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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
MT icon
1176
PUT
ArcelorMittal
MT
$56.7B
$456K 0.01%
22,900
+7,900
+53% +$181K
DVA icon
1177
PUT
DaVita
DVA
$14.6B
$455K 0.01%
+5,500
New +$482K
SBAC icon
1178
PUT
SBA Communications
SBAC
$19.9B
$455K 0.01%
+1,600
New +$519K
FIVE icon
1179
PUT
Five Below
FIVE
$12.3B
$454K 0.01%
3,300
-2,000
-38% -$263K
HRL icon
1180
Hormel Foods
HRL
$13.9B
$453K 0.01%
+9,960
New +$481K
MCK icon
1181
McKesson
MCK
$97.2B
$453K 0.01%
+1,333
New +$463K
LMND icon
1182
Lemonade
LMND
$4.18B
$452K 0.01%
+21,350
New +$485K
SPR
1183
CALL
DELISTED
Spirit AeroSystems
SPR
$452K 0.01%
20,600
+1,000
+5% +$30.4K
FIVN icon
1184
CALL
FIVE9
FIVN
$2.28B
$450K 0.01%
6,000
-300
-5% -$29.1K
HUBS icon
1185
HubSpot
HUBS
$12.7B
$450K 0.01%
1,665
-358
-18% -$114K
SWN
1186
CALL
DELISTED
Southwestern Energy Company
SWN
$450K 0.01%
73,500
+34,700
+89% +$240K
VTI icon
1187
Vanguard Morningstar Total Stock Market ETF
VTI
$683B
$449K 0.01%
2,502
+514
+26% +$102K
DCP
1188
DELISTED
DCP Midstream, LP
DCP
$449K 0.01%
+11,949
New +$418K
GPC icon
1189
CALL
Genuine Parts
GPC
$18.3B
$448K 0.01%
+3,000
New +$453K
CFG icon
1190
CALL
Citizens Financial Group
CFG
$31.1B
$447K 0.01%
+13,000
New +$481K
HES
1191
PUT
DELISTED
Hess
HES
$447K 0.01%
4,100
+200
+5% +$22.2K
CMI icon
1192
Cummins
CMI
$87.8B
$446K 0.01%
+2,191
New +$466K
CRNC icon
1193
CALL
Cerence
CRNC
$424M
$446K 0.01%
+28,300
New +$636K
FTV icon
1194
Fortive
FTV
$18.3B
$446K 0.01%
+10,145
New +$474K
GFS icon
1195
CALL
GlobalFoundries
GFS
$28.5B
$445K 0.01%
+9,200
New +$495K
PINS icon
1196
PUT
Pinterest
PINS
$14.3B
$445K 0.01%
19,100
-21,800
-53% -$478K
WTW icon
1197
Willis Towers Watson
WTW
$31.5B
$445K 0.01%
2,214
+153
+7% +$31.6K
ESGU icon
1198
iShares ESG Aware MSCI USA ETF
ESGU
$18.3B
$444K 0.01%
+5,587
New +$495K
MT icon
1199
CALL
ArcelorMittal
MT
$56.7B
$444K 0.01%
+22,300
New +$511K
OIH icon
1200
VanEck Oil Services ETF
OIH
$1.94B
$444K 0.01%
2,101
+410
+24% +$93.7K
46 47
48
49 50

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BCM
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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
EI
EAM Investors Solana Beach, California $866M AUM 377.14% 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.