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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
INTU icon
1676
Intuit
INTU
$89.7B
$270K 0.01%
696
-2,976
-81% -$1.29M
MASI
1677
DELISTED
Masimo
MASI
$270K 0.01%
+1,916
New +$280K
CGNX icon
1678
PUT
Cognex
CGNX
$11.8B
$269K 0.01%
+6,500
New +$294K
NOG icon
1679
Northern Oil and Gas
NOG
$2.15B
$269K 0.01%
+9,806
New +$277K
PPG icon
1680
PPG Industries
PPG
$26.5B
$269K 0.01%
+2,426
New +$300K
ACB
1681
Aurora Cannabis
ACB
$180M
$268K 0.01%
21,929
+9,837
+81% +$145K
O icon
1682
PUT
Realty Income
O
$58.5B
$268K 0.01%
4,600
-10,000
-68% -$689K
SABR icon
1683
PUT
Sabre
SABR
$838M
$268K 0.01%
52,100
+27,100
+108% +$181K
HON icon
1684
PUT
Honeywell
HON
$78.6B
$267K 0.01%
1,698
-6,260
-79% -$1.09M
MO icon
1685
Altria Group
MO
$114B
$267K 0.01%
6,618
-3,201
-33% -$140K
NUE icon
1686
PUT
Nucor
NUE
$62.6B
$267K 0.01%
2,500
-33,500
-93% -$4.2M
EA icon
1687
PUT
Electronic Arts
EA
$52.9B
$266K 0.01%
+2,300
New +$291K
IAU icon
1688
iShares Gold Trust
IAU
$65.9B
$266K 0.01%
+8,447
New +$277K
AU icon
1689
CALL
AngloGold Ashanti
AU
$44.8B
$265K 0.01%
+19,200
New +$274K
COO icon
1690
PUT
Cooper Companies
COO
$14.6B
$264K 0.01%
4,000
– –
OLED icon
1691
CALL
Universal Display
OLED
$3.95B
$264K 0.01%
+2,800
New +$310K
TXRH icon
1692
Texas Roadhouse
TXRH
$13.7B
$264K 0.01%
3,028
-12,198
-80% -$1.06M
ARGX icon
1693
argenx
ARGX
$54.3B
$263K 0.01%
746
+26
+4% +$9.63K
GM icon
1694
CALL
General Motors
GM
$78.2B
$263K 0.01%
8,200
-83,300
-91% -$3.06M
HAS icon
1695
PUT
Hasbro
HAS
$12.9B
$263K 0.01%
+3,900
New +$308K
HLN icon
1696
Haleon
HLN
$43.8B
$263K 0.01%
+43,150
New +$279K
LKQ icon
1697
LKQ Corp
LKQ
$6.1B
$263K 0.01%
+5,569
New +$291K
SAM icon
1698
Boston Beer
SAM
$1.92B
$263K 0.01%
+813
New +$281K
SYK icon
1699
CALL
Stryker
SYK
$129B
$263K 0.01%
1,300
-1,700
-57% -$358K
RBLX icon
1700
Roblox
RBLX
$25.9B
$262K 0.01%
+7,306
New +$302K
66 67
68
69 70

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BCM
Benchstone Capital Management New York $860M AUM 32.46% 1-Year Est. Return
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
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.