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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
VT icon
1601
Vanguard Total World Stock ETF
VT
$79.2B
$291K 0.01%
+3,689
New +$324K
LTHM
1602
CALL
DELISTED
Livent Corporation
LTHM
$291K 0.01%
+9,500
New +$266K
DXCM icon
1603
CALL
DexCom
DXCM
$31.2B
$290K 0.01%
3,600
-7,800
-68% -$661K
INVH icon
1604
CALL
Invitation Homes
INVH
$18.1B
$290K 0.01%
+8,600
New +$319K
MLM icon
1605
CALL
Martin Marietta Materials
MLM
$33.2B
$290K 0.01%
900
-2,100
-70% -$711K
PAA icon
1606
Plains All American Pipeline
PAA
$16.3B
$290K 0.01%
+27,548
New +$308K
PCTY icon
1607
PUT
Paylocity
PCTY
$7.91B
$290K 0.01%
+1,200
New +$276K
PPH icon
1608
VanEck Pharmaceutical ETF
PPH
$927M
$290K 0.01%
+4,319
New +$318K
VRSK icon
1609
PUT
Verisk Analytics
VRSK
$24.6B
$290K 0.01%
+1,700
New +$318K
HIBB
1610
CALL
DELISTED
Hibbett, Inc. Common Stock
HIBB
$289K 0.01%
+5,800
New +$305K
NTR icon
1611
Nutrien
NTR
$32.1B
$288K 0.01%
+3,453
New +$297K
PSA icon
1612
Public Storage
PSA
$61.1B
$288K 0.01%
982
+145
+17% +$47.2K
MDRX
1613
DELISTED
Veradigm Inc. Common Stock
MDRX
$288K 0.01%
+18,880
New +$305K
CAKE icon
1614
CALL
Cheesecake Factory
CAKE
$5.23B
$287K 0.01%
+9,800
New +$297K
FRO icon
1615
Frontline
FRO
$8.45B
$287K 0.01%
+26,288
New +$288K
FTI icon
1616
TechnipFMC
FTI
$27.2B
$287K 0.01%
+33,923
New +$267K
TEL icon
1617
PUT
TE Connectivity
TEL
$63.2B
$287K 0.01%
+2,600
New +$324K
AMG icon
1618
Affiliated Managers Group
AMG
$9.92B
$286K 0.01%
+2,554
New +$320K
EWZ icon
1619
iShares MSCI Brazil ETF
EWZ
$9.14B
$286K 0.01%
+9,652
New +$285K
LRN icon
1620
CALL
Stride
LRN
$3.51B
$286K 0.01%
+6,800
New +$274K
TER icon
1621
PUT
Teradyne
TER
$60.9B
$286K 0.01%
3,800
+1,300
+52% +$119K
EWU icon
1622
iShares MSCI United Kingdom ETF
EWU
$4.14B
$285K 0.01%
10,885
-69
-0.6% -$2.03K
SKY icon
1623
PUT
Champion Homes
SKY
$5B
$285K 0.01%
+5,400
New +$315K
ACI icon
1624
Albertsons Companies
ACI
$5.75B
$284K 0.01%
+11,422
New +$312K
BTI icon
1625
CALL
British American Tobacco
BTI
$128B
$284K 0.01%
+8,000
New +$321K
63 64
65
66 67

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.