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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
LUV icon
976
Southwest Airlines
LUV
$23B
$584K 0.02%
18,949
+12,319
+186% +$461K
ODFL icon
977
Old Dominion Freight Line
ODFL
$44B
$584K 0.02%
4,692
+2,052
+78% +$284K
QRVO icon
978
Qorvo
QRVO
$7.89B
$583K 0.02%
7,346
+1,902
+35% +$184K
AA icon
979
CALL
Alcoa
AA
$11.8B
$582K 0.02%
17,300
-319,900
-95% -$14.9M
APD icon
980
CALL
Air Products & Chemicals
APD
$65.2B
$582K 0.02%
+2,500
New +$619K
APD icon
981
PUT
Air Products & Chemicals
APD
$65.2B
$582K 0.02%
+2,500
New +$619K
CELH icon
982
Celsius Holdings
CELH
$7.22B
$582K 0.02%
+19,257
New +$603K
TEAM icon
983
Atlassian
TEAM
$26.3B
$582K 0.02%
2,766
-853
-24% -$199K
PZZA icon
984
PUT
Papa John's
PZZA
$1.02B
$581K 0.02%
8,300
+900
+12% +$76.4K
ALK icon
985
CALL
Alaska Air
ALK
$5.6B
$579K 0.02%
14,800
+5,800
+64% +$255K
MKTX icon
986
PUT
MarketAxess Holdings
MKTX
$5.71B
$578K 0.02%
+2,600
New +$667K
CBRL icon
987
PUT
Cracker Barrel
CBRL
$1.29B
$574K 0.02%
+6,200
New +$623K
ALL icon
988
PUT
Allstate
ALL
$67.6B
$573K 0.02%
4,600
+1,600
+53% +$199K
CRL icon
989
CALL
Charles River Laboratories
CRL
$11.1B
$571K 0.02%
+2,900
New +$626K
DINO icon
990
CALL
HF Sinclair
DINO
$15.8B
$571K 0.02%
10,600
+300
+3% +$14.8K
GTLS
991
PUT
DELISTED
Chart Industries
GTLS
$571K 0.02%
3,100
+1,100
+55% +$204K
CRM icon
992
Salesforce
CRM
$152B
$569K 0.02%
3,957
+2,128
+116% +$361K
KWEB icon
993
KraneShares CSI China Internet ETF
KWEB
$5.69B
$568K 0.02%
+23,064
New +$661K
STX icon
994
Seagate
STX
$189B
$568K 0.02%
+10,666
New +$771K
CHGG icon
995
CALL
Chegg
CHGG
$114M
$567K 0.02%
26,900
-13,600
-34% -$282K
SHW icon
996
Sherwin-Williams
SHW
$86B
$567K 0.02%
2,768
-8,073
-74% -$1.91M
ASX icon
997
ASE Group
ASX
$80.7B
$566K 0.02%
+113,527
New +$639K
RHI icon
998
CALL
Robert Half
RHI
$3.96B
$566K 0.02%
7,400
+1,800
+32% +$141K
DFS
999
DELISTED
Discover Financial Services
DFS
$565K 0.02%
+6,219
New +$629K
PLNT icon
1000
PUT
Planet Fitness
PLNT
$4.45B
$565K 0.02%
9,800
+6,800
+227% +$490K
38 39
40
41 42

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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.