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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
MGNI icon
2901
Magnite
MGNI
$2.76B
– –
-15,794
Closed -$140K
MHK icon
2902
Mohawk Industries
MHK
$7.5B
– –
-1,916
Closed -$222K
MIDD icon
2903
Middleby
MIDD
$6.04B
– –
-1,881
Closed -$236K
MKL icon
2904
Markel Group
MKL
$23.3B
– –
-221
Closed -$286K
MLM icon
2905
PUT
Martin Marietta Materials
MLM
$31.5B
– –
-1,000
Closed -$299K
MRSH
2906
CALL
Marsh
MRSH
$90.5B
– –
-1,800
Closed -$279K
MRSH
2907
Marsh
MRSH
$90.5B
– –
-2,288
Closed -$367K
DFTX
2908
Definium Therapeutics
DFTX
$5.78B
– –
-709
Closed -$7K
ORIO
2909
Orion Digital Corp
ORIO
$15.4M
– –
-9,284
Closed -$24K
MP icon
2910
CALL
MP Materials
MP
$7.36B
– –
-29,600
Closed -$950K
MP icon
2911
PUT
MP Materials
MP
$7.36B
– –
-27,200
Closed -$873K
MPT
2912
Medical Properties Trust
MPT
$2.77B
– –
-18,502
Closed -$283K
MRK icon
2913
Merck
MRK
$322B
– –
-22,207
Closed -$1.98M
MSN icon
2914
Emerson Radio
MSN
$7.79M
– –
-12,127
Closed -$8K
MTCH icon
2915
Match Group
MTCH
$9.19B
– –
-3,175
Closed -$221K
MXI icon
2916
iShares Global Materials ETF
MXI
$338M
– –
-2,749
Closed -$203K
MYSZ icon
2917
My Size
MYSZ
$1.98M
– –
-102
Closed -$4K
NBIX icon
2918
Neurocrine Biosciences
NBIX
$16.8B
– –
-2,773
Closed -$270K
NDLS icon
2919
Noodles & Co
NDLS
$111M
– –
-3,399
Closed -$128K
NDRA icon
2920
ENDRA Life Sciences
NDRA
$5.97M
– –
-2
Closed -$18K
NEAR icon
2921
iShares Short Maturity Bond ETF
NEAR
$4.83B
– –
-22,800
Closed -$1.12M
NEE icon
2922
PUT
NextEra Energy
NEE
$181B
– –
-9,200
Closed -$713K
NET icon
2923
Cloudflare
NET
$99B
– –
-13,921
Closed -$827K
NET icon
2924
PUT
Cloudflare
NET
$99B
– –
-151,000
Closed -$6.61M
NGG icon
2925
National Grid
NGG
$80.4B
– –
-4,888
Closed -$293K
115 116
117
118 119

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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
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.