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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
CHWY icon
2651
Chewy
CHWY
$9.4B
– –
-38,966
Closed -$1.55M
CIG icon
2652
CEMIG Preferred Shares
CIG
$6.24B
– –
-64,576
Closed -$100K
CIVI
2653
DELISTED
Civitas Resources
CIVI
– –
-6,352
Closed -$332K
CL icon
2654
CALL
Colgate-Palmolive
CL
$71.9B
– –
-3,000
Closed -$240K
CL icon
2655
PUT
Colgate-Palmolive
CL
$71.9B
– –
-3,200
Closed -$256K
CLIR icon
2656
ClearSign Technologies
CLIR
$25M
– –
-1,137
Closed -$14K
CLNE icon
2657
CALL
Clean Energy Fuels
CLNE
$410M
– –
-26,500
Closed -$119K
CLNE icon
2658
PUT
Clean Energy Fuels
CLNE
$410M
– –
-19,800
Closed -$89K
CLSK icon
2659
CleanSpark
CLSK
$3.76B
– –
-10,342
Closed -$41K
CMA
2660
DELISTED
Comerica
CMA
– –
-6,360
Closed -$467K
CMC icon
2661
Commercial Metals
CMC
$7.77B
– –
-6,219
Closed -$206K
CMCM
2662
Cheetah Mobile
CMCM
$89.4M
– –
-2,807
Closed -$10K
CMI icon
2663
PUT
Cummins
CMI
$89.5B
– –
-2,000
Closed -$387K
CMS icon
2664
CMS Energy
CMS
$22.5B
– –
-6,778
Closed -$458K
COKE icon
2665
Coca-Cola Consolidated
COKE
$12B
– –
-4,500
Closed -$254K
COOP
2666
PUT
DELISTED
Mr. Cooper
COOP
– –
-19,300
Closed -$709K
COPX icon
2667
Global X Copper Miners ETF NEW
COPX
$7.36B
– –
-9,473
Closed -$288K
COR icon
2668
Cencora
COR
$60B
– –
-7,135
Closed -$1.01M
CORN icon
2669
Teucrium Corn Fund
CORN
$171M
– –
-8,402
Closed -$211K
COTY icon
2670
CALL
Coty
COTY
$2.46B
– –
-18,000
Closed -$144K
COTY icon
2671
PUT
Coty
COTY
$2.46B
– –
-11,400
Closed -$91K
CPRI icon
2672
Capri Holdings
CPRI
$1.88B
– –
-6,600
Closed -$271K
CRBP icon
2673
Corbus Pharmaceuticals
CRBP
$165M
– –
-1,276
Closed -$10K
CRIS icon
2674
Curis
CRIS
$10M
– –
-41
Closed -$16K
CRK icon
2675
Comstock Resources
CRK
$3.94B
– –
-13,986
Closed -$169K
105 106
107
108 109

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.