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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
AAPL icon
126
PUT
Apple
AAPL
$4.54T
$5.71M 0.17%
41,300
-119,200
-74% -$18.7M
MCD icon
127
CALL
McDonald's
MCD
$192B
$5.65M 0.17%
24,500
+11,900
+94% +$3.04M
AVGO icon
128
PUT
Broadcom
AVGO
$1.85T
$5.59M 0.17%
126,000
+59,000
+88% +$3.01M
MRNA icon
129
Moderna
MRNA
$21.8B
$5.56M 0.17%
47,041
+22,343
+90% +$3.39M
IBM icon
130
IBM
IBM
$211B
$5.53M 0.17%
46,499
+42,080
+952% +$5.52M
JD icon
131
PUT
JD.com
JD
$44.6B
$5.52M 0.17%
109,800
+106,000
+2,789% +$6.28M
GILD icon
132
PUT
Gilead Sciences
GILD
$162B
$5.39M 0.16%
87,400
-108,500
-55% -$6.84M
NOW icon
133
PUT
ServiceNow
NOW
$115B
$5.36M 0.16%
+71,000
New +$6.39M
IWM icon
134
CALL
iShares Russell 2000 ETF
IWM
$79.8B
$5.36M 0.16%
32,500
+17,700
+120% +$3.23M
DASH icon
135
CALL
DoorDash
DASH
$85.5B
$5.34M 0.16%
108,000
+89,300
+478% +$5.96M
MRK icon
136
CALL
Merck
MRK
$322B
$5.32M 0.16%
61,800
+48,800
+375% +$4.36M
XLF icon
137
PUT
State Street Financial Select Sector SPDR ETF
XLF
$56.7B
$5.32M 0.16%
175,100
+5,600
+3% +$185K
TTWO icon
138
PUT
Take-Two Interactive
TTWO
$45.4B
$5.3M 0.16%
+48,600
New +$6.04M
AAL icon
139
American Airlines Group
AAL
$10.1B
$5.26M 0.16%
+436,776
New +$6.09M
WDAY icon
140
Workday
WDAY
$39.6B
$5.23M 0.16%
34,348
+28,790
+518% +$4.51M
RH icon
141
PUT
RH
RH
$3.13B
$5.22M 0.16%
21,200
-900
-4% -$243K
RBLX icon
142
CALL
Roblox
RBLX
$25.4B
$5.21M 0.16%
145,400
+73,500
+102% +$3.04M
DOCU
143
PUT
DocuSign
DOCU
$10.5B
$5.18M 0.16%
96,900
-30,400
-24% -$1.91M
XOP icon
144
CALL
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$3.65B
$5.16M 0.16%
41,400
+2,700
+7% +$356K
FDX icon
145
CALL
FedEx
FDX
$72.7B
$5.14M 0.16%
34,600
+2,800
+9% +$591K
PFE icon
146
Pfizer
PFE
$143B
$5.12M 0.16%
117,094
+109,587
+1,460% +$5.33M
MS icon
147
CALL
Morgan Stanley
MS
$331B
$5.11M 0.15%
64,700
-14,000
-18% -$1.18M
LVS icon
148
PUT
Las Vegas Sands
LVS
$31.7B
$5.09M 0.15%
135,600
+112,200
+479% +$4.18M
EBAY icon
149
PUT
eBay
EBAY
$50.6B
$5.08M 0.15%
138,000
+69,400
+101% +$3.09M
TGT icon
150
CALL
Target
TGT
$65.6B
$5.08M 0.15%
34,200
+17,000
+99% +$2.72M
4 5
6
7 8

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NOCM
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QIM
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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.