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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
TEL icon
1451
TE Connectivity
TEL
$62.9B
$340K 0.01%
3,079
+594
+24% +$73.9K
DBC icon
1452
Invesco DB Commodity Index Tracking Fund
DBC
$1.64B
$339K 0.01%
14,193
+5,434
+62% +$138K
JBLU icon
1453
CALL
JetBlue
JBLU
$2.43B
$339K 0.01%
51,100
-48,000
-48% -$391K
LYB icon
1454
CALL
LyondellBasell Industries
LYB
$19.2B
$339K 0.01%
+4,500
New +$380K
DOV icon
1455
CALL
Dover
DOV
$28.5B
$338K 0.01%
2,900
-500
-15% -$63.8K
TELL
1456
DELISTED
Tellurian Inc.
TELL
$338K 0.01%
141,352
+47,069
+50% +$170K
IPGP icon
1457
PUT
IPG Photonics
IPGP
$4.06B
$337K 0.01%
+4,000
New +$380K
SUN icon
1458
Sunoco
SUN
$13.8B
$337K 0.01%
8,660
+2,695
+45% +$106K
BURL icon
1459
PUT
Burlington
BURL
$23.2B
$336K 0.01%
+3,000
New +$437K
INVH icon
1460
Invitation Homes
INVH
$18B
$336K 0.01%
9,964
+1,902
+24% +$70.5K
LITE icon
1461
CALL
Lumentum
LITE
$66.2B
$336K 0.01%
4,900
-900
-16% -$74.6K
AFL icon
1462
Aflac
AFL
$63.3B
$335K 0.01%
5,963
-2,189
-27% -$129K
AGNC icon
1463
CALL
AGNC Investment
AGNC
$12.7B
$335K 0.01%
39,800
+9,700
+32% +$114K
ATKR icon
1464
CALL
Atkore
ATKR
$3.16B
$335K 0.01%
+4,300
New +$372K
SPR
1465
PUT
DELISTED
Spirit AeroSystems
SPR
$335K 0.01%
15,300
-900
-6% -$27.4K
EQC
1466
DELISTED
Equity Commonwealth
EQC
$335K 0.01%
+13,757
New +$370K
TDOC icon
1467
Teladoc Health
TDOC
$1.26B
$333K 0.01%
+13,120
New +$460K
ARES icon
1468
Ares Management
ARES
$31.3B
$332K 0.01%
+5,356
New +$374K
CHE icon
1469
Chemed
CHE
$7.03B
$332K 0.01%
+760
New +$365K
MGM icon
1470
MGM Resorts International
MGM
$11.5B
$332K 0.01%
+11,162
New +$363K
SSRM icon
1471
CALL
SSR Mining
SSRM
$6.08B
$332K 0.01%
+22,600
New +$340K
AI icon
1472
PUT
C3.ai
AI
$1.54B
$331K 0.01%
26,500
-2,900
-10% -$52K
NCLH icon
1473
PUT
Norwegian Cruise Line
NCLH
$9.35B
$331K 0.01%
29,100
-147,800
-84% -$1.95M
RS icon
1474
Reliance Steel & Aluminium
RS
$21.2B
$331K 0.01%
1,898
-641
-25% -$118K
LTHM
1475
DELISTED
Livent Corporation
LTHM
$331K 0.01%
10,790
-14,658
-58% -$411K
57 58
59
60 61

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BCM
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OAM
Ophir Asset Management Sydney, Australia $859M AUM 59.08% 1-Year Est. Return
WFAL
Wedbush Fund Advisers, LLC Pasadena, California $863M AUM
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

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.