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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
APH icon
1351
Amphenol
APH
$201B
$378K 0.01%
11,286
+4,822
+75% +$175K
RY icon
1352
CALL
Royal Bank of Canada
RY
$292B
$378K 0.01%
4,200
+1,800
+75% +$173K
WWE
1353
DELISTED
World Wrestling Entertainment
WWE
$378K 0.01%
+5,383
New +$367K
FMB icon
1354
First Trust Managed Municipal ETF
FMB
$2.06B
$377K 0.01%
+7,735
New +$393K
EA icon
1355
Electronic Arts
EA
$53B
$376K 0.01%
+3,252
New +$411K
FTSL icon
1356
First Trust Senior Loan Fund ETF
FTSL
$2.32B
$376K 0.01%
+8,539
New +$385K
PRI icon
1357
Primerica
PRI
$9.89B
$376K 0.01%
+3,045
New +$386K
RGR icon
1358
CALL
Sturm, Ruger & Co
RGR
$616M
$376K 0.01%
+7,400
New +$428K
ISRG icon
1359
CALL
Intuitive Surgical
ISRG
$130B
$375K 0.01%
+2,000
New +$430K
JBL icon
1360
CALL
Jabil
JBL
$35.6B
$375K 0.01%
+6,500
New +$378K
SPMD icon
1361
State Street SPDR Portfolio S&P 400 Mid Cap ETF
SPMD
$18.8B
$375K 0.01%
+9,715
New +$412K
LHX icon
1362
CALL
L3Harris
LHX
$51.7B
$374K 0.01%
1,800
-200
-10% -$46.1K
SPCE icon
1363
PUT
Virgin Galactic
SPCE
$379M
$374K 0.01%
3,975
-7,855
-66% -$1.01M
CG icon
1364
Carlyle Group
CG
$18.2B
$373K 0.01%
+14,452
New +$476K
EQR icon
1365
Equity Residential
EQR
$25.3B
$373K 0.01%
+5,543
New +$410K
TXT icon
1366
Textron
TXT
$14.9B
$373K 0.01%
+6,395
New +$406K
FLOT icon
1367
iShares Floating Rate Bond ETF
FLOT
$10.3B
$372K 0.01%
+7,395
New +$371K
LYV icon
1368
Live Nation Entertainment
LYV
$42.3B
$372K 0.01%
4,886
+1,097
+29% +$98.3K
WWE
1369
PUT
DELISTED
World Wrestling Entertainment
WWE
$372K 0.01%
+5,300
New +$361K
ZION icon
1370
PUT
Zions Bancorporation
ZION
$10.3B
$371K 0.01%
+7,300
New +$399K
SJB icon
1371
ProShares Short High Yield
SJB
$47.7M
$369K 0.01%
+18,433
New +$351K
AMED
1372
PUT
DELISTED
Amedisys
AMED
$368K 0.01%
3,800
+1,800
+90% +$215K
FITB
1373
CALL
Fifth Third Bancorp
FITB
$51.6B
$368K 0.01%
11,500
+900
+8% +$31K
BRSL
1374
PUT
Brightstar Lottery PLC
BRSL
$1.86B
$367K 0.01%
23,200
+11,600
+100% +$217K
LSPD icon
1375
PUT
Lightspeed Commerce
LSPD
$1.33B
$367K 0.01%
+20,900
New +$417K
53 54
55
56 57

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OAM
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WFAL
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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
Makena Capital Management Menlo Park, California $866M AUM 17.79% 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.