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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
NUE icon
1501
CALL
Nucor
NUE
$62.4B
$321K 0.01%
3,000
-72,100
-96% -$9.05M
UI icon
1502
Ubiquiti
UI
$34.7B
$321K 0.01%
1,092
+269
+33% +$79.3K
AFRM icon
1503
Affirm
AFRM
$26.6B
$320K 0.01%
+17,031
New +$445K
NICE icon
1504
CALL
Nice
NICE
$5.78B
$320K 0.01%
+1,700
New +$355K
NICE icon
1505
PUT
Nice
NICE
$5.78B
$320K 0.01%
+1,700
New +$355K
URBN icon
1506
CALL
Urban Outfitters
URBN
$6.66B
$320K 0.01%
+16,300
New +$342K
EW icon
1507
Edwards Lifesciences
EW
$51B
$319K 0.01%
+3,859
New +$371K
GDDY icon
1508
CALL
GoDaddy
GDDY
$11.7B
$319K 0.01%
4,500
+1,600
+55% +$120K
M icon
1509
Macy's
M
$6.78B
$319K 0.01%
20,388
+545
+3% +$9.65K
PTLC icon
1510
Pacer Trendpilot US Large Cap ETF
PTLC
$3.37B
$319K 0.01%
+8,471
New +$319K
TOL icon
1511
PUT
Toll Brothers
TOL
$14.5B
$319K 0.01%
7,600
+600
+9% +$27.8K
MTD icon
1512
Mettler-Toledo International
MTD
$28.5B
$318K 0.01%
293
-414
-59% -$514K
TOL icon
1513
Toll Brothers
TOL
$14.5B
$318K 0.01%
7,577
-1,818
-19% -$84.3K
VRTX icon
1514
CALL
Vertex Pharmaceuticals
VRTX
$122B
$318K 0.01%
+1,100
New +$316K
ARR
1515
Armour Residential REIT
ARR
$2.34B
$317K 0.01%
+13,033
New +$457K
BIV icon
1516
Vanguard Intermediate-Term Bond ETF
BIV
$28.9B
$317K 0.01%
+4,317
New +$334K
CMCSA icon
1517
CALL
Comcast
CMCSA
$87.3B
$317K 0.01%
10,800
-20,800
-66% -$778K
LPX icon
1518
CALL
Louisiana-Pacific
LPX
$5.47B
$317K 0.01%
+6,200
New +$352K
MAS icon
1519
PUT
Masco
MAS
$15.3B
$317K 0.01%
+6,800
New +$354K
NTR icon
1520
CALL
Nutrien
NTR
$31.9B
$317K 0.01%
3,800
-8,300
-69% -$714K
O icon
1521
Realty Income
O
$58.1B
$317K 0.01%
+5,442
New +$375K
VNO icon
1522
Vornado Realty Trust
VNO
$7.54B
$317K 0.01%
+13,675
New +$381K
BKR icon
1523
PUT
Baker Hughes
BKR
$61.1B
$316K 0.01%
15,100
+6,500
+76% +$163K
ALK icon
1524
Alaska Air
ALK
$5.86B
$315K 0.01%
8,045
-1,888
-19% -$82.9K
DBX icon
1525
PUT
Dropbox
DBX
$8.1B
$315K 0.01%
+15,200
New +$340K
59 60
61
62 63

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.