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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
+97.03%
10 Year Est. Return
+293.07%
AUM
$3.3B
AUM Growth
+$482M
Cap. Flow
+$755M
Cap. Flow %
22.83%
Top 10 Hldgs %
7.55%
Holding
3,324
New
1,158
Increased
808
Reduced
538
Closed
778

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
DLB icon
1801
Dolby
DLB
$5.75B
$236K 0.01%
+3,624
New +$270K
D icon
1802
CALL
Dominion Energy
D
$60B
$235K 0.01%
3,400
-3,500
-51% -$283K
DD icon
1803
DuPont de Nemours
DD
$19.9B
$235K 0.01%
3,719
-120
-3% -$8.56K
IONS icon
1804
PUT
Ionis Pharmaceuticals
IONS
$9.01B
$234K 0.01%
+5,300
New +$223K
PR
1805
Permian Resources
PR
$16.6B
$234K 0.01%
+34,414
New +$238K
PSX icon
1806
Phillips 66
PSX
$81.2B
$234K 0.01%
+2,894
New +$247K
AMCX icon
1807
PUT
AMC Global Media
AMCX
$496M
$233K 0.01%
+11,500
New +$317K
SM icon
1808
PUT
SM Energy
SM
$6.96B
$233K 0.01%
6,200
-4,400
-42% -$173K
SNBR
1809
CALL
DELISTED
Sleep Number
SNBR
$233K 0.01%
6,900
-1,500
-18% -$60.2K
PERI icon
1810
Perion Network
PERI
$378M
$232K 0.01%
+12,049
New +$243K
RVLV icon
1811
CALL
Revolve Group
RVLV
$1.8B
$232K 0.01%
10,700
+1,900
+22% +$50K
SSRM icon
1812
SSR Mining
SSRM
$5.91B
$232K 0.01%
+15,785
New +$238K
VIRT icon
1813
Virtu Financial
VIRT
$5.16B
$232K 0.01%
+11,174
New +$256K
VMBS icon
1814
Vanguard Mortgage-Backed Securities ETF
VMBS
$15.4B
$232K 0.01%
5,137
-2,413
-32% -$115K
WMB icon
1815
PUT
Williams Companies
WMB
$87.8B
$232K 0.01%
8,100
-9,100
-53% -$296K
DOCN icon
1816
CALL
DigitalOcean
DOCN
$14.6B
$231K 0.01%
+6,400
New +$269K
HEI.A icon
1817
HEICO Corp Class A
HEI.A
$37.2B
$231K 0.01%
2,012
-235
-10% -$28.3K
ITUB icon
1818
Itaú Unibanco
ITUB
$90.5B
$231K 0.01%
50,629
-196,542
-80% -$838K
RWM icon
1819
ProShares Short Russell2000
RWM
$130M
$231K 0.01%
8,747
-12,212
-58% -$295K
GFI icon
1820
Gold Fields
GFI
$33.4B
$230K 0.01%
28,447
+15,105
+113% +$130K
NOVA
1821
CALL
DELISTED
Sunnova Energy
NOVA
$230K 0.01%
+10,400
New +$252K
SNX icon
1822
TD Synnex
SNX
$21B
$230K 0.01%
+2,827
New +$270K
FE icon
1823
PUT
FirstEnergy
FE
$27.7B
$229K 0.01%
+6,200
New +$245K
MAT icon
1824
CALL
Mattel
MAT
$4.2B
$229K 0.01%
+12,100
New +$271K
MTZ icon
1825
CALL
MasTec
MTZ
$21.4B
$229K 0.01%
+3,600
New +$279K
71 72
73
74 75

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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 $755M 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 778 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.