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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
BKNG icon
801
Booking.com
BKNG
$149B
$761K 0.02%
11,575
-24,875
-68% -$1.87M
EWA icon
802
iShares MSCI Australia ETF
EWA
$1.41B
$760K 0.02%
+38,742
New +$842K
DINO icon
803
PUT
HF Sinclair
DINO
$15.8B
$759K 0.02%
14,100
+1,700
+14% +$84K
MKTX icon
804
CALL
MarketAxess Holdings
MKTX
$5.71B
$756K 0.02%
+3,400
New +$873K
WDFC icon
805
PUT
WD-40
WDFC
$3.05B
$756K 0.02%
4,300
+3,300
+330% +$616K
LRN icon
806
Stride
LRN
$3.41B
$751K 0.02%
17,858
+2,700
+18% +$109K
PG icon
807
Procter & Gamble
PG
$338B
$751K 0.02%
5,951
+3,268
+122% +$464K
PH icon
808
PUT
Parker-Hannifin
PH
$126B
$751K 0.02%
+3,100
New +$839K
DECK icon
809
CALL
Deckers Outdoor
DECK
$13.6B
$750K 0.02%
+14,400
New +$749K
MPWR icon
810
Monolithic Power Systems
MPWR
$66B
$749K 0.02%
2,061
+639
+45% +$284K
SAVE
811
DELISTED
Spirit Airlines, Inc.
SAVE
$743K 0.02%
+39,502
New +$927K
BIG
812
CALL
DELISTED
Big Lots, Inc.
BIG
$741K 0.02%
47,500
+17,300
+57% +$372K
XME icon
813
CALL
State Street SPDR S&P Metals & Mining ETF
XME
$3.94B
$739K 0.02%
17,400
-8,500
-33% -$398K
CE icon
814
Celanese
CE
$4.81B
$738K 0.02%
8,174
+6,423
+367% +$706K
VYGG
815
DELISTED
Vy Global Growth
VYGG
$738K 0.02%
+73,532
New +$733K
CYBR
816
PUT
DELISTED
CyberArk
CYBR
$735K 0.02%
+4,900
New +$700K
NUE icon
817
Nucor
NUE
$59.5B
$735K 0.02%
6,870
+4,125
+150% +$518K
FVRR icon
818
PUT
Fiverr
FVRR
$340M
$734K 0.02%
24,000
-1,000
-4% -$35.5K
NVST icon
819
CALL
Envista
NVST
$4.45B
$732K 0.02%
22,300
+14,800
+197% +$561K
KO icon
820
Coca-Cola
KO
$374B
$728K 0.02%
+13,002
New +$808K
ABT icon
821
Abbott
ABT
$185B
$727K 0.02%
7,511
-724
-9% -$77.2K
ALB icon
822
Albemarle
ALB
$14B
$727K 0.02%
2,750
-8,104
-75% -$2.06M
ABT icon
823
CALL
Abbott
ABT
$185B
$726K 0.02%
+7,500
New +$799K
DISH
824
DELISTED
DISH Network Corp.
DISH
$724K 0.02%
52,338
+20,751
+66% +$367K
AON icon
825
CALL
Aon
AON
$75.9B
$723K 0.02%
2,700
-1,100
-29% -$311K
31 32
33
34 35

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BCM
Benchstone Capital Management New York $860M AUM 32.46% 1-Year Est. Return
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.