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
(+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 | |
|---|---|---|---|---|---|---|
1576
CALL
QuantumScape Corp
QS
$3.4B
| $299K | 0.01% |
+35,500
| New | +$381K |
|
1577
Abercrombie & Fitch
ANF
$4.86B
| $298K | 0.01% |
+19,138
| New | +$330K |
|
1578
CALL
Jefferies Financial Group
JEF
$13B
| $298K | 0.01% |
10,565
-941
| -8% | -$28.5K |
|
1579
CALL
NextEra Energy
NEE
$179B
| $298K | 0.01% |
3,800
-22,600
| -86% | -$1.92M |
|
1580
Revolve Group
RVLV
$1.81B
| $298K | 0.01% |
+13,745
| New | +$362K |
|
|
WCC
1581
WESCO International
WCC
$18.2B
| $298K | 0.01% |
2,496
-611
| -20% | -$76.4K |
|
1582
Corpay
CPAY
$25.8B
| $298K | 0.01% |
1,691
+384
| +29% | +$82.3K |
|
|
VTNR
1583
PUT
DELISTED
Vertex Energy, Inc
VTNR
| $298K | 0.01% |
+47,900
| New | +$438K |
|
|
VSXY
1584
CALL
Victoria's Secret
VSXY
$7.14B
| $297K | 0.01% |
10,200
+600
| +6% | +$20.2K |
|
1585
Masco
MAS
$15.2B
| $295K | 0.01% |
+6,315
| New | +$329K |
|
1586
Medifast
MED
$137M
| $295K | 0.01% |
+2,723
| New | +$390K |
|
|
SFIX
1587
PUT
Stitch Fix
SFIX
$550M
| $295K | 0.01% |
74,600
+55,700
| +295% | +$316K |
|
|
ABMD
1588
CALL
DELISTED
Abiomed Inc
ABMD
| $295K | 0.01% |
+1,200
| New | +$324K |
|
1589
Canadian Imperial Bank of Commerce
CM
$108B
| $294K | 0.01% |
+6,728
| New | +$328K |
|
1590
PUT
Elastic
ESTC
$7.25B
| $294K | 0.01% |
+4,100
| New | +$326K |
|
1591
First Citizens BancShares
FCNCA
$25.4B
| $294K | 0.01% |
+369
| New | +$288K |
|
1592
PUT
LyondellBasell Industries
LYB
$19.1B
| $294K | 0.01% |
+3,900
| New | +$329K |
|
1593
CALL
Service Corp International
SCI
$11.6B
| $294K | 0.01% |
+5,100
| New | +$336K |
|
1594
PUT
Trex
TREX
$5.15B
| $294K | 0.01% |
+6,700
| New | +$358K |
|
1595
Alcon
ALC
$34.4B
| $293K | 0.01% |
+5,036
| New | +$349K |
|
1596
Chemours
CC
$2.19B
| $293K | 0.01% |
+11,874
| New | +$392K |
|
1597
Liberty Global Class C
LBTYK
$3.51B
| $293K | 0.01% |
17,784
+7,894
| +80% | +$167K |
|
1598
CALL
Ventas
VTR
$47.5B
| $293K | 0.01% |
+7,300
| New | +$359K |
|
1599
Invesco Energy Exploration & Production ETF
PXE
$79M
| $292K | 0.01% |
10,605
+2,611
| +33% | +$73.9K |
|
1600
CALL
Northern Trust
NTRS
$33.7B
| $291K | 0.01% |
+3,400
| New | +$328K |
|
Similar funds
BCM
OAM
WFAL
NOCM
QIM
OMG
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.