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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
MGM icon
751
PUT
MGM Resorts International
MGM
$11.4B
$829K 0.03%
27,900
+20,400
+272% +$663K
MSI icon
752
PUT
Motorola Solutions
MSI
$72.6B
$829K 0.03%
+3,700
New +$873K
MSI icon
753
Motorola Solutions
MSI
$72.6B
$826K 0.03%
+3,688
New +$870K
GEN icon
754
Gen Digital
GEN
$16.9B
$825K 0.03%
40,954
+31,379
+328% +$726K
ADI icon
755
CALL
Analog Devices
ADI
$176B
$822K 0.02%
+5,900
New +$933K
BP icon
756
BP
BP
$114B
$822K 0.02%
28,787
-17,262
-37% -$514K
DGX icon
757
CALL
Quest Diagnostics
DGX
$25.6B
$822K 0.02%
6,700
+2,500
+60% +$329K
IDXX icon
758
Idexx Laboratories
IDXX
$44.8B
$821K 0.02%
2,519
+1,091
+76% +$401K
GIS icon
759
PUT
General Mills
GIS
$19.2B
$820K 0.02%
10,700
+7,700
+257% +$587K
AEM icon
760
CALL
Agnico Eagle Mines
AEM
$74.6B
$819K 0.02%
+19,400
New +$832K
QYLD icon
761
Global X NASDAQ-100 Covered Call ETF
QYLD
$8.16B
$818K 0.02%
+52,221
New +$916K
SBUX icon
762
Starbucks
SBUX
$118B
$815K 0.02%
9,675
-18,289
-65% -$1.55M
LOW icon
763
Lowe's Companies
LOW
$119B
$812K 0.02%
4,324
-2,908
-40% -$566K
PINS icon
764
CALL
Pinterest
PINS
$13.5B
$811K 0.02%
34,800
-14,800
-30% -$325K
KMB icon
765
CALL
Kimberly-Clark
KMB
$35.7B
$810K 0.02%
7,200
+2,100
+41% +$273K
ABBV icon
766
AbbVie
ABBV
$433B
$809K 0.02%
6,031
+3,470
+135% +$498K
DRI icon
767
PUT
Darden Restaurants
DRI
$23.6B
$808K 0.02%
6,400
+4,400
+220% +$550K
LLY icon
768
PUT
Eli Lilly
LLY
$1,000B
$808K 0.02%
2,500
+500
+25% +$158K
JACK icon
769
PUT
Jack in the Box
JACK
$324M
$807K 0.02%
10,900
-2,500
-19% -$189K
REGN icon
770
Regeneron Pharmaceuticals
REGN
$78.2B
$807K 0.02%
1,171
-99
-8% -$62.3K
DKS icon
771
PUT
Dick's Sporting Goods
DKS
$18B
$806K 0.02%
7,700
-23,000
-75% -$2.34M
EWH icon
772
iShares MSCI Hong Kong ETF
EWH
$1.23B
$806K 0.02%
+44,202
New +$914K
ALC icon
773
CALL
Alcon
ALC
$34.2B
$803K 0.02%
13,800
-400
-3% -$27.7K
BDX icon
774
CALL
Becton Dickinson
BDX
$46.9B
$802K 0.02%
+3,600
New +$896K
PAAS icon
775
CALL
Pan American Silver
PAAS
$18.4B
$802K 0.02%
+50,500
New +$880K
29 30
31
32 33

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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
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.