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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
AXTA icon
1301
Axalta
AXTA
$7.76B
$399K 0.01%
18,925
-6,603
-26% -$162K
IQV icon
1302
CALL
IQVIA
IQV
$38.4B
$399K 0.01%
+2,200
New +$482K
PLUG icon
1303
CALL
Plug Power
PLUG
$3.01B
$397K 0.01%
18,900
-123,500
-87% -$2.95M
RGLD icon
1304
Royal Gold
RGLD
$17.1B
$397K 0.01%
+4,235
New +$419K
LPX icon
1305
Louisiana-Pacific
LPX
$5.15B
$396K 0.01%
7,732
+2,727
+54% +$155K
QTWO icon
1306
PUT
Q2 Holdings
QTWO
$3.99B
$396K 0.01%
+12,300
New +$501K
NEWR
1307
CALL
DELISTED
New Relic, Inc.
NEWR
$396K 0.01%
6,900
+2,100
+44% +$126K
PBF icon
1308
PBF Energy
PBF
$8.05B
$395K 0.01%
+11,244
New +$356K
RUN icon
1309
PUT
Sunrun
RUN
$2.49B
$395K 0.01%
14,300
+4,300
+43% +$134K
TRP icon
1310
CALL
TC Energy
TRP
$68.6B
$395K 0.01%
+9,800
New +$486K
CACC icon
1311
PUT
Credit Acceptance
CACC
$5.99B
$394K 0.01%
900
-200
-18% -$106K
SILJ icon
1312
Amplify Junior Silver Miners ETF
SILJ
$3.45B
$394K 0.01%
+43,207
New +$399K
WEX icon
1313
WEX
WEX
$6.38B
$394K 0.01%
+3,102
New +$488K
ZTO icon
1314
CALL
ZTO Express
ZTO
$18.7B
$394K 0.01%
+16,400
New +$428K
AVY icon
1315
Avery Dennison
AVY
$13.2B
$393K 0.01%
2,414
+521
+28% +$94.5K
BAC icon
1316
PUT
Bank of America
BAC
$437B
$393K 0.01%
13,000
-103,400
-89% -$3.46M
RMD icon
1317
ResMed
RMD
$31.2B
$393K 0.01%
1,799
+582
+48% +$132K
THO icon
1318
CALL
Thor Industries
THO
$4.03B
$392K 0.01%
5,600
+100
+2% +$8.17K
AA icon
1319
Alcoa
AA
$12.4B
$391K 0.01%
11,628
-122,936
-91% -$5.74M
MTDR icon
1320
PUT
Matador Resources
MTDR
$6.06B
$391K 0.01%
8,000
+2,500
+45% +$135K
XLI icon
1321
State Street Industrial Select Sector SPDR ETF
XLI
$33.9B
$391K 0.01%
4,723
+2,040
+76% +$188K
DRI icon
1322
Darden Restaurants
DRI
$23.6B
$390K 0.01%
3,085
-1,481
-32% -$185K
EIX icon
1323
Edison International
EIX
$27.5B
$390K 0.01%
6,898
+3,625
+111% +$240K
AER icon
1324
PUT
AerCap
AER
$24.2B
$389K 0.01%
+9,200
New +$407K
SNBR
1325
PUT
DELISTED
Sleep Number
SNBR
$389K 0.01%
11,500
+2,600
+29% +$104K
51 52
53
54 55

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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
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MCM
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EI
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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.