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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
PANW icon
576
Palo Alto Networks
PANW
$273B
$1.13M 0.03%
13,814
+3,524
+34% +$305K
SJM icon
577
PUT
J.M. Smucker
SJM
$12.9B
$1.13M 0.03%
8,200
+5,800
+242% +$790K
RGLD icon
578
CALL
Royal Gold
RGLD
$17B
$1.13M 0.03%
12,000
+10,000
+500% +$990K
SU icon
579
PUT
Suncor Energy
SU
$77.8B
$1.13M 0.03%
+40,000
New +$1.26M
OKTA icon
580
CALL
Okta
OKTA
$25.1B
$1.11M 0.03%
19,500
+7,100
+57% +$611K
LH icon
581
CALL
Labcorp
LH
$25.1B
$1.11M 0.03%
6,286
+3,958
+170% +$810K
AXP icon
582
American Express
AXP
$232B
$1.1M 0.03%
8,186
+6,635
+428% +$1M
CPE
583
PUT
DELISTED
Callon Petroleum Company
CPE
$1.1M 0.03%
31,500
-13,500
-30% -$539K
AMAT icon
584
Applied Materials
AMAT
$399B
$1.1M 0.03%
13,414
-13,969
-51% -$1.35M
PTON icon
585
CALL
Peloton Interactive
PTON
$2.83B
$1.1M 0.03%
158,600
-596,700
-79% -$6.06M
OIH icon
586
CALL
VanEck Oil Services ETF
OIH
$1.86B
$1.1M 0.03%
5,200
-1,000
-16% -$229K
AAP icon
587
PUT
Advance Auto Parts
AAP
$3.43B
$1.09M 0.03%
+7,000
New +$1.28M
STNG icon
588
PUT
Scorpio Tankers
STNG
$3.81B
$1.09M 0.03%
26,000
-21,200
-45% -$844K
NXPI icon
589
CALL
NXP Semiconductors
NXPI
$55.2B
$1.09M 0.03%
7,400
+600
+9% +$101K
ADI icon
590
PUT
Analog Devices
ADI
$173B
$1.09M 0.03%
7,800
-8,200
-51% -$1.3M
ANGL icon
591
VanEck Fallen Angel High Yield Bond ETF
ANGL
$3.04B
$1.09M 0.03%
41,435
+22,624
+120% +$626K
ZTS icon
592
CALL
Zoetis
ZTS
$32.8B
$1.08M 0.03%
+7,300
New +$1.22M
AVTR icon
593
CALL
Avantor
AVTR
$9.38B
$1.08M 0.03%
+55,200
New +$1.48M
HZNP
594
DELISTED
Horizon Therapeutics Public Limited Company Ordinary Shares
HZNP
$1.08M 0.03%
17,448
+11,600
+198% +$811K
LAZR
595
DELISTED
Luminar Technologies
LAZR
$1.08M 0.03%
+9,879
New +$1.18M
NRG icon
596
CALL
NRG Energy
NRG
$28.7B
$1.08M 0.03%
28,200
+8,900
+46% +$355K
BBWI icon
597
CALL
Bath & Body Works
BBWI
$4.11B
$1.08M 0.03%
33,000
+1,600
+5% +$56.4K
GWW icon
598
CALL
W.W. Grainger
GWW
$64.9B
$1.08M 0.03%
+2,200
New +$1.16M
PRU icon
599
CALL
Prudential Financial
PRU
$42.7B
$1.07M 0.03%
12,500
+9,500
+317% +$914K
FFIV icon
600
PUT
F5
FFIV
$22.8B
$1.07M 0.03%
7,400
+5,900
+393% +$934K
22 23
24
25 26

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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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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.