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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
ANGI icon
2101
Angi Inc
ANGI
$194M
$96K ﹤0.01%
+3,255
New +$143K
DSX icon
2102
Diana Shipping
DSX
$318M
$96K ﹤0.01%
+33,319
New +$133K
EXPR
2103
DELISTED
Express, Inc.
EXPR
$96K ﹤0.01%
+4,385
New +$150K
LAZR
2104
PUT
DELISTED
Luminar Technologies
LAZR
$95K ﹤0.01%
+873
New +$104K
GEVO icon
2105
Gevo
GEVO
$372M
$93K ﹤0.01%
+40,662
New +$113K
CEI
2106
DELISTED
Camber Energy, Inc
CEI
$93K ﹤0.01%
9,586
+7,760
+425% +$131K
TWOU
2107
DELISTED
2U Inc
TWOU
$92K ﹤0.01%
489
-754
-61% -$196K
CAN
2108
Canaan Creative
CAN
$148M
$90K ﹤0.01%
+27,407
New +$100K
UA icon
2109
Under Armour Class C
UA
$2.81B
$90K ﹤0.01%
+15,162
New +$119K
CGC
2110
Canopy Growth
CGC
$394M
$89K ﹤0.01%
3,268
-397
-11% -$12.2K
CMRX
2111
DELISTED
Chimerix, Inc.
CMRX
$89K ﹤0.01%
+46,200
New +$104K
CBD
2112
DELISTED
Companhia Brasileira de Distribuicao
CBD
$89K ﹤0.01%
+25,207
New +$89.3K
CENX icon
2113
Century Aluminum
CENX
$4.64B
$88K ﹤0.01%
+16,621
New +$126K
TCRT icon
2114
Alaunos Therapeutics
TCRT
$4.84M
$88K ﹤0.01%
+342
New +$99.3K
XFLT
2115
XAI Floating Rate & Alternative Income Trust
XFLT
$285M
$88K ﹤0.01%
2,949
-867
-23% -$30.3K
PHUN icon
2116
Phunware
PHUN
$45M
$87K ﹤0.01%
+1,472
New +$105K
WW
2117
CALL
DELISTED
WW International
WW
$87K ﹤0.01%
22,100
+7,300
+49% +$44.2K
RJI
2118
DELISTED
AB Svensk Ekportkredit ELEMENTS Linked to the Rogers International Commodity Index-Total Return
RJI
$86K ﹤0.01%
+10,922
New +$90.3K
MAC icon
2119
PUT
Macerich
MAC
$7.23B
$85K ﹤0.01%
10,700
-20,300
-65% -$197K
AMC icon
2120
AMC Entertainment Holdings
AMC
$2.38B
$84K ﹤0.01%
+1,199
New +$164K
PRTS icon
2121
CarParts.com
PRTS
$47.1M
$83K ﹤0.01%
+1,600
New +$116K
ABEV icon
2122
Ambev
ABEV
$47B
$82K ﹤0.01%
+28,985
New +$82.2K
TEVA icon
2123
PUT
Teva Pharmaceuticals
TEVA
$40.5B
$82K ﹤0.01%
+10,200
New +$90.2K
GDRX icon
2124
GoodRx Holdings
GDRX
$1.1B
$81K ﹤0.01%
+17,450
New +$110K
ADAM
2125
Adamas Trust
ADAM
$850M
$81K ﹤0.01%
+8,669
New +$98.3K
83 84
85
86 87

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.