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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
EPAC icon
1976
Enerpac Tool Group
EPAC
$1.89B
$194K 0.01%
+10,877
New +$212K
ERIC icon
1977
Ericsson
ERIC
$33B
$194K 0.01%
+33,721
New +$242K
KOS icon
1978
Kosmos Energy
KOS
$1.4B
$193K 0.01%
37,236
+22,444
+152% +$136K
CDLX icon
1979
CALL
Cardlytics
CDLX
$23.8M
$192K 0.01%
+2,040
New +$290K
GPRO icon
1980
GoPro
GPRO
$125M
$192K 0.01%
38,972
+21,339
+121% +$127K
AMCR icon
1981
Amcor
AMCR
$22.1B
$191K 0.01%
+3,551
New +$218K
SBS icon
1982
Sabesp
SBS
$19.1B
$191K 0.01%
+108,375
New +$184K
XRX icon
1983
PUT
Xerox
XRX
$412M
$190K 0.01%
14,500
+1,300
+10% +$21K
GDS icon
1984
CALL
GDS Holdings
GDS
$6.55B
$187K 0.01%
+10,600
New +$278K
RDFN
1985
DELISTED
Redfin
RDFN
$187K 0.01%
32,106
+17,433
+119% +$155K
RKT icon
1986
PUT
Rocket Companies
RKT
$39.2B
$187K 0.01%
29,600
-69,500
-70% -$604K
SAN icon
1987
Banco Santander
SAN
$209B
$186K 0.01%
+80,219
New +$201K
TME icon
1988
Tencent Music
TME
$15.6B
$186K 0.01%
45,854
-54,040
-54% -$246K
DX
1989
Dynex Capital
DX
$3.19B
$185K 0.01%
+15,911
New +$249K
ICL icon
1990
ICL Group
ICL
$6.75B
$185K 0.01%
22,673
+7,923
+54% +$74K
GES
1991
PUT
DELISTED
Guess Inc
GES
$182K 0.01%
+12,400
New +$222K
PATH icon
1992
PUT
UiPath
PATH
$7.16B
$182K 0.01%
14,400
-28,500
-66% -$500K
KW
1993
DELISTED
Kennedy-Wilson Holdings
KW
$181K 0.01%
+11,716
New +$219K
XM
1994
PUT
DELISTED
Qualtrics International Inc. Class A Common Stock
XM
$180K 0.01%
+17,700
New +$220K
CMRC
1995
PUT
Commerce.com Inc Series 1
CMRC
$281M
$179K 0.01%
+12,100
New +$208K
WOOF icon
1996
CALL
Petco
WOOF
$834M
$179K 0.01%
+16,000
New +$234K
MLCO icon
1997
Melco Resorts & Entertainment
MLCO
$2.19B
$178K 0.01%
26,869
+8,236
+44% +$45.4K
UAA icon
1998
Under Armour
UAA
$2.88B
$178K 0.01%
26,771
-93,855
-78% -$821K
NKLA
1999
DELISTED
Nikola Corporation Common Stock
NKLA
$177K 0.01%
1,677
+948
+130% +$160K
CANE icon
2000
Teucrium Sugar Fund
CANE
$57.1M
$176K 0.01%
+20,247
New +$181K
78 79
80
81 82

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.