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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
FLR icon
1876
CALL
Fluor
FLR
$7.04B
$217K 0.01%
8,700
-8,900
-51% -$227K
ICLN icon
1877
iShares Global Clean Energy ETF
ICLN
$2.37B
$217K 0.01%
11,379
-2,104
-16% -$44.8K
LW icon
1878
CALL
Lamb Weston
LW
$7.33B
$217K 0.01%
2,800
-3,900
-58% -$305K
SE icon
1879
Sea Limited
SE
$70.4B
$217K 0.01%
3,872
-9,341
-71% -$650K
PXD
1880
CALL
DELISTED
Pioneer Natural Resource Co.
PXD
$217K 0.01%
1,000
– –
HZNP
1881
PUT
DELISTED
Horizon Therapeutics Public Limited Company Ordinary Shares
HZNP
$217K 0.01%
+3,500
New +$245K
CMRC
1882
CALL
Commerce.com Inc Series 1
CMRC
$281M
$216K 0.01%
+14,600
New +$250K
CRVL icon
1883
CorVel
CRVL
$3.19B
$216K 0.01%
+4,686
New +$243K
KD icon
1884
PUT
Kyndryl
KD
$3.07B
$216K 0.01%
+26,100
New +$271K
PFG icon
1885
PUT
Principal Financial Group
PFG
$24.6B
$216K 0.01%
+3,000
New +$215K
CARG icon
1886
PUT
CarGurus
CARG
$3.28B
$215K 0.01%
+15,200
New +$308K
CINF icon
1887
CALL
Cincinnati Financial
CINF
$27.3B
$215K 0.01%
+2,400
New +$247K
EIX icon
1888
CALL
Edison International
EIX
$26.3B
$215K 0.01%
3,800
+200
+6% +$13.2K
FNV icon
1889
PUT
Franco-Nevada
FNV
$43.7B
$215K 0.01%
+1,800
New +$226K
KTOS icon
1890
CALL
Kratos Defense & Security Solutions
KTOS
$10.4B
$214K 0.01%
+21,100
New +$283K
NVO
1891
Novo Nordisk
NVO
$197B
$214K 0.01%
+4,298
New +$230K
TRV icon
1892
CALL
Travelers Companies
TRV
$79.8B
$214K 0.01%
+1,400
New +$228K
UL icon
1893
Unilever
UL
$139B
$214K 0.01%
4,336
-22,284
-84% -$1.16M
WM icon
1894
Waste Management
WM
$89.7B
$214K 0.01%
+1,337
New +$221K
AR icon
1895
Antero Resources
AR
$10.6B
$213K 0.01%
6,984
-7,057
-50% -$261K
BNY
1896
Bank of New York Mellon
BNY
$108B
$213K 0.01%
+5,533
New +$236K
CBRL icon
1897
CALL
Cracker Barrel
CBRL
$1.31B
$213K 0.01%
+2,300
New +$231K
GPRO icon
1898
PUT
GoPro
GPRO
$125M
$213K 0.01%
+43,200
New +$257K
GXC icon
1899
State Street SPDR S&P China ETF
GXC
$477M
$213K 0.01%
+3,007
New +$246K
INCY icon
1900
Incyte
INCY
$24.3B
$213K 0.01%
+3,201
New +$236K
74 75
76
77 78

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OAM
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WFAL
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NOCM
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QIM
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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.