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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
HYG icon
151
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$15.9B
$5.07M 0.15%
70,997
+59,604
+523% +$4.5M
IWM icon
152
PUT
iShares Russell 2000 ETF
IWM
$79.8B
$5.05M 0.15%
30,600
+10,100
+49% +$1.84M
MMM icon
153
CALL
3M
MMM
$90.9B
$5.04M 0.15%
54,538
+37,316
+217% +$4.09M
ETSY icon
154
PUT
Etsy
ETSY
$7.75B
$5.01M 0.15%
50,000
-22,200
-31% -$2.27M
EBAY icon
155
CALL
eBay
EBAY
$50.6B
$4.99M 0.15%
135,500
+77,000
+132% +$3.43M
KHC icon
156
CALL
Kraft Heinz
KHC
$30.7B
$4.99M 0.15%
149,500
+135,500
+968% +$5.03M
XLF icon
157
CALL
State Street Financial Select Sector SPDR ETF
XLF
$56.7B
$4.98M 0.15%
164,000
-59,300
-27% -$1.96M
V icon
158
CALL
Visa
V
$684B
$4.94M 0.15%
27,800
+21,400
+334% +$4.35M
B
159
CALL
Barrick Mining
B
$61.5B
$4.93M 0.15%
318,400
+239,500
+304% +$3.78M
VZ icon
160
Verizon
VZ
$195B
$4.86M 0.15%
128,095
+110,425
+625% +$4.92M
FCX icon
161
CALL
Freeport-McMoran
FCX
$90B
$4.82M 0.15%
176,400
+113,500
+180% +$3.32M
JPM icon
162
JPMorgan Chase
JPM
$935B
$4.79M 0.15%
45,881
+37,160
+426% +$4.26M
WFC icon
163
CALL
Wells Fargo
WFC
$261B
$4.66M 0.14%
115,800
-104,600
-47% -$4.49M
RH icon
164
CALL
RH
RH
$3.13B
$4.63M 0.14%
18,800
-200
-1% -$54K
PSQ icon
165
ProShares Short QQQ
PSQ
$824M
$4.56M 0.14%
61,157
+14,388
+31% +$959K
FSLR icon
166
CALL
First Solar
FSLR
$22.7B
$4.54M 0.14%
34,300
+19,400
+130% +$2.08M
MSFT icon
167
Microsoft
MSFT
$3.45T
$4.52M 0.14%
19,417
-6,285
-24% -$1.66M
MRVL icon
168
PUT
Marvell Technology
MRVL
$168B
$4.51M 0.14%
105,000
+3,300
+3% +$163K
MO icon
169
CALL
Altria Group
MO
$114B
$4.5M 0.14%
111,500
+80,900
+264% +$3.53M
BBY icon
170
PUT
Best Buy
BBY
$18.2B
$4.46M 0.13%
70,400
+20,400
+41% +$1.51M
V icon
171
PUT
Visa
V
$684B
$4.44M 0.13%
25,000
+11,300
+82% +$2.3M
MS icon
172
PUT
Morgan Stanley
MS
$331B
$4.44M 0.13%
56,200
-38,800
-41% -$3.27M
HD icon
173
CALL
Home Depot
HD
$331B
$4.42M 0.13%
16,000
+3,800
+31% +$1.12M
GILD icon
174
CALL
Gilead Sciences
GILD
$162B
$4.39M 0.13%
71,200
-150,700
-68% -$9.5M
SBUX icon
175
PUT
Starbucks
SBUX
$120B
$4.36M 0.13%
51,700
+39,200
+314% +$3.33M
5 6
7
8 9

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BCM
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OAM
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NOCM
Night Owl Capital Management Greenwich, Connecticut $858M AUM 31.41% 1-Year Est. Return
TIM
Total Investment Management Scottsdale, Arizona $858M AUM 9.96% 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
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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.