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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
CCJ icon
601
Cameco
CCJ
$38.9B
$1.07M 0.03%
+40,371
New +$1.03M
SHOP icon
602
Shopify
SHOP
$153B
$1.07M 0.03%
39,674
-63,865
-62% -$2.17M
TMO icon
603
Thermo Fisher Scientific
TMO
$213B
$1.06M 0.03%
+2,092
New +$1.17M
MOS icon
604
The Mosaic Company
MOS
$6.91B
$1.06M 0.03%
21,919
-7,813
-26% -$404K
COST icon
605
Costco
COST
$423B
$1.06M 0.03%
+2,235
New +$1.16M
PZZA icon
606
CALL
Papa John's
PZZA
$1.03B
$1.05M 0.03%
15,000
+7,600
+103% +$645K
XOM icon
607
ExxonMobil
XOM
$644B
$1.05M 0.03%
12,022
+7,071
+143% +$646K
NVS icon
608
Novartis
NVS
$291B
$1.05M 0.03%
13,803
+363
+3% +$30.1K
PM icon
609
Philip Morris
PM
$296B
$1.05M 0.03%
12,635
+8,332
+194% +$795K
DELL icon
610
CALL
Dell
DELL
$267B
$1.05M 0.03%
30,600
+21,700
+244% +$913K
GDX icon
611
VanEck Gold Miners ETF
GDX
$22.8B
$1.04M 0.03%
43,266
-5,050
-10% -$128K
ETSY icon
612
Etsy
ETSY
$7.88B
$1.04M 0.03%
10,406
+1,277
+14% +$130K
UBER icon
613
CALL
Uber
UBER
$146B
$1.04M 0.03%
39,300
-217,200
-85% -$6M
CCL icon
614
PUT
Carnival Corporation Ltd
CCL
$38.8B
$1.04M 0.03%
147,500
-600,400
-80% -$5.82M
MAR icon
615
PUT
Marriott International
MAR
$91.5B
$1.04M 0.03%
7,400
+100
+1% +$15.3K
WIX icon
616
PUT
WIX.com
WIX
$2.39B
$1.03M 0.03%
13,200
-14,300
-52% -$986K
VLO icon
617
Valero Energy
VLO
$90.1B
$1.03M 0.03%
9,654
-8,251
-46% -$908K
CHTR icon
618
PUT
Charter Communications
CHTR
$17.5B
$1.03M 0.03%
3,400
-1,000
-23% -$428K
ELV icon
619
Elevance Health
ELV
$82.1B
$1.03M 0.03%
+2,268
New +$1.09M
TQQQ icon
620
ProShares UltraPro QQQ
TQQQ
$34.1B
$1.03M 0.03%
106,394
-116,148
-52% -$1.69M
FTSM icon
621
First Trust Enhanced Short Maturity ETF
FTSM
$6.5B
$1.03M 0.03%
+17,310
New +$1.03M
C icon
622
Citigroup
C
$222B
$1.03M 0.03%
24,621
+138
+0.6% +$6.82K
UNH icon
623
UnitedHealth
UNH
$378B
$1.03M 0.03%
2,031
+868
+75% +$456K
SHV icon
624
iShares 0-1 Year Treasury Bond ETF
SHV
$20.6B
$1.02M 0.03%
9,304
-2,800
-23% -$308K
D icon
625
Dominion Energy
D
$60.4B
$1.02M 0.03%
+14,754
New +$1.19M
23 24
25
26 27

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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.