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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
VOYA icon
1551
Voya Financial
VOYA
$9.08B
$308K 0.01%
+5,084
New +$311K
KSS icon
1552
Kohl's
KSS
$2.23B
$307K 0.01%
12,190
+5,466
+81% +$159K
AYX
1553
PUT
DELISTED
Alteryx Inc
AYX
$307K 0.01%
+5,500
New +$322K
RAD
1554
DELISTED
Rite Aid Corporation
RAD
$307K 0.01%
+61,999
New +$481K
IFLN
1555
Invesco Bloomberg Enhanced Fallen Angels ETF
IFLN
$306M
$306K 0.01%
+18,634
New +$322K
RHI icon
1556
PUT
Robert Half
RHI
$4.15B
$306K 0.01%
+4,000
New +$313K
EOG icon
1557
EOG Resources
EOG
$71.5B
$305K 0.01%
2,734
-281
-9% -$31.5K
PAG icon
1558
PUT
Penske Automotive Group
PAG
$14.2B
$305K 0.01%
+3,100
New +$346K
PRU icon
1559
Prudential Financial
PRU
$41.7B
$305K 0.01%
+3,561
New +$343K
HZO icon
1560
PUT
MarineMax
HZO
$793M
$304K 0.01%
10,200
-1,900
-16% -$71.1K
RODM icon
1561
Hartford Multifactor Developed Markets ex-US ETF
RODM
$1.63B
$304K 0.01%
+13,980
New +$342K
BEN icon
1562
CALL
Franklin Resources
BEN
$17.7B
$303K 0.01%
+14,100
New +$362K
UPST icon
1563
Upstart Holdings
UPST
$2.89B
$303K 0.01%
+14,572
New +$392K
CTXS
1564
DELISTED
Citrix Systems Inc
CTXS
$303K 0.01%
+2,916
New +$299K
APP icon
1565
CALL
Applovin
APP
$140B
$302K 0.01%
+15,500
New +$463K
DTE icon
1566
DTE Energy
DTE
$29.1B
$302K 0.01%
2,629
+133
+5% +$17.2K
INSP icon
1567
CALL
Inspire Medical Systems
INSP
$1.73B
$302K 0.01%
+1,700
New +$342K
SCHW
1568
PUT
Charles Schwab
SCHW
$188B
$302K 0.01%
4,200
+500
+14% +$34.7K
UBER icon
1569
PUT
Uber
UBER
$139B
$302K 0.01%
11,400
-233,600
-95% -$6.45M
CEG icon
1570
Constellation Energy
CEG
$94.7B
$301K 0.01%
+3,623
New +$267K
CMG icon
1571
PUT
Chipotle Mexican Grill
CMG
$43.7B
$301K 0.01%
+10,000
New +$310K
REM icon
1572
iShares Mortgage Real Estate ETF
REM
$537M
$301K 0.01%
+14,386
New +$404K
WING icon
1573
PUT
Wingstop
WING
$3.37B
$301K 0.01%
2,400
-2,000
-45% -$239K
INTF icon
1574
iShares International Equity Factor ETF
INTF
$3.68B
$300K 0.01%
+14,328
New +$335K
IYJ icon
1575
iShares US Industrials ETF
IYJ
$2.04B
$300K 0.01%
+3,580
New +$335K
61 62
63
64 65

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OAM
Ophir Asset Management Sydney, Australia $859M AUM 59.08% 1-Year Est. Return
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
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.