We are live on ! Find out more
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
BKLN icon
326
Invesco Senior Loan ETF
BKLN
$6.97B
$2.31M 0.07%
114,386
+71,477
+167% +$1.49M
KR icon
327
PUT
Kroger
KR
$35.4B
$2.29M 0.07%
52,400
+46,400
+773% +$2.2M
POOL icon
328
PUT
Pool Corp
POOL
$6.75B
$2.29M 0.07%
7,200
+5,300
+279% +$1.89M
META icon
329
Meta Platforms (Facebook)
META
$1.42T
$2.28M 0.07%
16,821
+14,248
+554% +$2.31M
BRK.B icon
330
CALL
Berkshire Hathaway Class B
BRK.B
$1.1T
$2.24M 0.07%
8,400
-9,800
-54% -$2.79M
SPY icon
331
CALL
State Street SPDR S&P 500 ETF Trust
SPY
$790B
$2.21M 0.07%
6,200
+5,100
+464% +$2.03M
CVX icon
332
Chevron
CVX
$392B
$2.19M 0.07%
15,261
+10,068
+194% +$1.54M
XBI icon
333
CALL
State Street SPDR S&P Biotech ETF
XBI
$9.95B
$2.18M 0.07%
27,500
+19,500
+244% +$1.64M
PM icon
334
CALL
Philip Morris
PM
$297B
$2.16M 0.07%
26,000
+18,200
+233% +$1.74M
WYNN icon
335
Wynn Resorts
WYNN
$10.3B
$2.16M 0.07%
+34,244
New +$2.13M
COUP
336
DELISTED
Coupa Software Incorporated
COUP
$2.15M 0.07%
+36,620
New +$2.4M
CSCO icon
337
PUT
Cisco
CSCO
$457B
$2.15M 0.07%
53,800
+7,500
+16% +$333K
CRSP icon
338
PUT
CRISPR Therapeutics
CRSP
$4.73B
$2.15M 0.07%
32,900
+24,100
+274% +$1.75M
EQT icon
339
CALL
EQT Corp
EQT
$33.3B
$2.15M 0.07%
52,700
+4,700
+10% +$204K
ADSK icon
340
PUT
Autodesk
ADSK
$49.5B
$2.13M 0.06%
11,400
+6,200
+119% +$1.25M
FXI icon
341
CALL
iShares China Large-Cap ETF
FXI
$4.37B
$2.13M 0.06%
82,300
+22,700
+38% +$680K
IWM icon
342
iShares Russell 2000 ETF
IWM
$79.8B
$2.13M 0.06%
12,904
-4,734
-27% -$863K
CROX icon
343
PUT
Crocs
CROX
$6.14B
$2.12M 0.06%
30,900
-75,500
-71% -$5.24M
LYV icon
344
PUT
Live Nation Entertainment
LYV
$40.6B
$2.12M 0.06%
27,900
-3,200
-10% -$287K
CSCO icon
345
CALL
Cisco
CSCO
$457B
$2.11M 0.06%
52,800
-11,700
-18% -$519K
ENPH icon
346
CALL
Enphase Energy
ENPH
$4.96B
$2.11M 0.06%
7,600
+4,500
+145% +$1.21M
LQD icon
347
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
$34.3B
$2.11M 0.06%
20,577
+12,803
+165% +$1.41M
AZO icon
348
AutoZone
AZO
$49.2B
$2.11M 0.06%
+983
New +$2.14M
AXP icon
349
CALL
American Express
AXP
$227B
$2.09M 0.06%
15,500
+9,500
+158% +$1.44M
SPTI icon
350
State Street SPDR Portfolio Intermediate Term Treasury ETF
SPTI
$10.4B
$2.08M 0.06%
74,041
+15,415
+26% +$451K
12 13
14
15 16

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
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
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

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.