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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
SPHR icon
551
PUT
Sphere Entertainment
SPHR
$5.21B
$1.23M 0.04%
27,800
+17,600
+173% +$988K
QCOM icon
552
Qualcomm
QCOM
$151B
$1.22M 0.04%
10,766
-4,825
-31% -$663K
BLK icon
553
PUT
Blackrock
BLK
$172B
$1.21M 0.04%
2,200
+1,500
+214% +$982K
SPXU icon
554
ProShares UltraPro Short S&P 500
SPXU
$421M
$1.21M 0.04%
+2,700
New +$926K
BMBL icon
555
PUT
Bumble
BMBL
$391M
$1.21M 0.04%
+56,200
New +$1.66M
OIH icon
556
PUT
VanEck Oil Services ETF
OIH
$1.87B
$1.2M 0.04%
5,700
+100
+2% +$22.9K
SGEN
557
CALL
DELISTED
Seagen Inc. Common Stock
SGEN
$1.2M 0.04%
8,800
+5,700
+184% +$929K
CSCO icon
558
Cisco
CSCO
$452B
$1.2M 0.04%
29,922
+21,072
+238% +$935K
SNAP icon
559
Snap
SNAP
$8.28B
$1.2M 0.04%
121,817
-16,711
-12% -$194K
HRB icon
560
CALL
H&R Block
HRB
$5.79B
$1.19M 0.04%
+27,900
New +$1.18M
ROP icon
561
CALL
Roper Technologies
ROP
$39.4B
$1.19M 0.04%
+3,300
New +$1.34M
SCHO icon
562
Schwab Short-Term US Treasury ETF
SCHO
$12.8B
$1.19M 0.04%
49,140
+3,470
+8% +$84.9K
WIX icon
563
CALL
WIX.com
WIX
$2.39B
$1.18M 0.04%
15,100
-7,700
-34% -$531K
DPZ icon
564
CALL
Domino's
DPZ
$11.9B
$1.18M 0.04%
3,800
+2,600
+217% +$987K
CE icon
565
PUT
Celanese
CE
$4.84B
$1.17M 0.04%
+13,000
New +$1.43M
WOLF icon
566
PUT
Wolfspeed
WOLF
$1.23B
$1.17M 0.04%
11,300
-600
-5% -$57.5K
NRG icon
567
PUT
NRG Energy
NRG
$28.7B
$1.17M 0.04%
30,500
+4,800
+19% +$191K
TEAM icon
568
PUT
Atlassian
TEAM
$27B
$1.16M 0.04%
5,500
– –
STNG icon
569
Scorpio Tankers
STNG
$3.83B
$1.16M 0.04%
27,465
+17,536
+177% +$698K
LI icon
570
CALL
Li Auto
LI
$12.9B
$1.15M 0.03%
49,800
+33,500
+206% +$1.04M
SHEL icon
571
CALL
Shell
SHEL
$252B
$1.14M 0.03%
+22,800
New +$1.17M
FL
572
DELISTED
Foot Locker
FL
$1.13M 0.03%
36,394
-2,513
-6% -$80.2K
NOVA
573
PUT
DELISTED
Sunnova Energy
NOVA
$1.13M 0.03%
+51,300
New +$1.24M
ACN icon
574
CALL
Accenture
ACN
$103B
$1.13M 0.03%
4,400
+3,100
+238% +$896K
CNQ icon
575
PUT
Canadian Natural Resources
CNQ
$97B
$1.13M 0.03%
48,600
+34,306
+240% +$888K
21 22
23
24 25

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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.