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TSS
Two Sigma Securities Portfolio holdings
AUM
$1.16B
1-Year Est. Return
36.23%
This Fund
S&P 500
This Quarter
Est. Return
-5.13%
1 Year Est. Return
+36.23%
3 Year Est. Return
+108.69%
5 Year Est. Return
+124.54%
10 Year Est. Return
+352.99%
AUM
$3.3B
AUM Growth
+$482M
(+17%)
Cap. Flow
+$191M
Cap. Flow
% of AUM
5.79%
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 | Miscellaneous | 84.83% |
| 2 | Technology | 3.34% |
| 3 | Financials | 1.87% |
| 4 | Healthcare | 1.85% |
| 5 | Consumer Discretionary | 1.78% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
|
MOMO
2026
Hello Group
MOMO
$701M
| $153K | ﹤0.01% |
33,013
+8,636
| +35% | +$41.4K |
|
|
IPOD
2027
DELISTED
Social Capital Hedosophia Holdings Corp. IV
IPOD
| $152K | ﹤0.01% |
+15,158
| New | +$151K |
|
2028
CALL
eHealth
EHTH
$28.5M
| $150K | ﹤0.01% |
+38,400
| New | +$268K |
|
|
CTEV
2029
Claritev Corp
CTEV
$522M
| $150K | ﹤0.01% |
+1,309
| New | +$217K |
|
|
ESTE
2030
DELISTED
Earthstone Energy Inc. Class A Common Stock
ESTE
| $150K | ﹤0.01% |
+12,203
| New | +$166K |
|
2031
FerroAtlántica
GSM
$781M
| $148K | ﹤0.01% |
+28,087
| New | +$174K |
|
2032
CALL
Playtika
PLTK
$843M
| $148K | ﹤0.01% |
+15,800
| New | +$182K |
|
2033
Global X SuperDividend ETF
SDIV
$1.19B
| $147K | ﹤0.01% |
+6,492
| New | +$173K |
|
2034
PUT
Clarivate
CLVT
$1.21B
| $146K | ﹤0.01% |
+15,500
| New | +$196K |
|
|
TBCH
2035
Turtle Beach Corp
TBCH
$227M
| $146K | ﹤0.01% |
21,351
+5,255
| +33% | +$55.1K |
|
2036
CALL
Rocket Companies
RKT
$34.8B
| $145K | ﹤0.01% |
22,900
-48,600
| -68% | -$422K |
|
2037
CALL
Xerox
XRX
$449M
| $145K | ﹤0.01% |
11,100
-5,800
| -34% | -$93.9K |
|
2038
Quanterix
QTRX
$145M
| $144K | ﹤0.01% |
+13,049
| New | +$166K |
|
2039
Genworth Financial
GNW
$3.8B
| $143K | ﹤0.01% |
+40,742
| New | +$164K |
|
|
ATXI
2040
DELISTED
Avenue Therapeutics, Inc. Common Stock
ATXI
| $143K | ﹤0.01% |
189
+166
| +722% | +$53.2K |
|
|
SOL
2041
DELISTED
Emeren Group
SOL
| $140K | ﹤0.01% |
+27,699
| New | +$158K |
|
|
THW
2042
abrdn World Healthcare Fund
THW
$542M
| $140K | ﹤0.01% |
+10,897
| New | +$160K |
|
|
SAGA
2043
DELISTED
Sagaliam Acquisition Corp. Class A Common Stock
SAGA
| $140K | ﹤0.01% |
+14,022
| New | +$140K |
|
|
HBI
2044
PUT
DELISTED
Hanesbrands
HBI
| $139K | ﹤0.01% |
20,000
+5,200
| +35% | +$51.1K |
|
2045
Tanger
SKT
$4.11B
| $139K | ﹤0.01% |
+10,189
| New | +$158K |
|
|
TWO
2046
DELISTED
Two Harbors Investment
TWO
| $137K | ﹤0.01% |
+10,301
| New | +$200K |
|
2047
Pitney Bowes
PBI
$2.31B
| $136K | ﹤0.01% |
58,552
+14,528
| +33% | +$46.6K |
|
2048
Rithm Capital
RITM
$5.22B
| $136K | ﹤0.01% |
+18,558
| New | +$177K |
|
2049
PUT
Cardlytics
CDLX
$22.1M
| $135K | ﹤0.01% |
+1,440
| New | +$205K |
|
2050
Lloyds Banking Group
LYG
$83.9B
| $135K | ﹤0.01% |
75,217
+51,550
| +218% | +$107K |
|
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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 $191M 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 Miscellaneous at 85% of assets, down from 86% a quarter earlier, followed by Technology and Financials.
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.