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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
CRNT icon
2676
Ceragon Networks
CRNT
$200M
– –
-21,071
Closed -$54K
CRVS icon
2677
Corvus Pharmaceuticals
CRVS
$1.12B
– –
-11,355
Closed -$11K
CSIQ icon
2678
Canadian Solar
CSIQ
$1.05B
– –
-17,062
Closed -$650K
CSIQ icon
2679
PUT
Canadian Solar
CSIQ
$1.05B
– –
-7,800
Closed -$243K
CTAS icon
2680
Cintas
CTAS
$81.6B
– –
-6,628
Closed -$677K
CSX icon
2681
CSX Corp
CSX
$92.3B
– –
-45,794
Closed -$1.33M
CVV icon
2682
CVD Equipment Corp
CVV
$54.8M
– –
-11,852
Closed -$47K
CX icon
2683
Cemex
CX
$17.1B
– –
-12,342
Closed -$48K
CXT icon
2684
Crane NXT
CXT
$3.09B
– –
-9,409
Closed -$286K
CYN icon
2685
Cyngn
CYN
$16.2M
– –
-2
Closed -$35K
CZR icon
2686
Caesars Entertainment
CZR
$6.06B
– –
-13,033
Closed -$499K
DAR icon
2687
Darling Ingredients
DAR
$9.5B
– –
-9,763
Closed -$681K
DAR icon
2688
PUT
Darling Ingredients
DAR
$9.5B
– –
-7,300
Closed -$437K
DB icon
2689
CALL
Deutsche Bank
DB
$69.8B
– –
-21,600
Closed -$189K
DCI icon
2690
Donaldson
DCI
$11.1B
– –
-6,035
Closed -$291K
DD icon
2691
CALL
DuPont de Nemours
DD
$19.1B
– –
-3,187
Closed -$222K
DDD icon
2692
PUT
3D Systems Corp
DDD
$462M
– –
-11,700
Closed -$113K
DDOG icon
2693
Datadog
DDOG
$97.4B
– –
-25,509
Closed -$2.57M
DEO icon
2694
Diageo
DEO
$49.2B
– –
-3,604
Closed -$628K
DG icon
2695
Dollar General
DG
$28.2B
– –
-1,415
Closed -$349K
KUST
2696
Kustom Entertainment Inc
KUST
$909K
– –
0
– -$29K
DGRO icon
2697
iShares Core Dividend Growth ETF
DGRO
$42.9B
– –
-12,487
Closed -$595K
DGX icon
2698
Quest Diagnostics
DGX
$25.6B
– –
-2,326
Closed -$306K
DHI icon
2699
PUT
D.R. Horton
DHI
$41B
– –
-6,800
Closed -$450K
DHR icon
2700
PUT
Danaher
DHR
$139B
– –
-4,286
Closed -$963K
106 107
108
109 110

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BCM
Benchstone Capital Management New York $860M AUM 32.46% 1-Year Est. Return
OAM
Ophir Asset Management Sydney, Australia $859M AUM 59.08% 1-Year Est. Return
NOCM
Night Owl Capital Management Greenwich, Connecticut $858M AUM 31.41% 1-Year Est. Return
QIM
Quest Investment Management Lake Oswego, Oregon $857M AUM 21.67% 1-Year Est. Return
RB
Rodgers Brothers Harmony, Pennsylvania $866M AUM 30.05% 1-Year Est. Return
OMG
One Madison Group New York $866M AUM 33.81% 1-Year Est. Return
MCM
Makena Capital Management Menlo Park, California $866M AUM 17.79% 1-Year Est. Return
NEPWA
New England Private Wealth Advisors Wellesley, Massachusetts $866M AUM 15.25% 1-Year Est. Return

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.