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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
DAC icon
1026
CALL
Danaos Corp
DAC
$2.5B
$551K 0.02%
9,900
-10,700
-52% -$711K
EQR icon
1027
PUT
Equity Residential
EQR
$25.3B
$551K 0.02%
+8,200
New +$606K
GPN icon
1028
CALL
Global Payments
GPN
$24B
$551K 0.02%
+5,100
New +$629K
GH icon
1029
Guardant Health
GH
$21.4B
$550K 0.02%
+10,226
New +$525K
PPL
1030
PPL Corp
PPL
$26.5B
$550K 0.02%
21,696
+13,116
+153% +$376K
AEM icon
1031
PUT
Agnico Eagle Mines
AEM
$77.1B
$549K 0.02%
+13,000
New +$557K
DLTR icon
1032
Dollar Tree
DLTR
$25.2B
$549K 0.02%
4,031
-11,351
-74% -$1.77M
ESI icon
1033
Element Solutions
ESI
$9.47B
$549K 0.02%
33,730
+21,857
+184% +$408K
MKC icon
1034
CALL
McCormick & Company Non-Voting
MKC
$14B
$549K 0.02%
7,700
+5,100
+196% +$428K
SAND
1035
DELISTED
Sandstorm Gold
SAND
$549K 0.02%
+106,233
New +$620K
WOLF icon
1036
Wolfspeed
WOLF
$1.39B
$549K 0.02%
+5,308
New +$508K
JACK icon
1037
CALL
Jack in the Box
JACK
$329M
$548K 0.02%
7,400
+2,200
+42% +$167K
OKTA icon
1038
Okta
OKTA
$25.6B
$547K 0.02%
9,623
-3,770
-28% -$324K
BIO icon
1039
PUT
Bio-Rad Laboratories Class A
BIO
$8.96B
$542K 0.02%
1,300
+300
+30% +$150K
AMP icon
1040
Ameriprise Financial
AMP
$48.9B
$540K 0.02%
2,145
-512
-19% -$135K
MQ icon
1041
PUT
Marqeta
MQ
$1.9B
$540K 0.02%
+18,975
New +$632K
VEA icon
1042
Vanguard FTSE Developed Markets ETF
VEA
$234B
$540K 0.02%
14,861
+3,463
+30% +$141K
FUBO icon
1043
FuboTV Inc
FUBO
$286M
$539K 0.02%
12,653
+8,839
+232% +$380K
GDDY icon
1044
PUT
GoDaddy
GDDY
$11.2B
$539K 0.02%
7,600
-3,800
-33% -$286K
LEVI icon
1045
CALL
Levi Strauss
LEVI
$9.53B
$538K 0.02%
+37,200
New +$664K
BEKE icon
1046
KE Holdings
BEKE
$19B
$537K 0.02%
+30,672
New +$497K
OLLI icon
1047
PUT
Ollie's Bargain Outlet
OLLI
$4.56B
$537K 0.02%
+10,400
New +$643K
ATVI
1048
DELISTED
Activision Blizzard
ATVI
$537K 0.02%
+7,221
New +$565K
FICO icon
1049
PUT
Fair Isaac
FICO
$22.6B
$536K 0.02%
1,300
+300
+30% +$136K
X
1050
PUT
DELISTED
US Steel
X
$536K 0.02%
29,600
-602,100
-95% -$12.9M
40 41
42
43 44

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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.