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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
CCS icon
1051
CALL
Century Communities
CCS
$2.01B
$535K 0.02%
12,500
+4,500
+56% +$218K
CHRW icon
1052
C.H. Robinson
CHRW
$18B
$535K 0.02%
5,550
+1,053
+23% +$113K
GTLS
1053
CALL
DELISTED
Chart Industries
GTLS
$535K 0.02%
+2,900
New +$538K
ABMD
1054
DELISTED
Abiomed Inc
ABMD
$535K 0.02%
+2,177
New +$588K
VICI icon
1055
VICI Properties
VICI
$29.2B
$534K 0.02%
17,904
+10,645
+147% +$351K
VNLA icon
1056
Janus Henderson Short Duration Income ETF
VNLA
$3.35B
$533K 0.02%
+10,987
New +$535K
CWH icon
1057
PUT
Camping World
CWH
$690M
$532K 0.02%
21,000
+11,600
+123% +$323K
AN icon
1058
CALL
AutoNation
AN
$7.14B
$530K 0.02%
5,200
-2,800
-35% -$329K
APTV icon
1059
Aptiv
APTV
$9.97B
$526K 0.02%
6,723
+2,468
+58% +$237K
QSR icon
1060
PUT
Restaurant Brands International
QSR
$25.6B
$526K 0.02%
9,900
-12,300
-55% -$695K
REK icon
1061
ProShares Short Real Estate
REK
$11.7M
$526K 0.02%
+24,529
New +$460K
TEAM icon
1062
CALL
Atlassian
TEAM
$27.7B
$526K 0.02%
2,500
-200
-7% -$46.7K
TNDM icon
1063
CALL
Tandem Diabetes Care
TNDM
$1.39B
$526K 0.02%
+11,000
New +$603K
ABB
1064
CALL
DELISTED
ABB Ltd
ABB
$526K 0.02%
+20,500
New +$576K
CAT icon
1065
PUT
Caterpillar
CAT
$407B
$525K 0.02%
3,200
-3,800
-54% -$694K
RJA
1066
DELISTED
AB Svensk Ekportkredit ELEMENTS Linked to the Rogers International Commodity Index-Agriculture Total Return
RJA
$525K 0.02%
57,732
+44,621
+340% +$408K
ORLY icon
1067
O'Reilly Automotive
ORLY
$74.6B
$524K 0.02%
11,175
-3,735
-25% -$174K
ESGD icon
1068
iShares ESG Aware MSCI EAFE ETF
ESGD
$12.2B
$522K 0.02%
+9,299
New +$583K
AUY
1069
DELISTED
Yamana Gold, Inc.
AUY
$522K 0.02%
+115,191
New +$534K
IDXX icon
1070
PUT
Idexx Laboratories
IDXX
$47.4B
$521K 0.02%
1,600
+600
+60% +$220K
VOYA icon
1071
PUT
Voya Financial
VOYA
$9.15B
$520K 0.02%
+8,600
New +$526K
KEYS icon
1072
PUT
Keysight
KEYS
$58.6B
$519K 0.02%
+3,300
New +$528K
SPLK
1073
PUT
DELISTED
Splunk Inc
SPLK
$519K 0.02%
6,900
-10,200
-60% -$1M
PDBC icon
1074
Invesco Actively Managed Exch-Traded Commodity Fd Tr Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF
PDBC
$6.19B
$518K 0.02%
31,984
-9,489
-23% -$163K
PNC icon
1075
PNC Financial Services
PNC
$102B
$518K 0.02%
+3,467
New +$562K
41 42
43
44 45

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OAM
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NOCM
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QIM
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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.