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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
JDST icon
1401
Direxion Daily Junior Gold Miners Index Bear 2X ETF
JDST
$27.5M
$358K 0.01%
125
+36
+40% +$102K
OGN icon
1402
CALL
Organon & Co
OGN
$3.56B
$358K 0.01%
+15,300
New +$462K
PODD icon
1403
Insulet
PODD
$11.6B
$358K 0.01%
+1,562
New +$391K
ZION icon
1404
Zions Bancorporation
ZION
$10.5B
$358K 0.01%
7,038
+2,295
+48% +$126K
FOUR icon
1405
PUT
Shift4
FOUR
$4.41B
$357K 0.01%
+8,000
New +$336K
SNY icon
1406
Sanofi
SNY
$102B
$357K 0.01%
+9,398
New +$419K
STNG icon
1407
CALL
Scorpio Tankers
STNG
$3.83B
$357K 0.01%
8,500
-8,700
-51% -$346K
STX icon
1408
PUT
Seagate
STX
$192B
$357K 0.01%
6,700
+2,900
+76% +$210K
VNO icon
1409
CALL
Vornado Realty Trust
VNO
$7.7B
$357K 0.01%
15,400
+6,500
+73% +$181K
XLK icon
1410
CALL
State Street Technology Select Sector SPDR ETF
XLK
$123B
$356K 0.01%
+6,000
New +$409K
MSGS icon
1411
CALL
Madison Square Garden
MSGS
$9.51B
$355K 0.01%
+2,600
New +$404K
MSGS icon
1412
PUT
Madison Square Garden
MSGS
$9.51B
$355K 0.01%
+2,600
New +$404K
RIOT icon
1413
Riot Platforms
RIOT
$8.15B
$355K 0.01%
+50,704
New +$357K
VRNS icon
1414
PUT
Varonis Systems
VRNS
$4.98B
$355K 0.01%
+13,400
New +$382K
NET icon
1415
CALL
Cloudflare
NET
$107B
$354K 0.01%
6,400
-137,800
-96% -$8.18M
STAA icon
1416
STAAR Surgical
STAA
$1.2B
$353K 0.01%
+4,999
New +$428K
ORLY icon
1417
PUT
O'Reilly Automotive
ORLY
$74.9B
$352K 0.01%
+7,500
New +$350K
UI icon
1418
PUT
Ubiquiti
UI
$33.9B
$352K 0.01%
+1,200
New +$354K
FTGC icon
1419
First Trust Global Tactical Commodity Strategy Fund
FTGC
$2.95B
$351K 0.01%
+13,869
New +$367K
OLLI icon
1420
CALL
Ollie's Bargain Outlet
OLLI
$4.66B
$351K 0.01%
6,800
+1,800
+36% +$111K
DINO icon
1421
HF Sinclair
DINO
$15.7B
$350K 0.01%
+6,509
New +$322K
GNR icon
1422
State Street SPDR S&P Global Natural Resources ETF
GNR
$4.83B
$350K 0.01%
7,071
+2,535
+56% +$133K
MNDY icon
1423
monday.com
MNDY
$3.97B
$350K 0.01%
+3,092
New +$366K
SDGR icon
1424
CALL
Schrodinger
SDGR
$1.17B
$350K 0.01%
+14,000
New +$411K
AVTR icon
1425
Avantor
AVTR
$9.25B
$349K 0.01%
17,816
+11,043
+163% +$296K
55 56
57
58 59

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
WFAL
Wedbush Fund Advisers, LLC Pasadena, California $863M AUM
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

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.