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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
MDLZ icon
1376
CALL
Mondelez International
MDLZ
$79.2B
$367K 0.01%
+6,700
New +$416K
PAGS icon
1377
PagSeguro Digital
PAGS
$2.66B
$367K 0.01%
+27,753
New +$370K
STZ icon
1378
CALL
Constellation Brands
STZ
$22.4B
$367K 0.01%
1,600
-1,800
-53% -$439K
COO icon
1379
Cooper Companies
COO
$14.6B
$366K 0.01%
+5,540
New +$424K
PR
1380
CALL
Permian Resources
PR
$17.2B
$366K 0.01%
+53,800
New +$372K
FTCH
1381
PUT
DELISTED
Farfetch Limited Class A Ordinary Shares
FTCH
$366K 0.01%
+49,100
New +$436K
IONS icon
1382
CALL
Ionis Pharmaceuticals
IONS
$9.15B
$363K 0.01%
+8,200
New +$346K
NOVA
1383
DELISTED
Sunnova Energy
NOVA
$363K 0.01%
+16,448
New +$399K
TAP icon
1384
Molson Coors Class B
TAP
$7.93B
$363K 0.01%
+7,565
New +$410K
TFX icon
1385
CALL
Teleflex
TFX
$6.2B
$363K 0.01%
+1,800
New +$430K
ADP icon
1386
PUT
Automatic Data Processing
ADP
$108B
$362K 0.01%
1,600
-3,500
-69% -$826K
BDX icon
1387
Becton Dickinson
BDX
$46.9B
$362K 0.01%
1,623
+787
+94% +$196K
CPRT icon
1388
PUT
Copart
CPRT
$27.2B
$362K 0.01%
+13,600
New +$405K
IP icon
1389
International Paper
IP
$22.4B
$362K 0.01%
11,423
+2,059
+22% +$84.2K
IQV icon
1390
PUT
IQVIA
IQV
$37.6B
$362K 0.01%
+2,000
New +$438K
YUM icon
1391
CALL
Yum! Brands
YUM
$40.3B
$362K 0.01%
+3,400
New +$395K
BOTZ icon
1392
Global X Robotics & Artificial Intelligence ETF
BOTZ
$3.46B
$361K 0.01%
19,943
+894
+5% +$18.8K
DBX icon
1393
CALL
Dropbox
DBX
$8.05B
$361K 0.01%
+17,400
New +$390K
PCTY icon
1394
Paylocity
PCTY
$7.67B
$361K 0.01%
+1,496
New +$344K
SMG icon
1395
ScottsMiracle-Gro
SMG
$3.86B
$361K 0.01%
8,446
+5,657
+203% +$406K
MLM icon
1396
Martin Marietta Materials
MLM
$33.4B
$360K 0.01%
+1,119
New +$379K
CIBR icon
1397
First Trust NASDAQ Cybersecurity ETF
CIBR
$15.3B
$359K 0.01%
+9,329
New +$396K
MLPX icon
1398
Global X MLP & Energy Infrastructure ETF
MLPX
$3.59B
$359K 0.01%
+9,575
New +$390K
P
1399
CALL
Everpure Inc
P
$27.9B
$359K 0.01%
13,100
+2,100
+19% +$59.4K
BNY
1400
CALL
Bank of New York Mellon
BNY
$106B
$358K 0.01%
+9,300
New +$396K
54 55
56
57 58

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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.