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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
AIV
2551
Aimco
AIV
$387M
– –
-25,825
Closed -$165K
AIZ icon
2552
Assurant
AIZ
$14B
– –
-1,403
Closed -$243K
AKAM icon
2553
CALL
Akamai
AKAM
$17.1B
– –
-3,700
Closed -$338K
AKAM icon
2554
Akamai
AKAM
$17.1B
– –
-11,618
Closed -$1.06M
AKTX
2555
Akari Therapeutics
AKTX
$12.9M
– –
-41
Closed -$33K
ALBT
2556
DELISTED
Avalon GloboCare
ALBT
– –
-161
Closed -$11K
ALB icon
2557
PUT
Albemarle
ALB
$14B
– –
-1,900
Closed -$397K
ALL icon
2558
Allstate
ALL
$67.6B
– –
-1,948
Closed -$242K
ALLE icon
2559
Allegion
ALLE
$13.7B
– –
-2,838
Closed -$278K
ALZN icon
2560
Alzamend Neuro
ALZN
$6.42M
– –
-11
Closed -$13K
AMBA icon
2561
CALL
Ambarella
AMBA
$3.63B
– –
-8,100
Closed -$530K
AMBA icon
2562
PUT
Ambarella
AMBA
$3.63B
– –
-7,200
Closed -$471K
AMED
2563
CALL
DELISTED
Amedisys
AMED
– –
-10,400
Closed -$1.09M
AMPY icon
2564
Amplify Energy
AMPY
$166M
– –
-17,636
Closed -$115K
AMT icon
2565
American Tower
AMT
$80.6B
– –
-2,864
Closed -$736K
AMTD
2566
AMTD IDEA Group
AMTD
$67.4M
– –
-1,991
Closed -$14K
ANET icon
2567
CALL
Arista Networks
ANET
$233B
– –
-26,400
Closed -$619K
ANET icon
2568
PUT
Arista Networks
ANET
$233B
– –
-20,400
Closed -$478K
ANNX icon
2569
Annexon
ANNX
$860M
– –
-10,125
Closed -$38K
ANY icon
2570
Sphere 3D
ANY
$18.8M
– –
-402
Closed -$15K
AON icon
2571
Aon
AON
$75.9B
– –
-1,028
Closed -$291K
AON icon
2572
PUT
Aon
AON
$75.9B
– –
-2,600
Closed -$701K
APD icon
2573
Air Products & Chemicals
APD
$65.2B
– –
-2,284
Closed -$565K
APO icon
2574
PUT
Apollo Global Management
APO
$74.6B
– –
-6,000
Closed -$291K
APP icon
2575
Applovin
APP
$136B
– –
-27,408
Closed -$819K
101 102
103
104 105

Similar funds

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
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
RB
Rodgers Brothers Harmony, Pennsylvania $866M AUM 30.05% 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
NEPWA
New England Private Wealth Advisors Wellesley, Massachusetts $866M AUM 15.25% 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.