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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
POOL icon
501
CALL
Pool Corp
POOL
$6.75B
$1.37M 0.04%
4,300
+3,200
+291% +$1.14M
ADBE icon
502
Adobe
ADBE
$99.5B
$1.37M 0.04%
4,963
+2,069
+71% +$783K
X
503
DELISTED
US Steel
X
$1.36M 0.04%
75,306
-79,094
-51% -$1.69M
NXPI icon
504
PUT
NXP Semiconductors
NXPI
$57.8B
$1.36M 0.04%
9,200
-500
-5% -$83.8K
MED icon
505
CALL
Medifast
MED
$109M
$1.35M 0.04%
12,500
+8,500
+213% +$1.22M
FCX icon
506
Freeport-McMoran
FCX
$90B
$1.34M 0.04%
49,222
+17,824
+57% +$522K
GTLB icon
507
CALL
GitLab
GTLB
$5.83B
$1.34M 0.04%
26,100
+18,700
+253% +$1.09M
DOW icon
508
Dow Inc
DOW
$21.9B
$1.33M 0.04%
30,363
+16,644
+121% +$844K
AGNC icon
509
AGNC Investment
AGNC
$12.4B
$1.33M 0.04%
157,525
+80,273
+104% +$943K
LLY icon
510
CALL
Eli Lilly
LLY
$1.02T
$1.33M 0.04%
4,100
+100
+3% +$31.7K
BMBL icon
511
CALL
Bumble
BMBL
$372M
$1.32M 0.04%
61,600
+48,800
+381% +$1.44M
VGIT icon
512
Vanguard Intermediate-Term Treasury ETF
VGIT
$41.6B
$1.32M 0.04%
22,700
-4,721
-17% -$286K
APA icon
513
CALL
APA Corp
APA
$13.2B
$1.32M 0.04%
38,700
+22,700
+142% +$812K
LI icon
514
PUT
Li Auto
LI
$13.4B
$1.32M 0.04%
57,500
+42,400
+281% +$1.32M
NOK icon
515
Nokia
NOK
$51B
$1.32M 0.04%
309,766
+226,330
+271% +$1.1M
DIA icon
516
CALL
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$45.1B
$1.32M 0.04%
+4,600
New +$1.46M
ALLY icon
517
Ally Financial
ALLY
$13.2B
$1.32M 0.04%
+47,470
New +$1.58M
TIP icon
518
iShares TIPS Bond ETF
TIP
$14.6B
$1.32M 0.04%
12,597
+5,705
+83% +$646K
WDFC icon
519
CALL
WD-40
WDFC
$3.05B
$1.32M 0.04%
+7,500
New +$1.4M
INTU icon
520
CALL
Intuit
INTU
$86.5B
$1.32M 0.04%
3,400
+2,000
+143% +$864K
DHI icon
521
D.R. Horton
DHI
$40B
$1.31M 0.04%
19,527
+7,737
+66% +$569K
W icon
522
PUT
Wayfair
W
$11.2B
$1.31M 0.04%
40,400
-45,500
-53% -$2.4M
GM icon
523
General Motors
GM
$80.4B
$1.31M 0.04%
40,943
-6,542
-14% -$240K
GE icon
524
CALL
GE Aerospace
GE
$374B
$1.3M 0.04%
33,707
-67,735
-67% -$2.98M
CVNA icon
525
PUT
Carvana
CVNA
$68.6B
$1.3M 0.04%
320,000
-647,500
-67% -$4.22M
19 20
21
22 23

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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.