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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
FMHI icon
1626
First Trust Municipal High Income ETF
FMHI
$999M
$284K 0.01%
+6,246
New +$300K
MTDR icon
1627
CALL
Matador Resources
MTDR
$5.84B
$284K 0.01%
5,800
-800
-12% -$43.2K
PCAR icon
1628
PACCAR
PCAR
$70.2B
$284K 0.01%
+5,085
New +$296K
RMD icon
1629
PUT
ResMed
RMD
$32.5B
$284K 0.01%
+1,300
New +$296K
SABR icon
1630
CALL
Sabre
SABR
$838M
$284K 0.01%
55,100
-29,300
-35% -$195K
SYF icon
1631
Synchrony
SYF
$25.8B
$284K 0.01%
10,080
-24,287
-71% -$784K
ANF icon
1632
CALL
Abercrombie & Fitch
ANF
$4.86B
$283K 0.01%
+18,200
New +$314K
PETS icon
1633
PUT
PetMed Express
PETS
$42.1M
$283K 0.01%
+14,500
New +$308K
SHAK icon
1634
PUT
Shake Shack
SHAK
$3B
$283K 0.01%
6,300
-30,900
-83% -$1.48M
TXG icon
1635
10x Genomics
TXG
$6.03B
$283K 0.01%
+9,948
New +$379K
ATOM icon
1636
Atomera
ATOM
$203M
$282K 0.01%
+27,798
New +$329K
NI icon
1637
NiSource
NI
$20.6B
$282K 0.01%
11,213
-4,522
-29% -$133K
UEC icon
1638
Uranium Energy
UEC
$5.31B
$282K 0.01%
+80,513
New +$308K
ALNY icon
1639
CALL
Alnylam Pharmaceuticals
ALNY
$30.6B
$280K 0.01%
+1,400
New +$267K
CHKP icon
1640
PUT
Check Point Software Technologies
CHKP
$12.8B
$280K 0.01%
2,500
+100
+4% +$12.1K
MQ icon
1641
Marqeta
MQ
$1.75B
$280K 0.01%
9,849
+5,607
+132% +$187K
PWR icon
1642
CALL
Quanta Services
PWR
$103B
$280K 0.01%
+2,200
New +$301K
STT icon
1643
CALL
State Street
STT
$51.4B
$280K 0.01%
+4,600
New +$314K
TSE
1644
CALL
DELISTED
Trinseo
TSE
$280K 0.01%
+15,300
New +$479K
POSH
1645
CALL
DELISTED
Poshmark, Inc. Class A Common Stock
POSH
$280K 0.01%
+17,900
New +$213K
AMT icon
1646
CALL
American Tower
AMT
$78.3B
$279K 0.01%
+1,300
New +$334K
CHD icon
1647
PUT
Church & Dwight Co
CHD
$24.6B
$279K 0.01%
+3,900
New +$336K
CIEN icon
1648
CALL
Ciena
CIEN
$57.9B
$279K 0.01%
+6,900
New +$332K
MSGS icon
1649
Madison Square Garden
MSGS
$9.42B
$279K 0.01%
+2,042
New +$317K
SWAV
1650
DELISTED
Shockwave Medical, Inc. Common Stock
SWAV
$279K 0.01%
+1,005
New +$256K
64 65
66
67 68

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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
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.