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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
MDT icon
876
Medtronic
MDT
$109B
$666K 0.02%
8,242
+626
+8% +$56.3K
VRTX icon
877
PUT
Vertex Pharmaceuticals
VRTX
$121B
$666K 0.02%
+2,300
New +$662K
SOXS icon
878
Direxion Daily Semiconductor Bear 3X ETF
SOXS
$1.33B
$663K 0.02%
5
-6
-55% -$591K
HCA icon
879
PUT
HCA Healthcare
HCA
$87.2B
$662K 0.02%
+3,600
New +$717K
MINT icon
880
PIMCO Enhanced Short Maturity Active Exchange-Traded Fund
MINT
$17B
$662K 0.02%
6,695
-5,655
-46% -$561K
SPLV icon
881
Invesco S&P 500 Low Volatility ETF
SPLV
$7.21B
$662K 0.02%
+11,440
New +$724K
BXP icon
882
CALL
Boston Properties
BXP
$11.2B
$660K 0.02%
+8,800
New +$748K
DOC icon
883
Healthpeak Properties
DOC
$15.1B
$660K 0.02%
+28,813
New +$761K
ON icon
884
ON Semiconductor
ON
$31.8B
$659K 0.02%
10,565
-6,932
-40% -$446K
TREX icon
885
CALL
Trex
TREX
$4.51B
$659K 0.02%
+15,000
New +$802K
AAP icon
886
CALL
Advance Auto Parts
AAP
$3.35B
$657K 0.02%
+4,200
New +$767K
PM icon
887
PUT
Philip Morris
PM
$297B
$656K 0.02%
7,900
+2,800
+55% +$267K
SCHZ icon
888
Schwab US Aggregate Bond ETF
SCHZ
$10.5B
$655K 0.02%
28,904
+20,058
+227% +$478K
APPS icon
889
CALL
Digital Turbine
APPS
$975M
$654K 0.02%
45,400
-9,000
-17% -$172K
WPC icon
890
W.P. Carey
WPC
$16.8B
$654K 0.02%
9,564
+5,431
+131% +$445K
ITW icon
891
Illinois Tool Works
ITW
$82.6B
$651K 0.02%
+3,604
New +$711K
MAR icon
892
Marriott International
MAR
$98.3B
$651K 0.02%
4,645
+200
+4% +$30.6K
EQNR icon
893
Equinor
EQNR
$97.7B
$650K 0.02%
+19,617
New +$708K
GWW icon
894
W.W. Grainger
GWW
$65.3B
$649K 0.02%
1,326
+373
+39% +$196K
NWL icon
895
CALL
Newell Brands
NWL
$2.38B
$649K 0.02%
+46,700
New +$872K
TXN icon
896
Texas Instruments
TXN
$252B
$649K 0.02%
4,194
+2,131
+103% +$357K
SOFI icon
897
SoFi Technologies
SOFI
$21B
$648K 0.02%
132,752
+11,471
+9% +$72.6K
HOOD icon
898
Robinhood
HOOD
$77.8B
$647K 0.02%
+64,094
New +$616K
BIIB icon
899
Biogen
BIIB
$30B
$646K 0.02%
+2,420
New +$514K
DHR icon
900
CALL
Danaher
DHR
$137B
$646K 0.02%
2,820
+1,692
+150% +$414K
34 35
36
37 38

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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
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.