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
+97.03%
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 | |
|---|---|---|---|---|---|---|
1776
B&G Foods
BGS
$286M
| $241K | 0.01% |
14,640
+1,967
| +16% | +$43.7K |
|
1777
CALL
Fortinet
FTNT
$120B
| $241K | 0.01% |
+4,900
| New | +$265K |
|
1778
iShares Core Universal USD Bond ETF
IUSB
$43.2B
| $241K | 0.01% |
+5,409
| New | +$252K |
|
1779
PUT
Northern Oil and Gas
NOG
$2.22B
| $241K | 0.01% |
+8,800
| New | +$249K |
|
1780
CALL
Ferrari
RACE
$71.5B
| $241K | 0.01% |
+1,300
| New | +$259K |
|
1781
SITE Centers
SITC
$172M
| $241K | 0.01% |
+28,861
| New | +$302K |
|
1782
Brighthouse Financial
BHF
$3.55B
| $240K | 0.01% |
+5,524
| New | +$251K |
|
1783
Dillards
DDS
$9.63B
| $240K | 0.01% |
879
-319
| -27% | -$84.4K |
|
1784
KKR & Co
KKR
$94.9B
| $240K | 0.01% |
5,585
+55
| +1% | +$2.78K |
|
1785
PUT
Lumentum
LITE
$64.3B
| $240K | 0.01% |
+3,500
| New | +$290K |
|
1786
ProShares VIX Short-Term Futures ETF
VIXY
$185M
| $240K | 0.01% |
+702
| New | +$214K |
|
1787
AeroVironment
AVAV
$8.51B
| $239K | 0.01% |
+2,862
| New | +$256K |
|
1788
ProShares UltraShort Energy
DUG
$22.2M
| $239K | 0.01% |
+3,129
| New | +$237K |
|
1789
State Street SPDR Bloomberg Investment Grade Floating Rate ETF
FLRN
$3.09B
| $239K | 0.01% |
+7,884
| New | +$239K |
|
1790
Graphic Packaging
GPK
$3.52B
| $239K | 0.01% |
+12,095
| New | +$265K |
|
1791
Huntington Ingalls Industries
HII
$12.5B
| $239K | 0.01% |
1,078
-1,223
| -53% | -$274K |
|
1792
CALL
Trimble
TRMB
$13.7B
| $239K | 0.01% |
+4,400
| New | +$278K |
|
1793
PUT
Ametek
AME
$58.4B
| $238K | 0.01% |
+2,100
| New | +$252K |
|
1794
CALL
Scotiabank
BNS
$108B
| $238K | 0.01% |
+5,000
| New | +$286K |
|
1795
CALL
Shake Shack
SHAK
$3B
| $238K | 0.01% |
5,300
-26,900
| -84% | -$1.29M |
|
1796
DraftKings
DKNG
$10.8B
| $237K | 0.01% |
+15,660
| New | +$249K |
|
1797
CALL
Lyft
LYFT
$6.35B
| $237K | 0.01% |
18,000
-110,900
| -86% | -$1.71M |
|
1798
PUT
Qualys
QLYS
$6.34B
| $237K | 0.01% |
+1,700
| New | +$240K |
|
1799
CALL
Brunswick
BC
$5.43B
| $236K | 0.01% |
3,600
-3,800
| -51% | -$285K |
|
|
DFS
1800
PUT
DELISTED
Discover Financial Services
DFS
| $236K | 0.01% |
+2,600
| New | +$263K |
|
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 $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.