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
GNRC icon
1076
PUT
Generac Holdings
GNRC
$12.9B
$517K 0.02%
+2,900
New +$665K
SCHE icon
1077
Schwab Emerging Markets Equity ETF
SCHE
$12.8B
$517K 0.02%
23,091
+12,508
+118% +$309K
SNBR
1078
DELISTED
Sleep Number
SNBR
$516K 0.02%
+15,264
New +$612K
SPXS icon
1079
Direxion Daily S&P 500 Bear 3x ETF
SPXS
$307M
$516K 0.02%
1,747
+291
+20% +$65.7K
DT icon
1080
PUT
Dynatrace
DT
$13.3B
$515K 0.02%
14,800
+2,000
+16% +$77.3K
IVZ icon
1081
Invesco
IVZ
$14.1B
$515K 0.02%
+37,624
New +$634K
SONY icon
1082
Sony
SONY
$131B
$515K 0.02%
40,195
+19,100
+91% +$306K
XLP icon
1083
State Street Consumer Staples Select Sector SPDR ETF
XLP
$14.9B
$515K 0.02%
+7,721
New +$566K
GT icon
1084
CALL
Goodyear
GT
$2.07B
$514K 0.02%
50,900
+6,200
+14% +$78.8K
KLAC icon
1085
PUT
KLA
KLAC
$255B
$514K 0.02%
+17,000
New +$589K
RTX icon
1086
RTX Corp
RTX
$294B
$513K 0.02%
+6,261
New +$567K
ALC icon
1087
PUT
Alcon
ALC
$34.6B
$512K 0.02%
8,800
-3,500
-28% -$243K
DUK icon
1088
CALL
Duke Energy
DUK
$96.9B
$512K 0.02%
5,500
+400
+8% +$43K
WCN
1089
Waste Connections
WCN
$41.7B
$512K 0.02%
3,786
+1,428
+61% +$195K
YUMC icon
1090
Yum China
YUMC
$16.4B
$512K 0.02%
10,823
-1,691
-14% -$81.2K
ALGT icon
1091
CALL
Allegiant Air
ALGT
$2.82B
$511K 0.02%
+7,000
New +$724K
FSLY icon
1092
CALL
Fastly Inc
FSLY
$3.9B
$511K 0.02%
55,800
+11,900
+27% +$127K
PH icon
1093
CALL
Parker-Hannifin
PH
$125B
$509K 0.02%
2,100
+100
+5% +$27.1K
FIS icon
1094
Fidelity National Information Services
FIS
$22.9B
$508K 0.02%
6,723
+3,902
+138% +$363K
CHD icon
1095
CALL
Church & Dwight Co
CHD
$24.4B
$507K 0.02%
+7,100
New +$612K
X
1096
CALL
DELISTED
US Steel
X
$507K 0.02%
28,000
-508,700
-95% -$10.9M
CTSH icon
1097
Cognizant
CTSH
$25.3B
$506K 0.02%
+8,812
New +$577K
KMB icon
1098
PUT
Kimberly-Clark
KMB
$37B
$506K 0.02%
4,500
-500
-10% -$65K
AMED
1099
DELISTED
Amedisys
AMED
$504K 0.02%
5,209
+1,664
+47% +$198K
CAG icon
1100
Conagra Brands
CAG
$7.18B
$504K 0.02%
15,445
+1,798
+13% +$61.7K
42 43
44
45 46

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
EI
EAM Investors Solana Beach, California $866M AUM 377.14% 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.