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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 | |
|---|---|---|---|---|---|---|
|
IPOF
2001
DELISTED
Social Capital Hedosophia Holdings Corp. VI
IPOF
| $176K | 0.01% |
+17,644
| New | +$176K |
|
2002
Marathon Digital Holdings
MARA
$4.29B
| $175K | 0.01% |
16,299
-6,411
| -28% | -$75.9K |
|
|
PR
2003
PUT
Permian Resources
PR
$16.6B
| $175K | 0.01% |
+25,700
| New | +$178K |
|
2004
CALL
Upwork
UPWK
$1.18B
| $174K | 0.01% |
+12,800
| New | +$241K |
|
|
OPTU
2005
Optimum Communications Inc
OPTU
$307M
| $172K | 0.01% |
29,515
-630
| -2% | -$6.03K |
|
2006
Weibo
WB
$1.95B
| $171K | 0.01% |
10,024
+602
| +6% | +$11.6K |
|
2007
Xerox
XRX
$412M
| $171K | 0.01% |
+13,046
| New | +$211K |
|
|
MTTR
2008
CALL
DELISTED
Matterport, Inc. Class A Common Stock
MTTR
| $171K | 0.01% |
+45,000
| New | +$198K |
|
2009
Banco Bradesco
BBD
$37.8B
| $170K | 0.01% |
46,090
+21,975
| +91% | +$77.5K |
|
|
CNH
2010
CNH Industrial
CNH
$13.4B
| $170K | 0.01% |
+15,195
| New | +$183K |
|
2011
iShares MSCI Europe Financials ETF
EUFN
$4.27B
| $169K | 0.01% |
+12,120
| New | +$187K |
|
2012
Barclays
BCS
$96B
| $166K | 0.01% |
+25,866
| New | +$199K |
|
|
RDFN
2013
PUT
DELISTED
Redfin
RDFN
| $166K | 0.01% |
+28,400
| New | +$252K |
|
|
BREZ
2014
DELISTED
Breeze Holdings Acquisition Corp. Common Stock
BREZ
| $166K | 0.01% |
15,986
-2,083
| -12% | -$21.5K |
|
|
FIRY
2015
Firy Inc
FIRY
$154M
| $165K | 0.01% |
8,069
+1,150
| +17% | +$32.4K |
|
2016
Eldorado Gold
EGO
$9.39B
| $164K | 0.01% |
+27,277
| New | +$160K |
|
2017
Peloton Interactive
PTON
$2.82B
| $164K | 0.01% |
23,635
-76,056
| -76% | -$773K |
|
2018
First Commonwealth Financial
FCF
$2.19B
| $163K | ﹤0.01% |
+12,732
| New | +$178K |
|
2019
Vaalco Energy
EGY
$551M
| $162K | ﹤0.01% |
+37,050
| New | +$190K |
|
2020
News Corp Class A
NWSA
$15.7B
| $161K | ﹤0.01% |
+10,634
| New | +$178K |
|
|
ME
2021
DELISTED
23andMe Holding Co
ME
| $161K | ﹤0.01% |
+2,816
| New | +$184K |
|
2022
CALL
Marqeta
MQ
$1.75B
| $160K | ﹤0.01% |
+5,625
| New | +$187K |
|
2023
US Global Jets ETF
JETS
$825M
| $156K | ﹤0.01% |
+10,378
| New | +$180K |
|
|
BAND
2024
CALL
Bandwidth Inc
BAND
$1.47B
| $154K | ﹤0.01% |
+12,900
| New | +$212K |
|
2025
Macerich
MAC
$7.2B
| $154K | ﹤0.01% |
19,385
-790
| -4% | -$7.67K |
|
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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.