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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
MS icon
476
Morgan Stanley
MS
$331B
$1.45M 0.04%
+18,377
New +$1.55M
MDB icon
477
CALL
MongoDB
MDB
$27.1B
$1.45M 0.04%
7,300
+2,200
+43% +$642K
NEE icon
478
NextEra Energy
NEE
$181B
$1.45M 0.04%
+18,449
New +$1.57M
IIPR icon
479
PUT
Innovative Industrial Properties
IIPR
$1.71B
$1.44M 0.04%
16,300
-3,700
-19% -$359K
LUMN icon
480
CALL
Lumen
LUMN
$6.57B
$1.44M 0.04%
198,200
+153,200
+340% +$1.56M
HAL icon
481
PUT
Halliburton
HAL
$26.9B
$1.44M 0.04%
58,300
-4,600
-7% -$132K
UPS icon
482
United Parcel Service
UPS
$88.6B
$1.43M 0.04%
+8,867
New +$1.68M
GILD icon
483
Gilead Sciences
GILD
$162B
$1.43M 0.04%
23,164
+16,221
+234% +$1.02M
PENN icon
484
PUT
PENN Entertainment
PENN
$2.75B
$1.43M 0.04%
51,900
-2,700
-5% -$87.2K
KO icon
485
PUT
Coca-Cola
KO
$377B
$1.42M 0.04%
25,400
+14,800
+140% +$920K
NLY icon
486
Annaly Capital Management
NLY
$17.1B
$1.42M 0.04%
82,944
-7,663
-8% -$193K
BX icon
487
CALL
Blackstone
BX
$102B
$1.42M 0.04%
16,900
-16,600
-50% -$1.61M
EQT icon
488
PUT
EQT Corp
EQT
$33.3B
$1.41M 0.04%
34,700
-9,200
-21% -$399K
MDT icon
489
PUT
Medtronic
MDT
$109B
$1.41M 0.04%
17,500
-2,600
-13% -$234K
SPGI icon
490
S&P Global
SPGI
$121B
$1.41M 0.04%
4,620
+3,364
+268% +$1.2M
PSLV icon
491
Sprott Physical Silver Trust
PSLV
$12B
$1.41M 0.04%
212,671
+160,690
+309% +$1.07M
SPYD icon
492
State Street SPDR Portfolio S&P 500 High Dividend ETF
SPYD
$8.71B
$1.41M 0.04%
39,600
+30,070
+316% +$1.21M
URI icon
493
CALL
United Rentals
URI
$67.2B
$1.41M 0.04%
5,200
+1,600
+44% +$466K
TSN icon
494
CALL
Tyson Foods
TSN
$20.4B
$1.4M 0.04%
21,300
+15,400
+261% +$1.22M
BNTX icon
495
CALL
BioNTech
BNTX
$22.9B
$1.4M 0.04%
10,400
– –
FRPT icon
496
PUT
Freshpet
FRPT
$2.93B
$1.4M 0.04%
+28,000
New +$1.32M
FRPT icon
497
CALL
Freshpet
FRPT
$2.93B
$1.4M 0.04%
+27,900
New +$1.32M
WDC icon
498
PUT
Western Digital
WDC
$188B
$1.4M 0.04%
56,757
+25,799
+83% +$856K
SQQQ icon
499
ProShares UltraPro Short QQQ
SQQQ
$2B
$1.39M 0.04%
909
+739
+435% +$843K
BILI icon
500
PUT
Bilibili
BILI
$7.99B
$1.39M 0.04%
90,800
+22,400
+33% +$510K
18 19
20
21 22

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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.