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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
WDC icon
901
Western Digital
WDC
$188B
$643K 0.02%
26,121
-5,798
-18% -$192K
GT icon
902
PUT
Goodyear
GT
$2B
$642K 0.02%
63,600
+3,000
+5% +$38.1K
HII icon
903
CALL
Huntington Ingalls Industries
HII
$12.9B
$642K 0.02%
2,900
+1,700
+142% +$381K
HII icon
904
PUT
Huntington Ingalls Industries
HII
$12.9B
$642K 0.02%
2,900
-900
-24% -$202K
PLAY icon
905
CALL
Dave & Buster's
PLAY
$377M
$639K 0.02%
20,600
+12,400
+151% +$463K
TM icon
906
CALL
Toyota
TM
$224B
$638K 0.02%
+4,900
New +$743K
MCD icon
907
McDonald's
MCD
$192B
$637K 0.02%
2,761
+1,858
+206% +$475K
CELH icon
908
CALL
Celsius Holdings
CELH
$7.47B
$635K 0.02%
+21,000
New +$658K
B
909
Barrick Mining
B
$61.5B
$635K 0.02%
40,983
-1,753
-4% -$27.7K
SWKS icon
910
Skyworks Solutions
SWKS
$9.37B
$634K 0.02%
+7,431
New +$760K
FVRR icon
911
CALL
Fiverr
FVRR
$321M
$633K 0.02%
20,700
+800
+4% +$28.4K
AN icon
912
PUT
AutoNation
AN
$7.11B
$632K 0.02%
6,200
-3,400
-35% -$399K
BFH icon
913
CALL
Bread Financial
BFH
$4.37B
$632K 0.02%
+20,100
New +$788K
ELAN icon
914
CALL
Elanco Animal Health
ELAN
$13.2B
$632K 0.02%
+50,900
New +$890K
BNTX icon
915
BioNTech
BNTX
$22.9B
$630K 0.02%
+4,672
New +$714K
CNQ icon
916
CALL
Canadian Natural Resources
CNQ
$99.4B
$629K 0.02%
27,000
+9,235
+52% +$239K
VST icon
917
PUT
Vistra
VST
$50B
$626K 0.02%
+29,800
New +$721K
VTR icon
918
Ventas
VTR
$48B
$626K 0.02%
+15,596
New +$766K
BMO icon
919
Bank of Montreal
BMO
$126B
$625K 0.02%
7,128
+1,755
+33% +$170K
DECK icon
920
PUT
Deckers Outdoor
DECK
$13.2B
$625K 0.02%
+12,000
New +$624K
CEG icon
921
PUT
Constellation Energy
CEG
$93.8B
$624K 0.02%
+7,500
New +$553K
LLY icon
922
Eli Lilly
LLY
$1.02T
$623K 0.02%
1,927
-3,929
-67% -$1.24M
ALNY icon
923
Alnylam Pharmaceuticals
ALNY
$27.5B
$622K 0.02%
3,107
-8,183
-72% -$1.56M
JNJ icon
924
Johnson & Johnson
JNJ
$618B
$622K 0.02%
3,808
-944
-20% -$160K
TRGP icon
925
CALL
Targa Resources
TRGP
$58B
$622K 0.02%
+10,300
New +$676K
35 36
37
38 39

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NOCM
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QIM
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MCM
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NEPWA
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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.