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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
NIO icon
626
CALL
NIO
NIO
$12.1B
$1.02M 0.03%
+64,700
New +$1.28M
MED icon
627
PUT
Medifast
MED
$110M
$1.02M 0.03%
9,400
+7,400
+370% +$1.06M
MGM icon
628
CALL
MGM Resorts International
MGM
$11.4B
$1.02M 0.03%
34,300
+27,000
+370% +$878K
UPS icon
629
PUT
United Parcel Service
UPS
$90.5B
$1.02M 0.03%
6,300
-15,600
-71% -$2.95M
AEP icon
630
American Electric Power
AEP
$69.4B
$1.02M 0.03%
11,762
+5,266
+81% +$521K
WELL icon
631
CALL
Welltower
WELL
$168B
$1.02M 0.03%
15,800
+10,800
+216% +$844K
NFLX icon
632
Netflix
NFLX
$304B
$1.01M 0.03%
43,100
-155,390
-78% -$3.45M
PLUG icon
633
PUT
Plug Power
PLUG
$2.86B
$1.01M 0.03%
48,300
-56,500
-54% -$1.35M
PTON icon
634
PUT
Peloton Interactive
PTON
$2.78B
$1.01M 0.03%
146,400
-724,800
-83% -$7.37M
SPLK
635
CALL
DELISTED
Splunk Inc
SPLK
$1.01M 0.03%
13,500
-7,000
-34% -$686K
FFIV icon
636
CALL
F5
FFIV
$23.1B
$1.01M 0.03%
7,000
+4,800
+218% +$760K
BJ icon
637
PUT
BJs Wholesale Club
BJ
$12.5B
$1.01M 0.03%
13,900
+5,800
+72% +$416K
MAR icon
638
CALL
Marriott International
MAR
$91.8B
$1.01M 0.03%
7,200
– –
LMND icon
639
CALL
Lemonade
LMND
$4.11B
$1.01M 0.03%
47,500
-8,200
-15% -$186K
COF icon
640
Capital One
COF
$133B
$1M 0.03%
+10,884
New +$1.16M
UPS icon
641
CALL
United Parcel Service
UPS
$90.5B
$1M 0.03%
6,200
-4,300
-41% -$814K
SYY icon
642
PUT
Sysco
SYY
$39.2B
$997K 0.03%
14,100
+4,000
+40% +$333K
SBAC icon
643
CALL
SBA Communications
SBAC
$19.1B
$996K 0.03%
+3,500
New +$1.14M
RGLD icon
644
PUT
Royal Gold
RGLD
$17B
$994K 0.03%
+10,600
New +$1.05M
DLR icon
645
CALL
Digital Realty Trust
DLR
$70.9B
$992K 0.03%
+10,000
New +$1.23M
HCA icon
646
CALL
HCA Healthcare
HCA
$87.3B
$992K 0.03%
+5,400
New +$1.08M
ROK icon
647
PUT
Rockwell Automation
ROK
$52.7B
$990K 0.03%
4,600
– –
NOC icon
648
CALL
Northrop Grumman
NOC
$77.5B
$988K 0.03%
+2,100
New +$1M
CPNG icon
649
PUT
Coupang
CPNG
$29.9B
$987K 0.03%
59,200
+27,200
+85% +$470K
PAYX icon
650
CALL
Paychex
PAYX
$42B
$987K 0.03%
+8,800
New +$1.09M
24 25
26
27 28

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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.