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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
SONO icon
651
CALL
Sonos
SONO
$1.83B
$987K 0.03%
71,000
+24,300
+52% +$432K
ZS icon
652
CALL
Zscaler
ZS
$25B
$986K 0.03%
6,000
-4,900
-45% -$802K
MHK icon
653
PUT
Mohawk Industries
MHK
$7.94B
$985K 0.03%
+10,800
New +$1.25M
UBS icon
654
UBS Group
UBS
$171B
$984K 0.03%
+67,794
New +$1.09M
ENPH icon
655
Enphase Energy
ENPH
$5.11B
$983K 0.03%
3,541
-1,138
-24% -$307K
MOH icon
656
Molina Healthcare
MOH
$10.2B
$982K 0.03%
+2,976
New +$958K
NOW icon
657
ServiceNow
NOW
$119B
$982K 0.03%
13,005
-20,655
-61% -$1.86M
EWI icon
658
iShares MSCI Italy ETF
EWI
$1.05B
$980K 0.03%
45,566
+29,965
+192% +$706K
CCJ icon
659
CALL
Cameco
CCJ
$39B
$976K 0.03%
36,800
-71,300
-66% -$1.82M
CTAS icon
660
PUT
Cintas
CTAS
$82B
$970K 0.03%
+10,000
New +$1.02M
ZBRA icon
661
CALL
Zebra Technologies
ZBRA
$13.8B
$969K 0.03%
3,700
+2,700
+270% +$836K
TSCO icon
662
PUT
Tractor Supply
TSCO
$16.7B
$967K 0.03%
+26,000
New +$1.01M
CVS icon
663
CVS Health
CVS
$134B
$963K 0.03%
10,101
-10,081
-50% -$998K
SJM icon
664
CALL
J.M. Smucker
SJM
$12.6B
$962K 0.03%
7,000
+5,000
+250% +$681K
VRSK icon
665
Verisk Analytics
VRSK
$25B
$962K 0.03%
5,643
+4,444
+371% +$831K
LGIH icon
666
CALL
LGI Homes
LGIH
$1.28B
$960K 0.03%
11,800
+7,900
+203% +$774K
SPCE icon
667
CALL
Virgin Galactic
SPCE
$357M
$960K 0.03%
10,195
-4,420
-30% -$567K
TDG icon
668
TransDigm Group
TDG
$71.5B
$955K 0.03%
1,819
+1,225
+206% +$731K
EXPD icon
669
CALL
Expeditors International
EXPD
$21.9B
$954K 0.03%
10,800
+4,600
+74% +$460K
MKTX icon
670
MarketAxess Holdings
MKTX
$5.71B
$954K 0.03%
4,286
+2,566
+149% +$659K
LNG icon
671
PUT
Cheniere Energy
LNG
$54.1B
$946K 0.03%
5,700
-22,300
-80% -$3.38M
MET icon
672
MetLife
MET
$61.8B
$945K 0.03%
+15,545
New +$993K
AVGO icon
673
Broadcom
AVGO
$1.86T
$943K 0.03%
21,240
-54,310
-72% -$2.77M
TSN icon
674
Tyson Foods
TSN
$20.8B
$941K 0.03%
+14,272
New +$1.13M
BLK icon
675
CALL
Blackrock
BLK
$172B
$935K 0.03%
1,700
-200
-11% -$131K
25 26
27
28 29

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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.