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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
ILMN icon
676
CALL
Illumina
ILMN
$30B
$935K 0.03%
5,037
+925
+22% +$183K
LEN icon
677
Lennar Class A
LEN
$20.5B
$935K 0.03%
+12,950
New +$1.01M
VLUE icon
678
iShares MSCI USA Value Factor ETF
VLUE
$9.21B
$929K 0.03%
+11,344
New +$1.05M
BCE icon
679
BCE
BCE
$20.3B
$925K 0.03%
22,059
+11,751
+114% +$571K
DKS icon
680
Dick's Sporting Goods
DKS
$18B
$925K 0.03%
+8,840
New +$899K
YUM icon
681
PUT
Yum! Brands
YUM
$40.6B
$925K 0.03%
+8,700
New +$1.01M
HUM icon
682
PUT
Humana
HUM
$45B
$922K 0.03%
1,900
+700
+58% +$340K
TAP icon
683
CALL
Molson Coors Class B
TAP
$7.86B
$921K 0.03%
+19,200
New +$1.04M
TGT icon
684
Target
TGT
$67.8B
$921K 0.03%
6,205
-188
-3% -$30.1K
BIO icon
685
Bio-Rad Laboratories Class A
BIO
$8.96B
$920K 0.03%
+2,205
New +$1.1M
BBWI icon
686
PUT
Bath & Body Works
BBWI
$4.23B
$916K 0.03%
28,100
+18,600
+196% +$656K
WING icon
687
CALL
Wingstop
WING
$3.55B
$916K 0.03%
7,300
+500
+7% +$59.8K
DIS icon
688
Walt Disney
DIS
$170B
$914K 0.03%
9,690
+1,134
+13% +$121K
TMV icon
689
Direxion Daily 20+ Year Treasury Bear 3X ETF
TMV
$191M
$913K 0.03%
+27,320
New +$719K
ORCL icon
690
CALL
Oracle
ORCL
$409B
$910K 0.03%
14,900
-21,800
-59% -$1.6M
CI icon
691
Cigna
CI
$74.5B
$909K 0.03%
3,275
-1,869
-36% -$526K
ELV icon
692
PUT
Elevance Health
ELV
$83B
$908K 0.03%
+2,000
New +$957K
LUMN icon
693
Lumen
LUMN
$6.65B
$906K 0.03%
124,477
+112,897
+975% +$1.15M
PLNT icon
694
CALL
Planet Fitness
PLNT
$4.45B
$905K 0.03%
15,700
+12,700
+423% +$915K
HON icon
695
Honeywell
HON
$78.2B
$904K 0.03%
+5,742
New +$1M
DHR icon
696
Danaher
DHR
$139B
$903K 0.03%
3,943
+1,336
+51% +$327K
NTR icon
697
PUT
Nutrien
NTR
$31.7B
$901K 0.03%
+10,800
New +$929K
ISRG icon
698
PUT
Intuitive Surgical
ISRG
$135B
$900K 0.03%
+4,800
New +$1.03M
VSTO
699
CALL
DELISTED
Vista Outdoor Inc.
VSTO
$900K 0.03%
37,000
+28,400
+330% +$808K
FIVE icon
700
CALL
Five Below
FIVE
$12B
$895K 0.03%
+6,500
New +$854K
26 27
28
29 30

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OAM
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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.