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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
GOVT icon
726
iShares US Treasury Bond ETF
GOVT
$43.5B
$855K 0.03%
37,554
+19,359
+106% +$459K
KMI icon
727
PUT
Kinder Morgan
KMI
$69.9B
$855K 0.03%
51,400
-14,600
-22% -$260K
THO icon
728
PUT
Thor Industries
THO
$4.03B
$854K 0.03%
12,200
+3,900
+47% +$319K
RIO icon
729
Rio Tinto
RIO
$156B
$853K 0.03%
15,493
+10,063
+185% +$580K
ALLY icon
730
PUT
Ally Financial
ALLY
$13.4B
$852K 0.03%
30,600
+19,900
+186% +$661K
FAST icon
731
PUT
Fastenal
FAST
$55.2B
$852K 0.03%
+37,000
New +$933K
MA icon
732
Mastercard
MA
$500B
$852K 0.03%
2,998
+623
+26% +$207K
EXC icon
733
Exelon
EXC
$47B
$850K 0.03%
22,685
+13,344
+143% +$590K
MCK icon
734
CALL
McKesson
MCK
$96.8B
$850K 0.03%
+2,500
New +$868K
SFM icon
735
CALL
Sprouts Farmers Market
SFM
$8.28B
$849K 0.03%
+30,600
New +$869K
GUNR icon
736
FlexShares Global Upstream Natural Resources Index Fund
GUNR
$7.17B
$848K 0.03%
22,568
+7,400
+49% +$298K
CLR
737
CALL
DELISTED
CONTINENTAL RESOURCES INC.
CLR
$848K 0.03%
12,700
-4,600
-27% -$310K
COUP
738
CALL
DELISTED
Coupa Software Incorporated
COUP
$847K 0.03%
14,400
-33,500
-70% -$2.19M
FIS icon
739
PUT
Fidelity National Information Services
FIS
$23.1B
$846K 0.03%
+11,200
New +$1.04M
O icon
740
CALL
Realty Income
O
$59.2B
$844K 0.03%
14,500
-16,000
-52% -$1.1M
KGC icon
741
Kinross Gold
KGC
$27.8B
$842K 0.03%
223,901
+165,083
+281% +$561K
LMND icon
742
PUT
Lemonade
LMND
$4.1B
$841K 0.03%
39,700
-8,400
-17% -$191K
SEDG icon
743
SolarEdge
SEDG
$2.74B
$836K 0.03%
+3,611
New +$1.07M
RF icon
744
Regions Financial
RF
$26.9B
$835K 0.03%
41,590
-10,707
-20% -$226K
COUP
745
PUT
DELISTED
Coupa Software Incorporated
COUP
$835K 0.03%
14,200
-14,600
-51% -$957K
MDY icon
746
State Street SPDR S&P MIDCAP 400 ETF Trust
MDY
$26.7B
$834K 0.03%
+2,076
New +$917K
PDD icon
747
Pinduoduo
PDD
$128B
$834K 0.03%
13,330
-4,881
-27% -$284K
IIPR icon
748
CALL
Innovative Industrial Properties
IIPR
$1.7B
$832K 0.03%
9,400
-3,400
-27% -$330K
MCHP icon
749
CALL
Microchip Technology
MCHP
$40.8B
$830K 0.03%
13,600
-18,000
-57% -$1.18M
OKE icon
750
CALL
Oneok
OKE
$55.6B
$830K 0.03%
16,200
-19,500
-55% -$1.16M
28 29
30
31 32

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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
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RB
Rodgers Brothers Harmony, Pennsylvania $866M AUM 30.05% 1-Year Est. Return
OMG
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MCM
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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.