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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
SHM icon
1826
State Street SPDR Nuveen ICE Short Term Municipal Bond ETF
SHM
$3.47B
$229K 0.01%
+4,971
New +$235K
HIBB
1827
DELISTED
Hibbett, Inc. Common Stock
HIBB
$229K 0.01%
4,598
-449
-9% -$23.6K
BKH icon
1828
Black Hills Corp
BKH
$5.46B
$228K 0.01%
+3,372
New +$253K
EQIX icon
1829
CALL
Equinix
EQIX
$104B
$228K 0.01%
+400
New +$261K
INCO icon
1830
Columbia India Consumer ETF
INCO
$238M
$228K 0.01%
+4,448
New +$234K
MPLX icon
1831
MPLX
MPLX
$60.1B
$228K 0.01%
+7,594
New +$239K
DEM icon
1832
WisdomTree Emerging Markets High Dividend Fund
DEM
$3.95B
$227K 0.01%
+6,983
New +$253K
JIRE icon
1833
JPMorgan International Research Enhanced Equity ETF
JIRE
$11.4B
$227K 0.01%
+5,217
New +$253K
CPB icon
1834
CALL
Campbell Soup
CPB
$6.87B
$226K 0.01%
+4,800
New +$235K
FAZ
1835
Direxion Daily Financial Bear 3x ETF
FAZ
$84.8M
$226K 0.01%
755
-31
-4% -$7.58K
GIS icon
1836
General Mills
GIS
$19.2B
$226K 0.01%
+2,949
New +$225K
HIMX
1837
Himax Technologies
HIMX
$2.33B
$226K 0.01%
46,600
+35,689
+327% +$227K
MKC icon
1838
McCormick & Company Non-Voting
MKC
$14.1B
$226K 0.01%
+3,177
New +$266K
CACI icon
1839
CACI
CACI
$11.4B
$225K 0.01%
+862
New +$243K
EZU icon
1840
iShare MSCI Eurozone ETF
EZU
$9.84B
$224K 0.01%
+7,014
New +$252K
GPI icon
1841
Group 1 Automotive
GPI
$3.31B
$224K 0.01%
+1,567
New +$269K
NDSN icon
1842
Nordson
NDSN
$17.3B
$224K 0.01%
1,057
-261
-20% -$58.5K
OMF icon
1843
PUT
OneMain Financial
OMF
$7.54B
$224K 0.01%
7,600
-5,300
-41% -$195K
QQQE icon
1844
Direxion NASDAQ-100 Equal Weighted Index ETF
QQQE
$1.37B
$224K 0.01%
+3,725
New +$250K
USOI icon
1845
Credit Suisse AG Credit Suisse X-Links Crude Oil Shares Covered Call ETN
USOI
$40.9M
$224K 0.01%
+2,752
New +$252K
WRLD icon
1846
World Acceptance Corp
WRLD
$897M
$224K 0.01%
+2,315
New +$268K
LTHM
1847
PUT
DELISTED
Livent Corporation
LTHM
$224K 0.01%
+7,300
New +$205K
TRTN
1848
PUT
DELISTED
Triton International Limited
TRTN
$224K 0.01%
+4,100
New +$245K
COOP
1849
CALL
DELISTED
Mr. Cooper
COOP
$223K 0.01%
5,500
-13,200
-71% -$558K
FTS icon
1850
Fortis
FTS
$28.8B
$223K 0.01%
+5,857
New +$265K
72 73
74
75 76

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BCM
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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 $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.