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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
LAD icon
201
PUT
Lithia Motors
LAD
$8.47B
$3.9M 0.12%
+18,200
New +$4.76M
MA icon
202
CALL
Mastercard
MA
$502B
$3.9M 0.12%
13,700
+7,700
+128% +$2.55M
SPY icon
203
PUT
State Street SPDR S&P 500 ETF Trust
SPY
$790B
$3.86M 0.12%
+10,800
New +$4.29M
AMAT icon
204
PUT
Applied Materials
AMAT
$403B
$3.84M 0.12%
46,900
+3,300
+8% +$318K
LMT icon
205
PUT
Lockheed Martin
LMT
$134B
$3.82M 0.12%
9,900
-2,400
-20% -$1M
MRVL icon
206
CALL
Marvell Technology
MRVL
$168B
$3.82M 0.12%
89,000
+26,700
+43% +$1.32M
TXN icon
207
PUT
Texas Instruments
TXN
$252B
$3.78M 0.11%
24,400
+6,800
+39% +$1.14M
MA icon
208
PUT
Mastercard
MA
$502B
$3.75M 0.11%
13,200
+4,100
+45% +$1.36M
SLB icon
209
PUT
SLB Ltd
SLB
$73.6B
$3.74M 0.11%
104,200
+2,200
+2% +$79.8K
QQQ icon
210
Invesco QQQ Trust
QQQ
$453B
$3.71M 0.11%
13,896
-23,385
-63% -$7.06M
UNH icon
211
PUT
UnitedHealth
UNH
$376B
$3.69M 0.11%
7,300
+5,100
+232% +$2.68M
PEP icon
212
PepsiCo
PEP
$190B
$3.68M 0.11%
22,534
+16,182
+255% +$2.79M
FXI icon
213
PUT
iShares China Large-Cap ETF
FXI
$4.37B
$3.67M 0.11%
141,900
+126,200
+804% +$3.78M
SPIB icon
214
State Street SPDR Portfolio Intermediate Term Corporate Bond ETF
SPIB
$11.5B
$3.66M 0.11%
116,990
+107,482
+1,130% +$3.5M
SCHF icon
215
Schwab International Equity ETF
SCHF
$66.6B
$3.66M 0.11%
260,454
+103,374
+66% +$1.62M
SWK icon
216
PUT
Stanley Black & Decker
SWK
$14.3B
$3.66M 0.11%
48,700
+30,400
+166% +$2.92M
VGSH icon
217
Vanguard Short-Term Treasury ETF
VGSH
$29.3B
$3.65M 0.11%
63,155
+51,343
+435% +$3.01M
AZO icon
218
PUT
AutoZone
AZO
$49.2B
$3.64M 0.11%
+1,700
New +$3.7M
XLF icon
219
State Street Financial Select Sector SPDR ETF
XLF
$56.7B
$3.63M 0.11%
119,682
+97,073
+429% +$3.21M
UPST icon
220
CALL
Upstart Holdings
UPST
$2.63B
$3.62M 0.11%
173,900
+154,900
+815% +$4.17M
WHR icon
221
CALL
Whirlpool
WHR
$2.43B
$3.61M 0.11%
26,800
+21,900
+447% +$3.49M
MELI icon
222
Mercado Libre
MELI
$95.2B
$3.6M 0.11%
4,352
+3,833
+739% +$3.29M
DOW icon
223
PUT
Dow Inc
DOW
$21.9B
$3.57M 0.11%
81,300
+56,200
+224% +$2.85M
LUV icon
224
PUT
Southwest Airlines
LUV
$22B
$3.56M 0.11%
115,600
+74,300
+180% +$2.78M
LNG icon
225
CALL
Cheniere Energy
LNG
$55.2B
$3.55M 0.11%
21,400
-18,500
-46% -$2.81M
7 8
9
10 11

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OAM
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NOCM
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TIM
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QIM
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RB
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OMG
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MCM
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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.