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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
META icon
51
CALL
Meta Platforms (Facebook)
META
$1.42T
$11.8M 0.36%
86,600
+17,700
+26% +$2.87M
TSLA icon
52
PUT
Tesla
TSLA
$1.23T
$11.7M 0.35%
44,200
+3,400
+8% +$950K
WMT icon
53
PUT
Walmart Inc
WMT
$885B
$11.7M 0.35%
270,900
+141,600
+110% +$6.2M
CRM icon
54
CALL
Salesforce
CRM
$151B
$11.5M 0.35%
79,900
+39,100
+96% +$6.63M
BABA icon
55
CALL
Alibaba
BABA
$293B
$11.4M 0.35%
142,600
+106,400
+294% +$10.1M
SE icon
56
PUT
Sea Limited
SE
$65.4B
$10.7M 0.32%
190,400
+159,400
+514% +$11.1M
PEP icon
57
CALL
PepsiCo
PEP
$190B
$10.5M 0.32%
64,500
+46,500
+258% +$8.01M
SE icon
58
CALL
Sea Limited
SE
$65.4B
$10.3M 0.31%
183,600
+165,600
+920% +$11.5M
AAPL icon
59
CALL
Apple
AAPL
$4.54T
$10.2M 0.31%
73,600
-258,100
-78% -$40.5M
PEP icon
60
PUT
PepsiCo
PEP
$190B
$9.76M 0.3%
+59,800
New +$10.3M
MRNA icon
61
CALL
Moderna
MRNA
$21.8B
$9.76M 0.3%
82,500
-32,700
-28% -$4.96M
QCOM icon
62
CALL
Qualcomm
QCOM
$155B
$9.75M 0.3%
86,300
+50,200
+139% +$6.9M
DVN icon
63
PUT
Devon Energy
DVN
$52.1B
$9.69M 0.29%
161,100
+58,900
+58% +$3.66M
WBA
64
PUT
DELISTED
Walgreens Boots Alliance
WBA
$9.67M 0.29%
308,000
+37,900
+14% +$1.4M
DAL icon
65
PUT
Delta Air Lines
DAL
$57.5B
$9.43M 0.29%
336,000
+246,200
+274% +$7.82M
CRWD icon
66
PUT
CrowdStrike
CRWD
$194B
$9.31M 0.28%
226,000
+2,000
+0.9% +$91.5K
IEFA icon
67
iShares Core MSCI EAFE ETF
IEFA
$190B
$9.23M 0.28%
+175,296
New +$10.3M
AAL icon
68
PUT
American Airlines Group
AAL
$10.1B
$9.19M 0.28%
763,100
+581,600
+320% +$8.11M
JPM icon
69
PUT
JPMorgan Chase
JPM
$935B
$9.11M 0.28%
87,200
+37,000
+74% +$4.25M
MSFT icon
70
PUT
Microsoft
MSFT
$3.45T
$9.11M 0.28%
39,100
-45,300
-54% -$12M
GOOGL icon
71
CALL
Alphabet (Google) Class A
GOOGL
$4.36T
$9M 0.27%
94,100
+48,100
+105% +$5.33M
NEM icon
72
PUT
Newmont
NEM
$98.7B
$8.97M 0.27%
213,400
+158,800
+291% +$7.42M
TSM icon
73
PUT
TSMC
TSM
$2.1T
$8.88M 0.27%
129,600
-80,900
-38% -$6.69M
XOM icon
74
PUT
ExxonMobil
XOM
$644B
$8.86M 0.27%
101,500
+11,300
+13% +$1.03M
DAL icon
75
CALL
Delta Air Lines
DAL
$57.5B
$8.84M 0.27%
315,100
+60,800
+24% +$1.93M
1 2
3
4 5

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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.