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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
SSRM icon
951
PUT
SSR Mining
SSRM
$5.6B
$600K 0.02%
+40,800
New +$614K
SPIP icon
952
State Street SPDR Portfolio TIPS ETF
SPIP
$999M
$599K 0.02%
23,607
+15,314
+185% +$419K
PPLI
953
CALL
People Inc
PPLI
$3.13B
$598K 0.02%
+13,165
New +$741K
AEO icon
954
American Eagle Outfitters
AEO
$2.99B
$597K 0.02%
61,343
+33,585
+121% +$391K
RH icon
955
RH
RH
$3.29B
$596K 0.02%
2,422
-14
-0.6% -$3.78K
TJX icon
956
CALL
TJX Companies
TJX
$174B
$596K 0.02%
+9,600
New +$603K
TJX icon
957
PUT
TJX Companies
TJX
$174B
$596K 0.02%
9,600
-600
-6% -$37.7K
SCI icon
958
PUT
Service Corp International
SCI
$11.7B
$595K 0.02%
+10,300
New +$679K
ANF icon
959
PUT
Abercrombie & Fitch
ANF
$4.84B
$594K 0.02%
+38,200
New +$659K
OVV icon
960
Ovintiv
OVV
$17.1B
$594K 0.02%
+12,903
New +$616K
HAS icon
961
CALL
Hasbro
HAS
$12.9B
$593K 0.02%
+8,800
New +$695K
UHS icon
962
Universal Health Services
UHS
$10.2B
$593K 0.02%
+6,720
New +$694K
CTSH icon
963
CALL
Cognizant
CTSH
$24.9B
$592K 0.02%
+10,300
New +$675K
DISH
964
PUT
DELISTED
DISH Network Corp.
DISH
$592K 0.02%
42,800
+3,300
+8% +$58.3K
BMY icon
965
Bristol-Myers Squibb
BMY
$134B
$591K 0.02%
8,311
+4,387
+112% +$318K
CMI icon
966
CALL
Cummins
CMI
$89.5B
$590K 0.02%
+2,900
New +$617K
GM icon
967
PUT
General Motors
GM
$76.9B
$590K 0.02%
18,400
-82,800
-82% -$3.04M
ROST icon
968
Ross Stores
ROST
$81.1B
$590K 0.02%
6,997
-1,751
-20% -$149K
OVV icon
969
PUT
Ovintiv
OVV
$17.1B
$589K 0.02%
12,800
-29,700
-70% -$1.42M
AMGN icon
970
Amgen
AMGN
$204B
$587K 0.02%
2,603
+235
+10% +$57K
CAH icon
971
PUT
Cardinal Health
CAH
$55.2B
$587K 0.02%
+8,800
New +$558K
ETN icon
972
CALL
Eaton
ETN
$170B
$587K 0.02%
4,400
+1,400
+47% +$196K
PAYX icon
973
Paychex
PAYX
$41.9B
$586K 0.02%
5,220
+2,162
+71% +$268K
BKR icon
974
CALL
Baker Hughes
BKR
$60.4B
$585K 0.02%
+27,900
New +$699K
ELAN icon
975
Elanco Animal Health
ELAN
$12.8B
$585K 0.02%
+47,161
New +$824K
37 38
39
40 41

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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
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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.