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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
DE icon
776
PUT
Deere & Co
DE
$163B
$801K 0.02%
2,400
+400
+20% +$137K
KR icon
777
Kroger
KR
$35.7B
$801K 0.02%
18,308
+10,000
+120% +$475K
MDT icon
778
CALL
Medtronic
MDT
$111B
$799K 0.02%
9,900
-2,100
-18% -$189K
FAST icon
779
Fastenal
FAST
$55.2B
$797K 0.02%
+34,604
New +$872K
PGX icon
780
Invesco Preferred ETF
PGX
$3.8B
$796K 0.02%
+67,024
New +$844K
PYPL icon
781
PayPal
PYPL
$49.5B
$794K 0.02%
9,228
-27,797
-75% -$2.46M
CPE
782
DELISTED
Callon Petroleum Company
CPE
$794K 0.02%
22,686
+354
+2% +$14.1K
DLR icon
783
PUT
Digital Realty Trust
DLR
$70.7B
$793K 0.02%
+8,000
New +$981K
NRG icon
784
NRG Energy
NRG
$29.2B
$793K 0.02%
20,717
+9,406
+83% +$375K
BALL icon
785
CALL
Ball Corp
BALL
$17.3B
$792K 0.02%
16,400
+11,000
+204% +$676K
GAP
786
PUT
The Gap Inc
GAP
$7.38B
$787K 0.02%
95,800
+70,900
+285% +$665K
HD icon
787
Home Depot
HD
$339B
$782K 0.02%
2,834
-5,371
-65% -$1.59M
STWD icon
788
Starwood Property Trust
STWD
$5.92B
$781K 0.02%
+42,866
New +$971K
ESGE icon
789
iShares ESG Aware MSCI EM ETF
ESGE
$6.61B
$777K 0.02%
+28,067
New +$875K
TECS icon
790
Direxion Daily Technology Bear 3x ETF
TECS
$66.3M
$777K 0.02%
140
+35
+33% +$138K
JD icon
791
JD.com
JD
$44.6B
$776K 0.02%
15,430
+5,675
+58% +$336K
MTN icon
792
CALL
Vail Resorts
MTN
$5.32B
$776K 0.02%
3,600
+2,000
+125% +$455K
CWH icon
793
CALL
Camping World
CWH
$694M
$775K 0.02%
30,600
-44,100
-59% -$1.23M
LH icon
794
Labcorp
LH
$24.9B
$775K 0.02%
4,403
+3,149
+251% +$645K
WPC icon
795
PUT
W.P. Carey
WPC
$16.6B
$775K 0.02%
11,333
+3,063
+37% +$251K
IEI icon
796
iShares 3-7 Year Treasury Bond ETF
IEI
$17.7B
$774K 0.02%
+6,770
New +$801K
YANG icon
797
Direxion Daily FTSE China Bear 3X ETF
YANG
$87M
$773K 0.02%
1,700
-1,076
-39% -$335K
NXPI icon
798
NXP Semiconductors
NXPI
$56.5B
$771K 0.02%
+5,224
New +$875K
FEZ icon
799
State Street SPDR EURO STOXX 50 ETF
FEZ
$4.46B
$769K 0.02%
24,990
+3,653
+17% +$126K
IQV icon
800
IQVIA
IQV
$38.4B
$765K 0.02%
+4,225
New +$926K
30 31
32
33 34

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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.