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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
LNC icon
1476
Lincoln National
LNC
$8.92B
$330K 0.01%
+7,509
New +$362K
NOV icon
1477
NOV
NOV
$6.98B
$330K 0.01%
+20,424
New +$344K
SPDW icon
1478
State Street SPDR Portfolio Developed World ex-US ETF
SPDW
$41.4B
$330K 0.01%
12,807
+999
+8% +$28.8K
SUI icon
1479
Sun Communities
SUI
$14.8B
$330K 0.01%
+2,438
New +$386K
VRSN icon
1480
PUT
VeriSign
VRSN
$26.7B
$330K 0.01%
+1,900
New +$351K
BKNG icon
1481
CALL
Booking.com
BKNG
$161B
$329K 0.01%
5,000
-17,500
-78% -$1.31M
BKNG icon
1482
PUT
Booking.com
BKNG
$161B
$329K 0.01%
5,000
– –
BXC icon
1483
CALL
BlueLinx
BXC
$582M
$329K 0.01%
+5,300
New +$382K
MTB icon
1484
M&T Bank
MTB
$36.6B
$329K 0.01%
1,867
-158
-8% -$28K
TEVA icon
1485
CALL
Teva Pharmaceuticals
TEVA
$40.5B
$328K 0.01%
+40,600
New +$359K
CLR
1486
PUT
DELISTED
CONTINENTAL RESOURCES INC.
CLR
$327K 0.01%
4,900
-6,000
-55% -$405K
STAA icon
1487
CALL
STAAR Surgical
STAA
$1.15B
$325K 0.01%
+4,600
New +$394K
AXON
1488
PUT
Axon Enterprise
AXON
$48.9B
$324K 0.01%
2,800
+200
+8% +$22.7K
KLAC icon
1489
KLA
KLAC
$253B
$324K 0.01%
+10,710
New +$371K
LESL icon
1490
PUT
Leslie's
LESL
$12.4M
$324K 0.01%
+1,100
New +$330K
ALGT icon
1491
Allegiant Air
ALGT
$2.91B
$323K 0.01%
4,428
+441
+11% +$45.6K
HYS icon
1492
PIMCO 0-5 Year High Yield Corporate Bond Index Exchange-Traded Fund
HYS
$1.75B
$323K 0.01%
+3,693
New +$334K
OSK icon
1493
PUT
Oshkosh
OSK
$9.54B
$323K 0.01%
4,600
+600
+15% +$48.8K
PLAY icon
1494
PUT
Dave & Buster's
PLAY
$359M
$323K 0.01%
10,400
+1,900
+22% +$71K
CRL icon
1495
Charles River Laboratories
CRL
$12.5B
$322K 0.01%
1,637
+282
+21% +$60.9K
GIS icon
1496
CALL
General Mills
GIS
$19.1B
$322K 0.01%
4,200
-11,200
-73% -$854K
APH icon
1497
PUT
Amphenol
APH
$215B
$321K 0.01%
+9,600
New +$349K
COHR icon
1498
PUT
Coherent
COHR
$65.8B
$321K 0.01%
9,200
+4,000
+77% +$192K
FBIN icon
1499
Fortune Brands Innovations
FBIN
$6.29B
$321K 0.01%
6,992
+2,361
+51% +$128K
IUSG icon
1500
iShares Core S&P US Growth ETF
IUSG
$33.6B
$321K 0.01%
+4,008
New +$361K
58 59
60
61 62

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
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.