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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
SRE icon
1226
Sempra
SRE
$56.6B
$432K 0.01%
+5,768
New +$467K
DOV icon
1227
PUT
Dover
DOV
$28.3B
$431K 0.01%
+3,700
New +$472K
K
1228
DELISTED
Kellanova
K
$431K 0.01%
+6,586
New +$453K
OHI icon
1229
CALL
Omega Healthcare
OHI
$14.6B
$431K 0.01%
+14,600
New +$458K
ALGN icon
1230
Align Technology
ALGN
$12.4B
$430K 0.01%
2,076
-1,923
-48% -$495K
FL
1231
CALL
DELISTED
Foot Locker
FL
$430K 0.01%
+13,800
New +$441K
INDL icon
1232
Direxion Daily MSCI India Bull 2X ETF
INDL
$58.6M
$430K 0.01%
+9,603
New +$466K
TPL icon
1233
Texas Pacific Land
TPL
$27.3B
$427K 0.01%
2,160
+513
+31% +$98.8K
GRMN
1234
PUT
Garmin
GRMN
$59.3B
$426K 0.01%
5,300
+2,300
+77% +$217K
RL icon
1235
PUT
Ralph Lauren
RL
$22.5B
$425K 0.01%
+5,000
New +$471K
AA icon
1236
PUT
Alcoa
AA
$12.4B
$424K 0.01%
12,600
-370,500
-97% -$17.3M
CHRW icon
1237
PUT
C.H. Robinson
CHRW
$18.1B
$424K 0.01%
+4,400
New +$473K
NIO icon
1238
PUT
NIO
NIO
$11.9B
$424K 0.01%
+26,900
New +$532K
TBF icon
1239
ProShares Short 20+ Year Treasury ETF
TBF
$104M
$424K 0.01%
19,016
-44,333
-70% -$904K
KMB icon
1240
Kimberly-Clark
KMB
$37B
$423K 0.01%
3,756
+428
+13% +$55.7K
OMC icon
1241
CALL
Omnicom Group
OMC
$22.4B
$423K 0.01%
6,700
+3,000
+81% +$203K
CPAY icon
1242
PUT
Corpay
CPAY
$25.9B
$423K 0.01%
+2,400
New +$514K
AU icon
1243
AngloGold Ashanti
AU
$41.2B
$422K 0.01%
+30,518
New +$435K
JBHT icon
1244
CALL
JB Hunt Transport Services
JBHT
$25.8B
$422K 0.01%
2,700
-1,900
-41% -$332K
QDEL icon
1245
CALL
QuidelOrtho
QDEL
$1.2B
$422K 0.01%
+5,900
New +$528K
WTW icon
1246
PUT
Willis Towers Watson
WTW
$31.5B
$422K 0.01%
2,100
+700
+50% +$144K
SSNC icon
1247
SS&C Technologies
SSNC
$19B
$421K 0.01%
+8,807
New +$507K
TECH icon
1248
Bio-Techne
TECH
$11.2B
$420K 0.01%
5,916
+2,472
+72% +$214K
CBRE icon
1249
CBRE Group
CBRE
$43.7B
$419K 0.01%
+6,210
New +$492K
HLT icon
1250
Hilton Worldwide
HLT
$70.2B
$419K 0.01%
3,477
-8,455
-71% -$1.07M
48 49
50
51 52

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.