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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
+97.03%
10 Year Est. Return
+293.07%
AUM
$3.3B
AUM Growth
+$482M
(+17%)
Cap. Flow
+$755M
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
778
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 | |
|---|---|---|---|---|---|---|
1726
PUT
SolarEdge
SEDG
$2.06B
| $255K | 0.01% |
+1,100
| New | +$324K |
|
1727
Camping World
CWH
$670M
| $254K | 0.01% |
+10,041
| New | +$279K |
|
1728
PUT
PNC Financial Services
PNC
$102B
| $254K | 0.01% |
+1,700
| New | +$275K |
|
1729
CALL
US Bancorp
USB
$100B
| $254K | 0.01% |
+6,300
| New | +$292K |
|
1730
PUT
Yeti Holdings
YETI
$3.98B
| $254K | 0.01% |
8,900
-5,400
| -38% | -$225K |
|
|
VMW
1731
DELISTED
VMware, Inc
VMW
| $254K | 0.01% |
+2,383
| New | +$274K |
|
1732
PUT
Meritage Homes
MTH
$4.88B
| $253K | 0.01% |
+7,200
| New | +$291K |
|
1733
PUT
Revvity
RVTY
$12.8B
| $253K | 0.01% |
+2,100
| New | +$296K |
|
|
WRK
1734
CALL
DELISTED
WestRock Company
WRK
| $253K | 0.01% |
+8,200
| New | +$324K |
|
1735
ProShares UltraShort Bloomberg Natural Gas
KOLD
$103M
| $252K | 0.01% |
29,298
-19,476
| -40% | -$158K |
|
1736
Ollie's Bargain Outlet
OLLI
$4.74B
| $252K | 0.01% |
+4,880
| New | +$302K |
|
1737
iShares National Muni Bond ETF
MUB
$45.4B
| $251K | 0.01% |
+2,448
| New | +$260K |
|
1738
Mitsubishi UFJ Financial
MUFG
$253B
| $251K | 0.01% |
55,825
+14,834
| +36% | +$77.2K |
|
1739
CALL
AerCap
AER
$24.4B
| $250K | 0.01% |
+5,900
| New | +$261K |
|
1740
Churchill Downs
CHDN
$6.02B
| $249K | 0.01% |
+2,702
| New | +$275K |
|
1741
Uber
UBER
$139B
| $249K | 0.01% |
9,409
-41,266
| -81% | -$1.14M |
|
1742
SiteOne Landscape Supply
SITE
$4.45B
| $248K | 0.01% |
+2,378
| New | +$298K |
|
1743
Woodward
WWD
$22B
| $248K | 0.01% |
+3,093
| New | +$292K |
|
1744
PUT
Buckle
BKE
$2.34B
| $247K | 0.01% |
+7,800
| New | +$245K |
|
1745
CALL
Builders FirstSource
BLDR
$8.16B
| $247K | 0.01% |
4,200
-5,100
| -55% | -$319K |
|
1746
PUT
DuPont de Nemours
DD
$19.9B
| $247K | 0.01% |
+3,904
| New | +$279K |
|
1747
Tandem Diabetes Care
TNDM
$1.34B
| $247K | 0.01% |
+5,168
| New | +$283K |
|
|
HA
1748
CALL
DELISTED
Hawaiian Holdings, Inc.
HA
| $247K | 0.01% |
+18,800
| New | +$287K |
|
1749
PUT
Comcast
CMCSA
$87.8B
| $246K | 0.01% |
8,400
-29,600
| -78% | -$1.11M |
|
|
FL
1750
PUT
DELISTED
Foot Locker
FL
| $246K | 0.01% |
7,900
-5,300
| -40% | -$169K |
|
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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 $755M 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 778 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.