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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 | |
|---|---|---|---|---|---|---|
1901
PUT
Invitation Homes
INVH
$18.1B
| $213K | 0.01% |
+6,300
| New | +$234K |
|
1902
ADMA Biologics
ADMA
$2.15B
| $212K | 0.01% |
+87,315
| New | +$209K |
|
1903
CALL
Albemarle
ALB
$14B
| $212K | 0.01% |
+800
| New | +$203K |
|
1904
AptarGroup
ATR
$8.69B
| $212K | 0.01% |
+2,230
| New | +$232K |
|
1905
Coca-Cola Europacific Partners
CCEP
$48B
| $212K | 0.01% |
+4,983
| New | +$250K |
|
1906
ITT
ITT
$18.2B
| $212K | 0.01% |
+3,249
| New | +$237K |
|
1907
KFA Mount Lucas Managed Futures Index Strategy ETF
KMLM
$407M
| $212K | 0.01% |
+5,514
| New | +$197K |
|
1908
Direxion Daily S&P Biotech Bull 3X ETF
LABU
$556M
| $212K | 0.01% |
1,509
+101
| +7% | +$18.5K |
|
1909
Lennox International
LII
$15.4B
| $212K | 0.01% |
+954
| New | +$227K |
|
1910
Invesco Dorsey Wright Energy Momentum ETF
PXI
$50.2M
| $212K | 0.01% |
+5,391
| New | +$223K |
|
1911
CALL
XPeng
XPEV
$11.2B
| $212K | 0.01% |
+17,700
| New | +$381K |
|
1912
Brunswick
BC
$5.43B
| $211K | 0.01% |
+3,224
| New | +$242K |
|
1913
State Street SPDR Portfolio Long Term Corporate Bond ETF
SPLB
$1.17B
| $211K | 0.01% |
+9,723
| New | +$234K |
|
1914
Direxion Daily FTSE China Bull 3X ETF
YINN
$740M
| $211K | 0.01% |
+5,196
| New | +$347K |
|
1915
Danaos Corp
DAC
$2.52B
| $210K | 0.01% |
3,763
-5,082
| -57% | -$338K |
|
1916
Factset
FDS
$9.89B
| $210K | 0.01% |
+526
| New | +$223K |
|
1917
PUT
Knight Transportation
KNX
$11.5B
| $210K | 0.01% |
4,300
-3,600
| -46% | -$184K |
|
1918
CALL
Masco
MAS
$15.2B
| $210K | 0.01% |
+4,500
| New | +$234K |
|
1919
CALL
C3.ai
AI
$1.54B
| $209K | 0.01% |
16,700
-34,100
| -67% | -$612K |
|
1920
PUT
Fluor
FLR
$7.04B
| $209K | 0.01% |
8,400
-3,600
| -30% | -$91.8K |
|
1921
MKS Inc
MKSI
$21.1B
| $209K | 0.01% |
+2,528
| New | +$260K |
|
|
MRSH
1922
PUT
Marsh
MRSH
$91.4B
| $209K | 0.01% |
1,400
-2,100
| -60% | -$337K |
|
1923
Revvity
RVTY
$12.8B
| $209K | 0.01% |
+1,733
| New | +$244K |
|
1924
Williams-Sonoma
WSM
$29.2B
| $209K | 0.01% |
3,546
-1,560
| -31% | -$111K |
|
|
SWN
1925
DELISTED
Southwestern Energy Company
SWN
| $209K | 0.01% |
+34,226
| New | +$237K |
|
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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 $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.