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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
CHKP icon
1101
CALL
Check Point Software Technologies
CHKP
$12.7B
$504K 0.02%
+4,500
New +$544K
KEYS icon
1102
CALL
Keysight
KEYS
$58.3B
$504K 0.02%
+3,200
New +$512K
PWR icon
1103
Quanta Services
PWR
$104B
$503K 0.02%
3,946
+1,335
+51% +$183K
WIX icon
1104
WIX.com
WIX
$2.79B
$503K 0.02%
+6,433
New +$444K
SFM icon
1105
PUT
Sprouts Farmers Market
SFM
$8.03B
$502K 0.02%
+18,100
New +$514K
RTX icon
1106
PUT
RTX Corp
RTX
$294B
$499K 0.02%
6,100
-3,400
-36% -$308K
QGEN icon
1107
Qiagen
QGEN
$8.73B
$497K 0.02%
+11,356
New +$561K
YUM icon
1108
Yum! Brands
YUM
$40.3B
$497K 0.02%
+4,675
New +$543K
AAP icon
1109
Advance Auto Parts
AAP
$3.55B
$496K 0.02%
3,175
+1,356
+75% +$248K
ELAN icon
1110
PUT
Elanco Animal Health
ELAN
$12.8B
$496K 0.02%
+40,000
New +$699K
MKSI icon
1111
CALL
MKS Inc
MKSI
$21.7B
$496K 0.02%
6,000
+3,000
+100% +$309K
APLE icon
1112
Apple Hospitality REIT
APLE
$3.91B
$495K 0.02%
+35,206
New +$559K
CFG icon
1113
PUT
Citizens Financial Group
CFG
$31.1B
$495K 0.02%
14,400
+1,900
+15% +$70.3K
IDV icon
1114
iShares International Select Dividend ETF
IDV
$8.48B
$495K 0.02%
+21,965
New +$579K
MOH icon
1115
PUT
Molina Healthcare
MOH
$9.99B
$495K 0.02%
1,500
+500
+50% +$161K
BTI icon
1116
British American Tobacco
BTI
$128B
$494K 0.01%
13,914
+5,250
+61% +$210K
NVRO
1117
CALL
DELISTED
NEVRO CORP.
NVRO
$494K 0.01%
+10,600
New +$492K
SIVB
1118
DELISTED
SVB Financial Group
SIVB
$494K 0.01%
1,470
+63
+4% +$25.4K
DRI icon
1119
CALL
Darden Restaurants
DRI
$23.4B
$493K 0.01%
+3,900
New +$487K
BNDX icon
1120
Vanguard Total International Bond ETF
BNDX
$82.3B
$492K 0.01%
+10,313
New +$513K
CF icon
1121
PUT
CF Industries
CF
$18.1B
$491K 0.01%
5,100
-2,300
-31% -$224K
BBJP icon
1122
JPMorgan BetaBuilders Japan ETF
BBJP
$18.4B
$490K 0.01%
11,999
+2,749
+30% +$123K
BTU icon
1123
Peabody Energy
BTU
$2.72B
$490K 0.01%
+19,731
New +$443K
ALGT icon
1124
PUT
Allegiant Air
ALGT
$2.82B
$489K 0.01%
6,700
+4,700
+235% +$486K
PRU icon
1125
PUT
Prudential Financial
PRU
$42.9B
$489K 0.01%
5,700
+2,700
+90% +$260K
43 44
45
46 47

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OAM
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NOCM
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QIM
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RB
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OMG
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MCM
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EI
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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.