We are live on ! Find out more
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
+97.03%
10 Year Est. Return
+293.07%
AUM
$3.3B
AUM Growth
+$482M
Cap. Flow
+$755M
Cap. Flow %
22.83%
Top 10 Hldgs %
7.55%
Holding
3,324
New
1,158
Increased
808
Reduced
538
Closed
778

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
IXN icon
1851
iShares Global Tech ETF
IXN
$8.77B
$223K 0.01%
+5,287
New +$257K
JWN
1852
DELISTED
Nordstrom
JWN
$223K 0.01%
13,332
-8,295
-38% -$173K
TOL icon
1853
CALL
Toll Brothers
TOL
$14.5B
$223K 0.01%
+5,300
New +$246K
WU icon
1854
Western Union
WU
$2.26B
$223K 0.01%
+16,535
New +$259K
FRSH icon
1855
CALL
Freshworks
FRSH
$3.18B
$222K 0.01%
+17,100
New +$242K
HAE icon
1856
Haemonetics
HAE
$3.8B
$222K 0.01%
+2,996
New +$215K
NTES icon
1857
NetEase
NTES
$82B
$222K 0.01%
+2,937
New +$258K
PSCI icon
1858
Invesco S&P SmallCap Industrials ETF
PSCI
$195M
$222K 0.01%
+2,859
New +$247K
SMH icon
1859
PUT
VanEck Semiconductor ETF
SMH
$71.6B
$222K 0.01%
2,400
-10,800
-82% -$1.18M
AVB icon
1860
CALL
AvalonBay Communities
AVB
$27.1B
$221K 0.01%
+1,200
New +$242K
BGS icon
1861
PUT
B&G Foods
BGS
$286M
$221K 0.01%
+13,400
New +$298K
CTVA icon
1862
Corteva
CTVA
$52.5B
$221K 0.01%
+3,873
New +$226K
JCI icon
1863
CALL
Johnson Controls International
JCI
$93.1B
$221K 0.01%
4,500
-4,000
-47% -$212K
CGNX icon
1864
CALL
Cognex
CGNX
$11.8B
$220K 0.01%
+5,300
New +$240K
MAT icon
1865
PUT
Mattel
MAT
$4.2B
$220K 0.01%
+11,600
New +$260K
MTZ icon
1866
MasTec
MTZ
$21.4B
$220K 0.01%
+3,457
New +$267K
IAA
1867
CALL
DELISTED
IAA, Inc. Common Stock
IAA
$220K 0.01%
+6,900
New +$245K
FTRI icon
1868
First Trust Exchange-Traded Fund II First Trust Indxx Global Natural Resources Income ETF
FTRI
$128M
$219K 0.01%
+17,912
New +$239K
IAK icon
1869
iShares US Insurance ETF
IAK
$541M
$219K 0.01%
+2,774
New +$231K
PNW icon
1870
CALL
Pinnacle West Capital
PNW
$12.3B
$219K 0.01%
+3,400
New +$250K
ROST icon
1871
PUT
Ross Stores
ROST
$81.2B
$219K 0.01%
+2,600
New +$221K
CARG icon
1872
CALL
CarGurus
CARG
$3.34B
$218K 0.01%
+15,400
New +$312K
PICK icon
1873
iShares MSCI Global Metals & Mining Producers ETF
PICK
$2.34B
$218K 0.01%
+6,411
New +$230K
VVV icon
1874
Valvoline
VVV
$4.72B
$218K 0.01%
+8,615
New +$252K
CAH icon
1875
Cardinal Health
CAH
$56B
$217K 0.01%
+3,256
New +$206K
73 74
75
76 77

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 $755M 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 778 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.