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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
TRP icon
1701
PUT
TC Energy
TRP
$66.5B
$262K 0.01%
6,500
+500
+8% +$24.8K
WU icon
1702
CALL
Western Union
WU
$2.26B
$262K 0.01%
+19,400
New +$304K
CHPT icon
1703
CALL
ChargePoint
CHPT
$150M
$261K 0.01%
885
+145
+20% +$44K
ETR icon
1704
Entergy
ETR
$49.9B
$261K 0.01%
+5,184
New +$297K
ILF icon
1705
iShares Latin America 40 ETF
ILF
$3.82B
$261K 0.01%
+10,999
New +$263K
MNDY icon
1706
PUT
monday.com
MNDY
$3.87B
$261K 0.01%
+2,300
New +$272K
TBX icon
1707
ProShares Short 7-10 Year Treasury
TBX
$20.8M
$261K 0.01%
+9,091
New +$246K
VRSN icon
1708
CALL
VeriSign
VRSN
$26.5B
$261K 0.01%
1,500
-500
-25% -$92.5K
ECL icon
1709
CALL
Ecolab
ECL
$80.3B
$260K 0.01%
+1,800
New +$292K
FPX icon
1710
First Trust US Equity Opportunities ETF
FPX
$1.52B
$260K 0.01%
+3,207
New +$282K
GSIE icon
1711
Goldman Sachs ActiveBeta International Equity ETF
GSIE
$6.09B
$260K 0.01%
+10,499
New +$291K
AGNC icon
1712
PUT
AGNC Investment
AGNC
$12.6B
$259K 0.01%
30,800
-54,000
-64% -$634K
BR icon
1713
Broadridge
BR
$18.9B
$259K 0.01%
+1,795
New +$291K
EFX icon
1714
Equifax
EFX
$20.8B
$259K 0.01%
+1,508
New +$295K
GWRE icon
1715
CALL
Guidewire Software
GWRE
$13.3B
$259K 0.01%
+4,200
New +$304K
CNK icon
1716
Cinemark Holdings
CNK
$4.38B
$258K 0.01%
+21,272
New +$333K
F icon
1717
Ford
F
$56.3B
$258K 0.01%
+23,018
New +$322K
TLT icon
1718
iShares 20+ Year Treasury Bond ETF
TLT
$41.8B
$258K 0.01%
2,517
-7,381
-75% -$831K
COHR icon
1719
Coherent
COHR
$64.2B
$257K 0.01%
+7,369
New +$353K
ED icon
1720
PUT
Consolidated Edison
ED
$39.9B
$257K 0.01%
3,000
-2,200
-42% -$212K
TWLO icon
1721
Twilio
TWLO
$29.3B
$256K 0.01%
3,706
-10,545
-74% -$843K
VTRS icon
1722
CALL
Viatris
VTRS
$20.6B
$256K 0.01%
30,100
+9,100
+43% +$89.6K
CTLT
1723
DELISTED
CATALENT, INC.
CTLT
$256K 0.01%
+3,540
New +$352K
MOO icon
1724
VanEck Agribusiness ETF
MOO
$971M
$255K 0.01%
3,161
+203
+7% +$18K
NXST icon
1725
Nexstar Media Group
NXST
$5.8B
$255K 0.01%
+1,527
New +$283K
67 68
69
70 71

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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
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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.