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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
FICO icon
1426
Fair Isaac
FICO
$23.5B
$349K 0.01%
+848
New +$385K
LRN icon
1427
PUT
Stride
LRN
$3.55B
$349K 0.01%
+8,300
New +$334K
NUGT icon
1428
Direxion Daily Gold Miners Index Bull 2X ETF
NUGT
$1.08B
$349K 0.01%
+13,785
New +$397K
AFL icon
1429
CALL
Aflac
AFL
$63.3B
$348K 0.01%
+6,200
New +$365K
EWQ icon
1430
iShares MSCI France ETF
EWQ
$342M
$348K 0.01%
+13,003
New +$391K
QLYS icon
1431
Qualys
QLYS
$6.62B
$348K 0.01%
2,500
+458
+22% +$64.5K
ECL icon
1432
PUT
Ecolab
ECL
$79.7B
$347K 0.01%
2,400
-1,600
-40% -$260K
LNC icon
1433
PUT
Lincoln National
LNC
$8.95B
$347K 0.01%
+7,900
New +$380K
LIT icon
1434
Global X Lithium & Battery Tech ETF
LIT
$1.57B
$346K 0.01%
5,237
-5,897
-53% -$438K
ROG icon
1435
Rogers Corp
ROG
$2.38B
$346K 0.01%
+1,431
New +$370K
URBN icon
1436
PUT
Urban Outfitters
URBN
$6.68B
$346K 0.01%
+17,600
New +$369K
WEC icon
1437
WEC Energy
WEC
$35.1B
$346K 0.01%
+3,872
New +$396K
BP icon
1438
CALL
BP
BP
$107B
$345K 0.01%
12,100
-3,400
-22% -$101K
DAC icon
1439
PUT
Danaos Corp
DAC
$2.52B
$345K 0.01%
6,200
-5,800
-48% -$385K
OMC icon
1440
Omnicom Group
OMC
$22.4B
$344K 0.01%
+5,446
New +$369K
MUSA icon
1441
Murphy USA
MUSA
$10.8B
$343K 0.01%
+1,247
New +$349K
CLX icon
1442
Clorox
CLX
$12.5B
$342K 0.01%
+2,663
New +$384K
PRGO icon
1443
Perrigo
PRGO
$1.85B
$342K 0.01%
+9,589
New +$385K
ALK icon
1444
PUT
Alaska Air
ALK
$5.86B
$341K 0.01%
8,700
-5,600
-39% -$246K
COF icon
1445
CALL
Capital One
COF
$136B
$341K 0.01%
+3,700
New +$394K
LVS icon
1446
Las Vegas Sands
LVS
$30.4B
$341K 0.01%
+9,091
New +$339K
WOLF icon
1447
CALL
Wolfspeed
WOLF
$1.34B
$341K 0.01%
3,300
-3,000
-48% -$287K
FNF icon
1448
CALL
Fidelity National Financial
FNF
$13.7B
$340K 0.01%
+9,776
New +$365K
PVH icon
1449
PUT
PVH
PVH
$4.17B
$340K 0.01%
+7,600
New +$451K
RL icon
1450
CALL
Ralph Lauren
RL
$23B
$340K 0.01%
+4,000
New +$377K
56 57
58
59 60

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.