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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
OSK icon
1276
CALL
Oshkosh
OSK
$9.16B
$408K 0.01%
5,800
+1,600
+38% +$130K
FSR
1277
PUT
DELISTED
Fisker Inc.
FSR
$408K 0.01%
+54,100
New +$488K
HMY icon
1278
Harmony Gold Mining
HMY
$10.3B
$407K 0.01%
+167,301
New +$484K
SPYV icon
1279
State Street SPDR Portfolio S&P 500 Value ETF
SPYV
$36.8B
$407K 0.01%
11,797
-8,091
-41% -$307K
FSLY icon
1280
PUT
Fastly Inc
FSLY
$3.6B
$406K 0.01%
44,300
+8,700
+24% +$92.6K
EMN icon
1281
CALL
Eastman Chemical
EMN
$8.23B
$405K 0.01%
+5,700
New +$512K
MTDR icon
1282
Matador Resources
MTDR
$6.06B
$405K 0.01%
+8,287
New +$447K
URI icon
1283
PUT
United Rentals
URI
$69.5B
$405K 0.01%
1,500
-5,500
-79% -$1.6M
XPO icon
1284
XPO
XPO
$23.1B
$405K 0.01%
+15,327
New +$477K
CF icon
1285
CALL
CF Industries
CF
$18.2B
$404K 0.01%
4,200
-7,200
-63% -$703K
LIN icon
1286
Linde
LIN
$221B
$404K 0.01%
1,500
+407
+37% +$117K
QLYS icon
1287
CALL
Qualys
QLYS
$5.45B
$404K 0.01%
+2,900
New +$409K
ABNB icon
1288
Airbnb
ABNB
$89.4B
$403K 0.01%
3,833
-12,841
-77% -$1.42M
DECK icon
1289
Deckers Outdoor
DECK
$13.6B
$403K 0.01%
+7,740
New +$403K
ETR icon
1290
CALL
Entergy
ETR
$50.4B
$403K 0.01%
8,000
+600
+8% +$34.4K
BRSL
1291
CALL
Brightstar Lottery PLC
BRSL
$1.86B
$403K 0.01%
25,500
+13,500
+113% +$253K
IT icon
1292
Gartner
IT
$10.1B
$403K 0.01%
+1,458
New +$409K
NYT icon
1293
CALL
New York Times
NYT
$12.2B
$403K 0.01%
14,000
+3,200
+30% +$97.8K
RPD icon
1294
PUT
Rapid7
RPD
$680M
$403K 0.01%
9,400
+3,900
+71% +$241K
VET icon
1295
CALL
Vermilion Energy
VET
$1.76B
$403K 0.01%
+18,800
New +$441K
AIA icon
1296
iShares Asia 50 ETF
AIA
$4.82B
$402K 0.01%
+8,043
New +$470K
EMR icon
1297
Emerson Electric
EMR
$86.7B
$402K 0.01%
+5,496
New +$456K
SCHW
1298
Charles Schwab
SCHW
$184B
$402K 0.01%
+5,589
New +$388K
RVLV icon
1299
PUT
Revolve Group
RVLV
$1.86B
$401K 0.01%
18,500
+7,800
+73% +$205K
BAX icon
1300
Baxter International
BAX
$14.5B
$400K 0.01%
7,418
+2,905
+64% +$175K
50 51
52
53 54

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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.