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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
ITW icon
826
PUT
Illinois Tool Works
ITW
$83B
$723K 0.02%
+4,000
New +$789K
KMI icon
827
Kinder Morgan
KMI
$69.9B
$723K 0.02%
43,459
-10,842
-20% -$193K
AWK icon
828
American Water Works
AWK
$26.1B
$722K 0.02%
+5,548
New +$835K
PGR icon
829
Progressive
PGR
$122B
$721K 0.02%
+6,200
New +$747K
CDNS icon
830
CALL
Cadence Design Systems
CDNS
$92.6B
$719K 0.02%
+4,400
New +$757K
ENB icon
831
Enbridge
ENB
$118B
$717K 0.02%
19,336
+13,556
+235% +$572K
ERX icon
832
Direxion Daily Energy Bull 2X ETF
ERX
$227M
$717K 0.02%
15,539
+8,638
+125% +$446K
IWN icon
833
iShares Russell 2000 Value ETF
IWN
$14.5B
$716K 0.02%
5,555
+502
+10% +$72.6K
XEL icon
834
Xcel Energy
XEL
$48.5B
$715K 0.02%
11,175
+8,019
+254% +$584K
CHTR icon
835
Charter Communications
CHTR
$17.2B
$714K 0.02%
2,355
-1,899
-45% -$812K
WST icon
836
West Pharmaceutical
WST
$24.5B
$708K 0.02%
+2,876
New +$876K
ETN icon
837
PUT
Eaton
ETN
$170B
$707K 0.02%
5,300
-2,800
-35% -$392K
MDLZ icon
838
PUT
Mondelez International
MDLZ
$78.8B
$707K 0.02%
+12,900
New +$801K
RIVN icon
839
Rivian
RIVN
$22.2B
$707K 0.02%
+21,475
New +$732K
AR icon
840
PUT
Antero Resources
AR
$11.2B
$705K 0.02%
23,100
-41,100
-64% -$1.52M
IEMG icon
841
iShares Core MSCI Emerging Markets ETF
IEMG
$152B
$704K 0.02%
16,369
-7,583
-32% -$363K
LOGI icon
842
CALL
Logitech
LOGI
$15.1B
$704K 0.02%
15,300
+9,600
+168% +$505K
FIS icon
843
CALL
Fidelity National Information Services
FIS
$23.1B
$703K 0.02%
+9,300
New +$866K
WDC icon
844
CALL
Western Digital
WDC
$182B
$703K 0.02%
28,577
+17,199
+151% +$571K
LULU icon
845
lululemon athletica
LULU
$14B
$699K 0.02%
2,501
-3,294
-57% -$1.02M
RTX icon
846
CALL
RTX Corp
RTX
$292B
$696K 0.02%
8,500
-5,900
-41% -$534K
SFIX
847
Stitch Fix
SFIX
$552M
$695K 0.02%
+176,034
New +$1,000K
XYZ
848
Block Inc
XYZ
$48.9B
$695K 0.02%
12,633
-7,340
-37% -$520K
ATKR icon
849
PUT
Atkore
ATKR
$3.16B
$693K 0.02%
+8,900
New +$769K
IPGP icon
850
CALL
IPG Photonics
IPGP
$3.7B
$692K 0.02%
+8,200
New +$779K
32 33
34
35 36

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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
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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.