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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
AMZN icon
26
PUT
Amazon
AMZN
$2.92T
$15.6M 0.47%
137,700
+3,000
+2% +$379K
BA icon
27
PUT
Boeing
BA
$171B
$15.2M 0.46%
125,300
+85,100
+212% +$13.1M
BA icon
28
CALL
Boeing
BA
$171B
$15.1M 0.46%
125,100
+71,000
+131% +$10.9M
SHOP icon
29
PUT
Shopify
SHOP
$152B
$14.8M 0.45%
547,900
+343,100
+168% +$11.7M
NVDA icon
30
PUT
NVIDIA
NVDA
$4.86T
$14.7M 0.45%
1,214,000
-372,000
-23% -$5.88M
ROKU icon
31
CALL
Roku
ROKU
$21.5B
$14.7M 0.44%
260,700
+240,700
+1,204% +$18.3M
MRNA icon
32
PUT
Moderna
MRNA
$21.8B
$14.7M 0.44%
124,200
-41,100
-25% -$6.24M
TSLA icon
33
CALL
Tesla
TSLA
$1.23T
$14.6M 0.44%
55,200
+49,800
+922% +$13.9M
AMZN icon
34
CALL
Amazon
AMZN
$2.92T
$14.3M 0.43%
126,500
-73,000
-37% -$9.23M
SHOP icon
35
CALL
Shopify
SHOP
$152B
$14.1M 0.43%
525,200
+402,600
+328% +$13.7M
MU icon
36
CALL
Micron Technology
MU
$930B
$13.7M 0.42%
274,100
-90,800
-25% -$5.27M
WMT icon
37
CALL
Walmart Inc
WMT
$885B
$13.5M 0.41%
312,000
+127,500
+69% +$5.59M
AMD icon
38
PUT
Advanced Micro Devices
AMD
$776B
$13.4M 0.41%
211,300
-42,500
-17% -$3.62M
NVDA icon
39
CALL
NVIDIA
NVDA
$4.86T
$13.4M 0.4%
1,101,000
-389,000
-26% -$6.15M
NEM icon
40
CALL
Newmont
NEM
$98.7B
$13.1M 0.4%
311,500
+273,500
+720% +$12.8M
C icon
41
CALL
Citigroup
C
$222B
$12.6M 0.38%
303,400
+72,600
+31% +$3.59M
VZ icon
42
CALL
Verizon
VZ
$195B
$12.6M 0.38%
331,500
+158,000
+91% +$7.04M
C icon
43
PUT
Citigroup
C
$222B
$12.5M 0.38%
301,000
+151,200
+101% +$7.47M
GS icon
44
CALL
Goldman Sachs
GS
$300B
$12.3M 0.37%
42,000
+16,500
+65% +$5.35M
CVX icon
45
CALL
Chevron
CVX
$392B
$12.3M 0.37%
85,400
+54,200
+174% +$8.27M
BABA icon
46
PUT
Alibaba
BABA
$293B
$12.1M 0.37%
151,200
+119,200
+373% +$11.4M
UAL icon
47
CALL
United Airlines
UAL
$39.4B
$12.1M 0.37%
371,500
+322,000
+651% +$12M
XLE icon
48
CALL
State Street Energy Select Sector SPDR ETF
XLE
$39.6B
$12.1M 0.37%
335,600
+203,600
+154% +$7.7M
OXY icon
49
PUT
Occidental Petroleum
OXY
$56.8B
$12M 0.36%
195,900
+53,100
+37% +$3.4M
GS icon
50
PUT
Goldman Sachs
GS
$300B
$11.8M 0.36%
40,100
+23,000
+135% +$7.45M
1
2
3 4 5

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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.