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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
ABB
526
DELISTED
ABB Ltd
ABB
$1.3M 0.04%
50,579
+30,721
+155% +$863K
CME icon
527
PUT
CME Group
CME
$96.3B
$1.29M 0.04%
7,300
+6,300
+630% +$1.25M
DELL icon
528
PUT
Dell
DELL
$262B
$1.29M 0.04%
37,800
+30,400
+411% +$1.28M
DDOG icon
529
CALL
Datadog
DDOG
$95.4B
$1.29M 0.04%
14,500
+9,500
+190% +$957K
QRVO icon
530
CALL
Qorvo
QRVO
$7.99B
$1.29M 0.04%
16,200
+6,700
+71% +$648K
EOG icon
531
CALL
EOG Resources
EOG
$79.2B
$1.28M 0.04%
11,500
+8,500
+283% +$954K
TECK icon
532
Teck Resources
TECK
$29.6B
$1.28M 0.04%
42,184
+30,858
+272% +$953K
SWK icon
533
Stanley Black & Decker
SWK
$14.3B
$1.27M 0.04%
16,949
+14,504
+593% +$1.4M
TMUS icon
534
CALL
T-Mobile US
TMUS
$185B
$1.27M 0.04%
9,500
-2,400
-20% -$337K
PENN icon
535
CALL
PENN Entertainment
PENN
$2.75B
$1.27M 0.04%
46,100
-38,200
-45% -$1.23M
ENTG icon
536
PUT
Entegris
ENTG
$18.1B
$1.26M 0.04%
+15,200
New +$1.48M
ESS icon
537
Essex Property Trust
ESS
$18.3B
$1.26M 0.04%
5,200
+4,407
+556% +$1.19M
SYY icon
538
Sysco
SYY
$40.8B
$1.26M 0.04%
17,808
+12,879
+261% +$1.07M
DUOL icon
539
PUT
Duolingo
DUOL
$6.28B
$1.26M 0.04%
+13,200
New +$1.28M
DDS icon
540
CALL
Dillards
DDS
$9.19B
$1.25M 0.04%
+4,600
New +$1.22M
CMCSA icon
541
Comcast
CMCSA
$85B
$1.25M 0.04%
42,559
+12,943
+44% +$484K
ALGN icon
542
PUT
Align Technology
ALGN
$12.1B
$1.24M 0.04%
6,000
+2,400
+67% +$618K
GOOGL icon
543
Alphabet (Google) Class A
GOOGL
$4.36T
$1.24M 0.04%
+12,991
New +$1.44M
CTAS icon
544
CALL
Cintas
CTAS
$81.9B
$1.24M 0.04%
+12,800
New +$1.31M
KRE icon
545
CALL
State Street SPDR S&P Regional Banking ETF
KRE
$4.63B
$1.24M 0.04%
21,100
-32,200
-60% -$2.01M
LIN icon
546
PUT
Linde
LIN
$221B
$1.24M 0.04%
4,600
+3,600
+360% +$1.03M
BRK.B icon
547
Berkshire Hathaway Class B
BRK.B
$1.1T
$1.24M 0.04%
4,626
+3,565
+336% +$1.01M
EFX icon
548
CALL
Equifax
EFX
$20.3B
$1.23M 0.04%
7,200
+3,500
+95% +$686K
LNG icon
549
Cheniere Energy
LNG
$55.2B
$1.23M 0.04%
+7,424
New +$1.13M
DDS icon
550
PUT
Dillards
DDS
$9.19B
$1.23M 0.04%
+4,500
New +$1.19M
20 21
22
23 24

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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.