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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
AN icon
1001
AutoNation
AN
$7.12B
$564K 0.02%
5,533
+3,360
+155% +$394K
LYFT icon
1002
PUT
Lyft
LYFT
$6.22B
$564K 0.02%
42,800
-102,200
-70% -$1.57M
NOC icon
1003
PUT
Northrop Grumman
NOC
$77.9B
$564K 0.02%
+1,200
New +$572K
STX icon
1004
CALL
Seagate
STX
$189B
$564K 0.02%
10,600
+7,100
+203% +$513K
UHS icon
1005
PUT
Universal Health Services
UHS
$10.2B
$564K 0.02%
+6,400
New +$661K
WAT icon
1006
Waters Corp
WAT
$36.8B
$564K 0.02%
2,092
+165
+9% +$52.7K
WGO icon
1007
PUT
Winnebago Industries
WGO
$885M
$564K 0.02%
10,600
-11,600
-52% -$673K
EPAM icon
1008
EPAM Systems
EPAM
$5.6B
$562K 0.02%
1,551
+753
+94% +$288K
NCLH icon
1009
CALL
Norwegian Cruise Line
NCLH
$9.07B
$562K 0.02%
49,500
-92,100
-65% -$1.21M
BAX icon
1010
PUT
Baxter International
BAX
$14.5B
$560K 0.02%
+10,400
New +$626K
CE icon
1011
CALL
Celanese
CE
$4.81B
$560K 0.02%
+6,200
New +$681K
CPE
1012
CALL
DELISTED
Callon Petroleum Company
CPE
$560K 0.02%
16,000
-7,800
-33% -$311K
HEFA icon
1013
iShares Currency Hedged MSCI EAFE ETF
HEFA
$7.55B
$557K 0.02%
18,627
-10,699
-36% -$341K
FTCS icon
1014
First Trust Capital Strength ETF
FTCS
$7.86B
$556K 0.02%
8,366
+5,487
+191% +$394K
MHK icon
1015
CALL
Mohawk Industries
MHK
$9.01B
$556K 0.02%
+6,100
New +$708K
SEDG icon
1016
CALL
SolarEdge
SEDG
$2.74B
$556K 0.02%
+2,400
New +$708K
CAL icon
1017
PUT
Caleres
CAL
$470M
$555K 0.02%
+22,900
New +$606K
FTNT icon
1018
PUT
Fortinet
FTNT
$120B
$555K 0.02%
+11,300
New +$612K
VSTO
1019
PUT
DELISTED
Vista Outdoor Inc.
VSTO
$554K 0.02%
22,800
+11,500
+102% +$327K
BIDU icon
1020
CALL
Baidu
BIDU
$38.3B
$552K 0.02%
4,700
+500
+12% +$68.3K
CPRT icon
1021
Copart
CPRT
$27.2B
$552K 0.02%
20,760
+11,412
+122% +$340K
DG icon
1022
PUT
Dollar General
DG
$28.2B
$552K 0.02%
2,300
-2,900
-56% -$715K
GD icon
1023
CALL
General Dynamics
GD
$103B
$552K 0.02%
2,600
+1,300
+100% +$294K
CAT icon
1024
Caterpillar
CAT
$382B
$551K 0.02%
3,356
+446
+15% +$81.5K
CRL icon
1025
PUT
Charles River Laboratories
CRL
$11.1B
$551K 0.02%
+2,800
New +$604K
39 40
41
42 43

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.