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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 | |
|---|---|---|---|---|---|---|
1951
PUT
AB InBev
BUD
$168B
| $203K | 0.01% |
+4,500
| New | +$233K |
|
1952
PUT
GDS Holdings
GDS
$6.55B
| $203K | 0.01% |
+11,500
| New | +$302K |
|
1953
PUT
Gen Digital
GEN
$16.7B
| $203K | 0.01% |
+10,100
| New | +$234K |
|
1954
Lattice Semiconductor
LSCC
$18.2B
| $203K | 0.01% |
+4,124
| New | +$228K |
|
1955
Murphy Oil
MUR
$5.17B
| $203K | 0.01% |
+5,778
| New | +$200K |
|
1956
CALL
PetMed Express
PETS
$42.1M
| $203K | 0.01% |
+10,400
| New | +$221K |
|
1957
PUT
Trane Technologies
TT
$106B
| $203K | 0.01% |
+1,400
| New | +$209K |
|
|
UCTT
1958
PUT
Ultra Clean Holdings
UCTT
$3.6B
| $203K | 0.01% |
+7,900
| New | +$242K |
|
1959
CALL
Dynatrace
DT
$14.8B
| $202K | 0.01% |
5,800
-7,500
| -56% | -$290K |
|
1960
SPDR Gold MiniShares Trust
GLDM
$28.9B
| $202K | 0.01% |
6,116
-27,243
| -82% | -$934K |
|
1961
IMAX
IMAX
$2.78B
| $202K | 0.01% |
+14,309
| New | +$230K |
|
1962
Microchip Technology
MCHP
$42.2B
| $202K | 0.01% |
+3,304
| New | +$217K |
|
1963
CALL
Rapid7
RPD
$726M
| $202K | 0.01% |
4,700
-6,200
| -57% | -$383K |
|
1964
iShares US Oil Equipment & Services ETF
IEZ
$359M
| $201K | 0.01% |
13,990
-6,241
| -31% | -$97.8K |
|
1965
CALL
Knight Transportation
KNX
$11.5B
| $201K | 0.01% |
4,100
-3,500
| -46% | -$179K |
|
1966
PUT
Snap-on
SNA
$21.7B
| $201K | 0.01% |
+1,000
| New | +$216K |
|
1967
PUT
Teleflex
TFX
$6.06B
| $201K | 0.01% |
+1,000
| New | +$239K |
|
1968
Vanguard Russell 1000 ETF
VONE
$8.53B
| $200K | 0.01% |
+1,227
| New | +$223K |
|
1969
FuelCell Energy
FCEL
$1.69B
| $199K | 0.01% |
1,949
+805
| +70% | +$96.3K |
|
1970
Gran Tierra Energy
GTE
$334M
| $198K | 0.01% |
+16,389
| New | +$205K |
|
|
HAPN
1971
Happen Inc
HAPN
$2.36B
| $197K | 0.01% |
+17,807
| New | +$240K |
|
1972
LXP Industrial Trust
LXP
$3.58B
| $197K | 0.01% |
4,309
+162
| +4% | +$8.42K |
|
|
ISEE
1973
DELISTED
IVERIC bio, Inc. Common Stock
ISEE
| $197K | 0.01% |
+10,954
| New | +$144K |
|
|
AZEK
1974
CALL
DELISTED
The AZEK Co
AZEK
| $196K | 0.01% |
+11,800
| New | +$224K |
|
1975
Genco Shipping & Trading
GNK
$1.11B
| $195K | 0.01% |
+15,523
| New | +$247K |
|
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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.