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
+97.02%
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
PARA
176
PUT
DELISTED
Paramount Global Class B
PARA
$4.35M 0.13%
228,500
+150,100
+191% +$3.6M
ABNB icon
177
PUT
Airbnb
ABNB
$89.9B
$4.35M 0.13%
41,400
-96,500
-70% -$10.7M
PANW icon
178
CALL
Palo Alto Networks
PANW
$270B
$4.34M 0.13%
53,000
+4,400
+9% +$381K
TSM icon
179
TSMC
TSM
$2.1T
$4.31M 0.13%
62,848
-6,588
-9% -$545K
SWK icon
180
CALL
Stanley Black & Decker
SWK
$14.3B
$4.3M 0.13%
57,200
+43,600
+321% +$4.19M
UPST icon
181
PUT
Upstart Holdings
UPST
$2.63B
$4.29M 0.13%
206,300
+191,500
+1,294% +$5.15M
KO icon
182
CALL
Coca-Cola
KO
$377B
$4.26M 0.13%
76,100
+50,200
+194% +$3.12M
MCD icon
183
PUT
McDonald's
MCD
$192B
$4.25M 0.13%
18,400
+5,700
+45% +$1.46M
CLX icon
184
CALL
Clorox
CLX
$11.6B
$4.24M 0.13%
33,000
+27,400
+489% +$3.95M
GLD icon
185
SPDR Gold Trust
GLD
$131B
$4.16M 0.13%
+26,921
New +$4.33M
BIL icon
186
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
BIL
$47.1B
$4.16M 0.13%
45,413
-13,698
-23% -$1.25M
MU icon
187
Micron Technology
MU
$930B
$4.14M 0.13%
82,729
-26,632
-24% -$1.54M
AMGN icon
188
CALL
Amgen
AMGN
$208B
$4.13M 0.12%
18,300
-27,800
-60% -$6.74M
CVS icon
189
CALL
CVS Health
CVS
$133B
$4.1M 0.12%
43,000
+5,800
+16% +$574K
ADBE icon
190
CALL
Adobe
ADBE
$99.5B
$4.1M 0.12%
14,900
+10,900
+273% +$4.12M
AZO icon
191
CALL
AutoZone
AZO
$49.2B
$4.07M 0.12%
1,900
+900
+90% +$1.96M
TTWO icon
192
CALL
Take-Two Interactive
TTWO
$45.4B
$4.07M 0.12%
37,300
+34,300
+1,143% +$4.26M
ROKU icon
193
Roku
ROKU
$21.5B
$4.03M 0.12%
+71,477
New +$5.44M
JD icon
194
CALL
JD.com
JD
$44.6B
$3.99M 0.12%
79,300
+76,000
+2,303% +$4.5M
SLB icon
195
CALL
SLB Ltd
SLB
$73.6B
$3.97M 0.12%
110,700
+32,000
+41% +$1.16M
M icon
196
PUT
Macy's
M
$6.53B
$3.97M 0.12%
253,300
+184,600
+269% +$3.27M
RBLX icon
197
PUT
Roblox
RBLX
$25.4B
$3.96M 0.12%
110,400
+63,300
+134% +$2.62M
RNG icon
198
PUT
RingCentral
RNG
$4.66B
$3.94M 0.12%
98,700
+59,600
+152% +$2.86M
WDAY icon
199
PUT
Workday
WDAY
$39.6B
$3.94M 0.12%
25,900
-1,000
-4% -$157K
ETSY icon
200
CALL
Etsy
ETSY
$7.75B
$3.9M 0.12%
39,000
-29,400
-43% -$3M
6 7
8
9 10

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
NOCM
Night Owl Capital Management Greenwich, Connecticut $858M AUM 31.41% 1-Year Est. Return
TIM
Total Investment Management Scottsdale, Arizona $858M AUM 9.96% 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.