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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
HYMB icon
926
State Street SPDR Nuveen ICE High Yield Municipal Bond ETF
HYMB
$3.17B
$619K 0.02%
+25,850
New +$664K
IDXX icon
927
CALL
Idexx Laboratories
IDXX
$44.8B
$619K 0.02%
+1,900
New +$698K
PAAS icon
928
PUT
Pan American Silver
PAAS
$18.4B
$619K 0.02%
+39,000
New +$679K
SHO icon
929
Sunstone Hotel Investors
SHO
$2.18B
$619K 0.02%
+65,681
New +$710K
TAP icon
930
PUT
Molson Coors Class B
TAP
$7.86B
$619K 0.02%
+12,900
New +$700K
GRMN
931
CALL
Garmin
GRMN
$58.8B
$618K 0.02%
+7,700
New +$728K
LGIH icon
932
PUT
LGI Homes
LGIH
$1.3B
$618K 0.02%
+7,600
New +$744K
TNDM icon
933
PUT
Tandem Diabetes Care
TNDM
$1.38B
$617K 0.02%
+12,900
New +$707K
UI icon
934
CALL
Ubiquiti
UI
$33.2B
$616K 0.02%
+2,100
New +$619K
XLU icon
935
CALL
State Street Utilities Select Sector SPDR ETF
XLU
$22.9B
$616K 0.02%
+18,800
New +$689K
GAP
936
CALL
The Gap Inc
GAP
$7.38B
$616K 0.02%
75,000
+43,300
+137% +$406K
HIBS icon
937
Direxion Daily S&P 500 High Beta Bear 3X ETF
HIBS
$19.8M
$615K 0.02%
520
+274
+111% +$248K
TDC icon
938
CALL
Teradata
TDC
$3.02B
$615K 0.02%
19,800
+6,500
+49% +$227K
TRIP icon
939
TripAdvisor
TRIP
$1.69B
$614K 0.02%
+27,800
New +$623K
GAP
940
The Gap Inc
GAP
$7.38B
$614K 0.02%
74,803
+63,855
+583% +$599K
ANSS
941
DELISTED
Ansys
ANSS
$610K 0.02%
2,753
+498
+22% +$127K
NVO
942
CALL
Novo Nordisk
NVO
$208B
$608K 0.02%
12,200
+7,200
+144% +$386K
TWM icon
943
ProShares UltraShort Russell2000
TWM
$42.8M
$608K 0.02%
6,246
-531
-8% -$44K
AEO icon
944
CALL
American Eagle Outfitters
AEO
$2.99B
$605K 0.02%
62,200
+32,900
+112% +$383K
DOCS icon
945
Doximity
DOCS
$3.95B
$605K 0.02%
+20,019
New +$734K
CSL icon
946
Carlisle Companies
CSL
$14.8B
$602K 0.02%
+2,148
New +$616K
BIDU icon
947
Baidu
BIDU
$38.3B
$601K 0.02%
5,116
-3,019
-37% -$412K
NXST icon
948
PUT
Nexstar Media Group
NXST
$5.88B
$601K 0.02%
+3,600
New +$667K
ABT icon
949
PUT
Abbott
ABT
$185B
$600K 0.02%
+6,200
New +$661K
EL icon
950
Estee Lauder
EL
$30.6B
$600K 0.02%
2,781
-7,061
-72% -$1.8M
36 37
38
39 40

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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.