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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
BBY icon
76
CALL
Best Buy
BBY
$18.2B
$8.8M 0.27%
139,000
+78,700
+131% +$5.83M
AAL icon
77
CALL
American Airlines Group
AAL
$10.1B
$8.75M 0.26%
726,700
+476,800
+191% +$6.65M
WBA
78
CALL
DELISTED
Walgreens Boots Alliance
WBA
$8.68M 0.26%
276,300
+92,300
+50% +$3.42M
TSM icon
79
CALL
TSMC
TSM
$2.1T
$8.6M 0.26%
125,400
-71,600
-36% -$5.92M
CME icon
80
CME Group
CME
$96.3B
$8.57M 0.26%
48,403
+2,175
+5% +$430K
DIS icon
81
CALL
Walt Disney
DIS
$167B
$8.41M 0.25%
89,200
-47,400
-35% -$5.07M
CRM icon
82
PUT
Salesforce
CRM
$151B
$8.34M 0.25%
58,000
+28,800
+99% +$4.88M
GOOGL icon
83
PUT
Alphabet (Google) Class A
GOOGL
$4.36T
$8.28M 0.25%
86,600
+30,600
+55% +$3.39M
FSLR icon
84
PUT
First Solar
FSLR
$22.7B
$8.21M 0.25%
62,100
+47,500
+325% +$5.09M
VZ icon
85
PUT
Verizon
VZ
$195B
$8.19M 0.25%
215,600
+11,900
+6% +$530K
XOP icon
86
PUT
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$3.65B
$8.14M 0.25%
65,300
+36,700
+128% +$4.84M
META icon
87
PUT
Meta Platforms (Facebook)
META
$1.42T
$8.09M 0.24%
59,600
+1,300
+2% +$211K
T icon
88
CALL
AT&T
T
$159B
$8M 0.24%
521,600
+357,000
+217% +$6.5M
WFC icon
89
PUT
Wells Fargo
WFC
$261B
$7.91M 0.24%
196,600
+19,500
+11% +$838K
RIVN icon
90
PUT
Rivian
RIVN
$22B
$7.76M 0.23%
+235,900
New +$8.04M
QCOM icon
91
PUT
Qualcomm
QCOM
$155B
$7.72M 0.23%
68,300
+9,300
+16% +$1.28M
SH icon
92
ProShares Short S&P500
SH
$907M
$7.64M 0.23%
110,550
+24,898
+29% +$1.56M
INTC icon
93
Intel
INTC
$455B
$7.55M 0.23%
292,883
+284,415
+3,359% +$9.7M
PLTR icon
94
CALL
Palantir
PLTR
$295B
$7.51M 0.23%
923,800
+536,600
+139% +$4.77M
AAPL icon
95
Apple
AAPL
$4.54T
$7.46M 0.23%
53,948
+50,924
+1,684% +$7.99M
EXPE icon
96
PUT
Expedia Group
EXPE
$35.4B
$7.43M 0.22%
79,300
-72,800
-48% -$7.43M
DVN icon
97
CALL
Devon Energy
DVN
$52.1B
$7.38M 0.22%
122,700
+62,200
+103% +$3.86M
SBUX icon
98
CALL
Starbucks
SBUX
$120B
$7.3M 0.22%
86,700
+67,600
+354% +$5.74M
MPC icon
99
PUT
Marathon Petroleum
MPC
$92.4B
$7.15M 0.22%
72,000
+27,300
+61% +$2.56M
CRWD icon
100
CALL
CrowdStrike
CRWD
$194B
$7.05M 0.21%
171,200
+1,200
+0.7% +$54.9K
2 3
4
5 6

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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.