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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
(+17%)
Cap. Flow
+$754M
Cap. Flow
% of AUM
22.83%
Top 10 Holdings %
Top 10 Hldgs %
7.55%
Holding
3,324
New
1,158
Increased
808
Reduced
538
Closed
780
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares Core MSCI EAFE ETF
IEFA
|
+$10.3M |
| 2 |
Intel
INTC
|
+$9.7M |
| 3 |
Apple
AAPL
|
+$7.99M |
| 4 |
American Airlines Group
AAL
|
+$6.09M |
| 5 |
IBM
IBM
|
+$5.52M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Invesco QQQ Trust
QQQ
|
+$7.06M |
| 2 |
Alcoa
AA
|
+$5.74M |
| 3 |
NVIDIA
NVDA
|
+$5.23M |
| 4 |
State Street SPDR S&P 500 ETF Trust
SPY
|
+$4.93M |
| 5 |
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 | |
|---|---|---|---|---|---|---|
1526
PUT
Omnicom Group
OMC
$22.4B
| $315K | 0.01% |
+5,000
| New | +$339K |
|
1527
Visteon
VC
$2.79B
| $315K | 0.01% |
+2,974
| New | +$355K |
|
1528
Thomson Reuters
TRI
$43B
| $314K | 0.01% |
+2,902
| New | +$336K |
|
1529
PUT
Petco
WOOF
$834M
| $314K | 0.01% |
+28,100
| New | +$411K |
|
1530
PUT
Wheaton Precious Metals
WPM
$55.8B
| $314K | 0.01% |
+9,700
| New | +$319K |
|
1531
CALL
Fastenal
FAST
$57.4B
| $313K | 0.01% |
+13,600
| New | +$343K |
|
1532
Fox Class A
FOXA
$24.6B
| $313K | 0.01% |
+10,209
| New | +$346K |
|
1533
Vulcan Materials
VMC
$37.2B
| $313K | 0.01% |
+1,987
| New | +$323K |
|
1534
ZTO Express
ZTO
$18B
| $313K | 0.01% |
+13,035
| New | +$340K |
|
|
NBIS
1535
Nebius Group N.V.
NBIS
$55.6B
| $313K | 0.01% |
20,972
| – | – |
|
1536
CALL
American Water Works
AWK
$26.7B
| $312K | 0.01% |
2,400
-1,000
| -29% | -$151K |
|
1537
CALL
Gen Digital
GEN
$16.7B
| $312K | 0.01% |
+15,500
| New | +$358K |
|
1538
Pan American Silver
PAAS
$20.3B
| $312K | 0.01% |
+19,673
| New | +$343K |
|
1539
Snap-on
SNA
$21.7B
| $312K | 0.01% |
+1,548
| New | +$334K |
|
1540
PUT
Bread Financial
BFH
$4.54B
| $311K | 0.01% |
+9,900
| New | +$388K |
|
1541
Franco-Nevada
FNV
$43.7B
| $311K | 0.01% |
+2,605
| New | +$327K |
|
1542
Hershey
HSY
$36.1B
| $310K | 0.01% |
1,408
-18
| -1% | -$4.03K |
|
1543
PUT
Intuit
INTU
$89.7B
| $310K | 0.01% |
+800
| New | +$346K |
|
1544
Organon & Co
OGN
$3.56B
| $310K | 0.01% |
+13,230
| New | +$399K |
|
1545
PUT
Ryder
R
$10.2B
| $310K | 0.01% |
4,100
-1,500
| -27% | -$114K |
|
|
FISV
1546
PUT
Fiserv Inc
FISV
$28.9B
| $309K | 0.01% |
+3,300
| New | +$336K |
|
1547
PUT
Pegasystems
PEGA
$5.23B
| $309K | 0.01% |
+19,200
| New | +$390K |
|
1548
Pultegroup
PHM
$25.3B
| $309K | 0.01% |
8,236
-1,221
| -13% | -$51.4K |
|
1549
Direxion Daily S&P Oil & Gas Exp. & Prod. Bear 2X ETF
DRIP
$115M
| $308K | 0.01% |
1,619
+131
| +9% | +$25K |
|
1550
Energy Transfer Partners
ET
$70B
| $308K | 0.01% |
+27,922
| New | +$311K |
|
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MCM
EI
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.