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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
AWK icon
1201
PUT
American Water Works
AWK
$26.6B
$443K 0.01%
+3,400
New +$512K
MTH icon
1202
CALL
Meritage Homes
MTH
$4.86B
$443K 0.01%
12,600
+4,800
+62% +$194K
BXC icon
1203
PUT
BlueLinx
BXC
$502M
$441K 0.01%
+7,100
New +$512K
CWI icon
1204
State Street SPDR MSCI ACWI ex-US ETF
CWI
$2.84B
$441K 0.01%
20,796
+9,691
+87% +$228K
RBC icon
1205
RBC Bearings
RBC
$17.9B
$441K 0.01%
+2,124
New +$489K
BALL icon
1206
PUT
Ball Corp
BALL
$17B
$440K 0.01%
9,100
-1,900
-17% -$117K
EXEL icon
1207
Exelixis
EXEL
$14.1B
$440K 0.01%
+28,060
New +$542K
PII icon
1208
PUT
Polaris
PII
$4.2B
$440K 0.01%
+4,600
New +$516K
KLIC icon
1209
PUT
Kulicke & Soffa
KLIC
$4.91B
$439K 0.01%
+11,400
New +$504K
PSA icon
1210
CALL
Public Storage
PSA
$61B
$439K 0.01%
1,500
+400
+36% +$130K
UCO icon
1211
ProShares Ultra Bloomberg Crude Oil
UCO
$372M
$439K 0.01%
+16,722
New +$572K
HIBB
1212
PUT
DELISTED
Hibbett, Inc. Common Stock
HIBB
$438K 0.01%
8,800
+2,600
+42% +$137K
BGS icon
1213
CALL
B&G Foods
BGS
$289M
$437K 0.01%
+26,500
New +$589K
HYLB icon
1214
Xtrackers USD High Yield Corporate Bond ETF
HYLB
$3.48B
$436K 0.01%
+13,325
New +$461K
STZ icon
1215
PUT
Constellation Brands
STZ
$22.4B
$436K 0.01%
1,900
-100
-5% -$24.4K
BLV icon
1216
Vanguard Long-Term Bond ETF
BLV
$5.76B
$435K 0.01%
6,050
+766
+14% +$60.6K
CNXC icon
1217
PUT
Concentrix
CNXC
$1.56B
$435K 0.01%
+3,900
New +$499K
DOV icon
1218
Dover
DOV
$28.3B
$435K 0.01%
3,732
+1,463
+64% +$187K
CCI icon
1219
CALL
Crown Castle
CCI
$33.9B
$434K 0.01%
3,000
-500
-14% -$85.6K
PEJ icon
1220
Invesco Leisure and Entertainment ETF
PEJ
$254M
$434K 0.01%
12,521
+3,676
+42% +$142K
W icon
1221
Wayfair
W
$15.3B
$434K 0.01%
13,336
-1,209
-8% -$63.9K
ALKS icon
1222
CALL
Alkermes
ALKS
$8.33B
$433K 0.01%
+19,400
New +$505K
KD icon
1223
CALL
Kyndryl
KD
$3.24B
$433K 0.01%
+52,400
New +$545K
PFG icon
1224
Principal Financial Group
PFG
$24.7B
$433K 0.01%
+5,999
New +$431K
CG icon
1225
CALL
Carlyle Group
CG
$18.2B
$432K 0.01%
+16,700
New +$550K
47 48
49
50 51

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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.