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TSS

Two Sigma Securities Portfolio holdings

AUM $1.16B
1-Year Est. Return 36.23%
This Fund
S&P 500
This Quarter Est. Return
-5.13%
1 Year Est. Return
+36.23%
3 Year Est. Return
+108.69%
5 Year Est. Return
+124.54%
10 Year Est. Return
+352.99%
AUM
$3.3B
AUM Growth
+$482M
Cap. Flow
+$191M
Cap. Flow %
5.79%
Top 10 Hldgs %
7.55%
Holding
3,324
New
1,158
Increased
808
Reduced
538
Closed
778

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 Miscellaneous 84.83%
2 Technology 3.34%
3 Financials 1.87%
4 Healthcare 1.85%
5 Consumer Discretionary 1.78%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
GFS icon
1926
PUT
GlobalFoundries
GFS
$26.7B
$208K 0.01%
+4,300
New +$232K
IAT icon
1927
iShares US Regional Banks ETF
IAT
$626M
$208K 0.01%
+4,348
New +$226K
LHX icon
1928
PUT
L3Harris
LHX
$46B
$208K 0.01%
1,000
-500
-33% -$115K
MCHP icon
1929
PUT
Microchip Technology
MCHP
$39.8B
$208K 0.01%
3,400
-14,900
-81% -$979K
NDAQ icon
1930
Nasdaq
NDAQ
$52.3B
$208K 0.01%
3,670
-1,523
-29% -$89.6K
WM icon
1931
CALL
Waste Management
WM
$84.4B
$208K 0.01%
+1,300
New +$215K
GSG icon
1932
iShares S&P GSCI Commodity-Indexed Trust
GSG
$1.05B
$207K 0.01%
10,072
-3,630
-26% -$79.9K
MKSI icon
1933
PUT
MKS Inc
MKSI
$17B
$207K 0.01%
2,500
+500
+25% +$51.5K
PLCE icon
1934
PUT
Children's Place
PLCE
$45.4M
$207K 0.01%
+6,700
New +$282K
QDEL icon
1935
PUT
QuidelOrtho
QDEL
$728M
$207K 0.01%
+2,900
New +$259K
FNF icon
1936
PUT
Fidelity National Financial
FNF
$11.4B
$206K 0.01%
+5,928
New +$221K
FROG icon
1937
CALL
JFrog
FROG
$11.4B
$206K 0.01%
+9,300
New +$207K
MAC icon
1938
CALL
Macerich
MAC
$6.42B
$206K 0.01%
26,000
-8,700
-25% -$84.5K
QS icon
1939
PUT
QuantumScape Corp
QS
$3.09B
$206K 0.01%
+24,500
New +$263K
TKR icon
1940
Timken Company
TKR
$8.12B
$206K 0.01%
+3,485
New +$216K
VST icon
1941
CALL
Vistra
VST
$47.2B
$206K 0.01%
9,800
-2,300
-19% -$55.7K
DUK icon
1942
PUT
Duke Energy
DUK
$91.6B
$205K 0.01%
2,200
-6,700
-75% -$720K
GDX icon
1943
CALL
VanEck Gold Miners ETF
GDX
$28.7B
$205K 0.01%
8,500
-2,400
-22% -$60.7K
SBSW icon
1944
Sibanye-Stillwater
SBSW
$8.25B
$205K 0.01%
+21,964
New +$209K
FE icon
1945
CALL
FirstEnergy
FE
$26.2B
$204K 0.01%
5,500
-1,400
-20% -$55.3K
NMM icon
1946
Navios Maritime Partners
NMM
$2.69B
$204K 0.01%
+8,300
New +$215K
NTAP icon
1947
CALL
NetApp
NTAP
$38.8B
$204K 0.01%
3,300
-7,000
-68% -$487K
RRR icon
1948
Red Rock Resorts
RRR
$3.01B
$204K 0.01%
+5,947
New +$226K
SSL icon
1949
Sasol
SSL
$8.8B
$204K 0.01%
+12,942
New +$256K
TOST icon
1950
PUT
Toast
TOST
$17.2B
$204K 0.01%
+12,200
New +$212K
76 77
78
79 80

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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 $191M 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 Miscellaneous at 85% of assets, down from 86% a quarter earlier, followed by Technology and Financials.

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 778 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.