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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
EMLC icon
2726
VanEck JP Morgan EM Local Currency Bond ETF
EMLC
$4.78B
– –
-25,994
Closed -$636K
EMXC icon
2727
iShares MSCI Emerging Markets ex China ETF
EMXC
$23.5B
– –
-11,993
Closed -$573K
ENB icon
2728
CALL
Enbridge
ENB
$118B
– –
-14,100
Closed -$596K
ENB icon
2729
PUT
Enbridge
ENB
$118B
– –
-16,600
Closed -$702K
ENIC icon
2730
Enel Chile
ENIC
$6.17B
– –
-28,926
Closed -$32K
ENOV icon
2731
Enovis
ENOV
$1.8B
– –
-6,122
Closed -$337K
ENTG icon
2732
Entegris
ENTG
$18.9B
– –
-3,614
Closed -$353K
EPSN icon
2733
Epsilon Energy
EPSN
$168M
– –
-13,039
Closed -$77K
EQT icon
2734
EQT Corp
EQT
$33.4B
– –
-8,842
Closed -$383K
ERY icon
2735
Direxion Daily Energy Bear 2X ETF
ERY
$40.4M
– –
-5,395
Closed -$282K
ESTC icon
2736
Elastic
ESTC
$7.22B
– –
-5,624
Closed -$447K
ETN icon
2737
Eaton
ETN
$169B
– –
-6,271
Closed -$877K
EVGN icon
2738
Evogene
EVGN
$6.54M
– –
-1,025
Closed -$8K
EVGOW
2739
DELISTED
EVgo Inc Warrants
EVGOW
– –
-11,383
Closed -$14K
EVRG icon
2740
Evergy
EVRG
$19.1B
– –
-3,279
Closed -$214K
EXAS
2741
CALL
DELISTED
Exact Sciences
EXAS
– –
-8,500
Closed -$335K
EXAS
2742
DELISTED
Exact Sciences
EXAS
– –
-9,578
Closed -$377K
EXAS
2743
PUT
DELISTED
Exact Sciences
EXAS
– –
-16,500
Closed -$650K
EXC icon
2744
PUT
Exelon
EXC
$46.8B
– –
-6,500
Closed -$295K
HYPD
2745
Hyperion DeFi Inc
HYPD
$40.5M
– –
-380
Closed -$59K
F icon
2746
CALL
Ford
F
$57.7B
– –
-525,000
Closed -$5.84M
F icon
2747
PUT
Ford
F
$57.7B
– –
-646,000
Closed -$7.19M
FBRX icon
2748
Forte Biosciences
FBRX
$1.57B
– –
-618
Closed -$20K
FCEL icon
2749
CALL
FuelCell Energy
FCEL
$1.7B
– –
-870
Closed -$98K
FCG icon
2750
First Trust Natural Gas ETF
FCG
$635M
– –
-17,308
Closed -$379K
108 109
110
111 112

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OAM
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NOCM
Night Owl Capital Management Greenwich, Connecticut $858M AUM 31.41% 1-Year Est. Return
TIM
Total Investment Management Scottsdale, Arizona $858M AUM 9.96% 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

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.