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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
GNRC icon
2776
Generac Holdings
GNRC
$11.6B
– –
-3,585
Closed -$822K
GOGO icon
2777
Gogo Inc
GOGO
$565M
– –
-11,945
Closed -$193K
GOOG icon
2778
CALL
Alphabet (Google) Class C
GOOG
$4.36T
– –
-8,000
Closed -$875K
GOOG icon
2779
PUT
Alphabet (Google) Class C
GOOG
$4.36T
– –
-2,000
Closed -$219K
GOOS
2780
CALL
Canada Goose Holdings
GOOS
$872M
– –
-13,000
Closed -$234K
GOOS
2781
PUT
Canada Goose Holdings
GOOS
$872M
– –
-14,700
Closed -$265K
GPC icon
2782
Genuine Parts
GPC
$17.1B
– –
-3,287
Closed -$496K
GPC icon
2783
PUT
Genuine Parts
GPC
$17.1B
– –
-2,000
Closed -$266K
GPN icon
2784
Global Payments
GPN
$23B
– –
-8,484
Closed -$1.05M
GPRO icon
2785
CALL
GoPro
GPRO
$130M
– –
-14,000
Closed -$77K
GROV icon
2786
Grove Collaborative
GROV
$46.2M
– –
-3,862
Closed -$89K
GRPN icon
2787
Groupon
GRPN
$1.05B
– –
-14,146
Closed -$160K
GSK icon
2788
GSK
GSK
$104B
– –
-7,487
Closed -$407K
GV
2789
DELISTED
Visionary Holdings
GV
– –
-1,274
Closed -$29K
GWRE icon
2790
Guidewire Software
GWRE
$12.6B
– –
-7,446
Closed -$538K
GWW icon
2791
PUT
W.W. Grainger
GWW
$65.3B
– –
-1,400
Closed -$636K
H icon
2792
CALL
Hyatt Hotels
H
$16.4B
– –
-6,600
Closed -$488K
H icon
2793
PUT
Hyatt Hotels
H
$16.4B
– –
-6,600
Closed -$488K
HAL icon
2794
Halliburton
HAL
$26.9B
– –
-19,254
Closed -$551K
HALO icon
2795
Halozyme
HALO
$9.79B
– –
-8,681
Closed -$382K
HBAN icon
2796
Huntington Bancshares
HBAN
$34.4B
– –
-22,391
Closed -$269K
HBM icon
2797
Hudbay
HBM
$10.1B
– –
-13,548
Closed -$55K
HCA icon
2798
HCA Healthcare
HCA
$87.2B
– –
-1,444
Closed -$288K
HCTI icon
2799
Healthcare Triangle
HCTI
$2.23M
– –
0
– -$11K
HDB icon
2800
HDFC Bank
HDB
$123B
– –
-8,834
Closed -$243K
110 111
112
113 114

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BCM
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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.