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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
XME icon
701
PUT
State Street SPDR S&P Metals & Mining ETF
XME
$3.94B
$892K 0.03%
21,000
+7,200
+52% +$338K
FHN icon
702
First Horizon
FHN
$12.2B
$889K 0.03%
38,825
+29,057
+297% +$660K
BJ icon
703
CALL
BJs Wholesale Club
BJ
$12.4B
$888K 0.03%
+12,200
New +$875K
EQIX icon
704
Equinix
EQIX
$102B
$886K 0.03%
+1,558
New +$1.02M
ONON icon
705
CALL
On Holding
ONON
$12.6B
$884K 0.03%
+55,100
New +$1.1M
EOG icon
706
PUT
EOG Resources
EOG
$77.6B
$883K 0.03%
7,900
+4,900
+163% +$550K
PAYX icon
707
PUT
Paychex
PAYX
$41.9B
$875K 0.03%
+7,800
New +$967K
BAC icon
708
CALL
Bank of America
BAC
$438B
$873K 0.03%
28,900
-258,800
-90% -$8.65M
RIG icon
709
Transocean
RIG
$5.7B
$872K 0.03%
353,053
+336,374
+2,017% +$1.08M
ODFL icon
710
CALL
Old Dominion Freight Line
ODFL
$44B
$871K 0.03%
7,000
-1,000
-13% -$138K
BIG
711
PUT
DELISTED
Big Lots, Inc.
BIG
$871K 0.03%
55,800
+31,000
+125% +$667K
CVE icon
712
CALL
Cenovus Energy
CVE
$54.5B
$870K 0.03%
56,600
+25,600
+83% +$455K
UAL icon
713
United Airlines
UAL
$41.7B
$869K 0.03%
26,699
+7,493
+39% +$279K
WGO icon
714
CALL
Winnebago Industries
WGO
$885M
$867K 0.03%
16,300
+800
+5% +$46.4K
CVE icon
715
PUT
Cenovus Energy
CVE
$54.5B
$865K 0.03%
56,300
+12,100
+27% +$215K
LYFT icon
716
Lyft
LYFT
$6.22B
$865K 0.03%
65,648
+41,970
+177% +$646K
PH icon
717
Parker-Hannifin
PH
$126B
$865K 0.03%
3,571
+110
+3% +$29.8K
SYY icon
718
CALL
Sysco
SYY
$40.7B
$863K 0.03%
12,200
+9,100
+294% +$758K
DIA icon
719
PUT
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$45.7B
$862K 0.03%
+3,000
New +$954K
HES
720
DELISTED
Hess
HES
$862K 0.03%
+7,908
New +$876K
AR icon
721
CALL
Antero Resources
AR
$11.2B
$861K 0.03%
28,200
-3,300
-10% -$122K
FISV
722
CALL
Fiserv Inc
FISV
$29B
$861K 0.03%
+9,200
New +$938K
SCZ icon
723
iShares MSCI EAFE Small-Cap ETF
SCZ
$13.4B
$858K 0.03%
17,579
+5,683
+48% +$312K
BNS icon
724
Scotiabank
BNS
$108B
$855K 0.03%
17,979
+10,265
+133% +$587K
CVE icon
725
Cenovus Energy
CVE
$54.5B
$855K 0.03%
55,596
-496
-0.9% -$8.81K
27 28
29
30 31

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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
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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.