% +$1.03M
EQIX icon
468
PUT
Equinix
EQIX
$101B
$1.48M 0.04%
+2,600
New +$1.7M
SMG icon
469
CALL
ScottsMiracle-Gro
SMG
$3.82B
$1.48M 0.04%
34,600
+31,300
+948% +$2.25M
HOOD icon
470
PUT
Robinhood
HOOD
$77.8B
$1.47M 0.04%
+145,100
New +$1.4M
SU icon
471
CALL
Suncor Energy
SU
$79.4B
$1.46M 0.04%
+52,000
New +$1.64M
CMG icon
472
Chipotle Mexican Grill
CMG
$47.2B
$1.46M 0.04%
48,600
+12,200
+34% +$378K
DDOG icon
473
PUT
Datadog
DDOG
$95.4B
$1.46M 0.04%
16,400
+7,700
+89% +$775K
OKTA icon
474
PUT
Okta
OKTA
$24.7B
$1.46M 0.04%
25,600
+14,900
+139% +$1.28M
WYNN icon
475
CALL
Wynn Resorts
WYNN
$10.3B
$1.46M 0.04%
23,100
-3,300
-13% -$206K
17 18
19
20 21

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OAM
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NOCM
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TIM
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QIM
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RB
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OMG
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MCM
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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.