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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
LYV icon
851
CALL
Live Nation Entertainment
LYV
$42.3B
$692K 0.02%
9,100
-19,100
-68% -$1.71M
VTR icon
852
PUT
Ventas
VTR
$46.6B
$691K 0.02%
+17,200
New +$845K
REGN icon
853
PUT
Regeneron Pharmaceuticals
REGN
$78.2B
$689K 0.02%
+1,000
New +$629K
SYK icon
854
PUT
Stryker
SYK
$131B
$689K 0.02%
+3,400
New +$715K
PLD icon
855
Prologis
PLD
$135B
$688K 0.02%
+6,775
New +$840K
CRSP icon
856
CRISPR Therapeutics
CRSP
$4.88B
$687K 0.02%
10,520
+2,266
+27% +$164K
DGX icon
857
PUT
Quest Diagnostics
DGX
$25.6B
$687K 0.02%
5,600
+1,600
+40% +$211K
WPC icon
858
CALL
W.P. Carey
WPC
$16.6B
$684K 0.02%
+10,006
New +$819K
NCLH icon
859
Norwegian Cruise Line
NCLH
$9.07B
$682K 0.02%
59,997
-8,261
-12% -$109K
V icon
860
Visa
V
$683B
$682K 0.02%
3,839
+2,695
+236% +$548K
APPS icon
861
PUT
Digital Turbine
APPS
$1.09B
$680K 0.02%
47,200
+22,900
+94% +$438K
CABO icon
862
Cable One
CABO
$254M
$680K 0.02%
+797
New +$984K
FLGT icon
863
CALL
Fulgent Genetics
FLGT
$500M
$679K 0.02%
17,800
+4,800
+37% +$241K
VSS icon
864
Vanguard FTSE All-World ex-US Small-Cap Index Fund
VSS
$11.4B
$679K 0.02%
7,317
+2,064
+39% +$215K
AEO icon
865
PUT
American Eagle Outfitters
AEO
$2.99B
$678K 0.02%
69,700
+16,900
+32% +$197K
AYI icon
866
CALL
Acuity Brands
AYI
$10B
$677K 0.02%
+4,300
New +$727K
NOC icon
867
Northrop Grumman
NOC
$77.9B
$676K 0.02%
1,437
+729
+103% +$347K
LIN icon
868
CALL
Linde
LIN
$222B
$674K 0.02%
+2,500
New +$718K
RGEN icon
869
PUT
Repligen
RGEN
$8.3B
$674K 0.02%
+3,600
New +$759K
ODFL icon
870
PUT
Old Dominion Freight Line
ODFL
$44B
$672K 0.02%
5,400
+1,400
+35% +$194K
PBR.A icon
871
Petrobras Class A
PBR.A
$109B
$672K 0.02%
+60,672
New +$729K
ACN icon
872
PUT
Accenture
ACN
$101B
$669K 0.02%
2,600
+600
+30% +$173K
CNQ icon
873
Canadian Natural Resources
CNQ
$96.7B
$669K 0.02%
+28,744
New +$744K
CPNG icon
874
Coupang
CPNG
$29.5B
$668K 0.02%
40,080
+19,788
+98% +$342K
GD icon
875
General Dynamics
GD
$103B
$666K 0.02%
+3,138
New +$709K
33 34
35
36 37

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.