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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 | |
|---|---|---|---|---|---|---|
|
PRTY
2076
DELISTED
Party City Holdco Inc.
PRTY
| $116K | ﹤0.01% |
73,467
+55,296
| +304% | +$92.8K |
|
|
CHIX
2077
DELISTED
Global X MSCI China Financials ETF
CHIX
| $115K | ﹤0.01% |
+10,603
| New | +$129K |
|
|
AZUL
2078
DELISTED
Azul
AZUL
| $112K | ﹤0.01% |
+13,706
| New | +$115K |
|
2079
PennantPark Floating Rate Capital
PFLT
$704M
| $111K | ﹤0.01% |
+11,570
| New | +$139K |
|
|
AMRS
2080
DELISTED
Amyris Inc.
AMRS
| $111K | ﹤0.01% |
+38,050
| New | +$104K |
|
2081
SiriusXM
SIRI
$10.3B
| $110K | ﹤0.01% |
+1,933
| New | +$121K |
|
2082
Fastly Inc
FSLY
$4.06B
| $109K | ﹤0.01% |
+11,896
| New | +$127K |
|
2083
Coeur Mining
CDE
$18B
| $108K | ﹤0.01% |
+31,672
| New | +$94K |
|
2084
Beazer Homes USA
BZH
$932M
| $107K | ﹤0.01% |
+11,061
| New | +$152K |
|
|
GOGL
2085
DELISTED
Golden Ocean Group
GOGL
| $107K | ﹤0.01% |
14,321
+3,937
| +38% | +$39.5K |
|
2086
Sabre
SABR
$842M
| $105K | ﹤0.01% |
+20,401
| New | +$136K |
|
|
AAC
2087
DELISTED
Ares Acquisition Corporation
AAC
| $105K | ﹤0.01% |
+10,603
| New | +$105K |
|
|
MOMO
2088
CALL
Hello Group
MOMO
$855M
| $104K | ﹤0.01% |
22,600
+12,000
| +113% | +$57.5K |
|
2089
FIGS
FIGS
$1.82B
| $103K | ﹤0.01% |
+12,479
| New | +$133K |
|
2090
Amplify Alternative Harvest ETF
MJ
$99.6M
| $100K | ﹤0.01% |
1,823
+969
| +113% | +$67.2K |
|
2091
CALL
StoneCo
STNE
$2.72B
| $100K | ﹤0.01% |
+10,500
| New | +$101K |
|
2092
PUT
MBIA
MBI
$269M
| $99K | ﹤0.01% |
+10,800
| New | +$128K |
|
|
SFIX
2093
CALL
Stitch Fix
SFIX
$548M
| $99K | ﹤0.01% |
25,000
-16,800
| -40% | -$95.4K |
|
2094
CALL
First Majestic Silver
AG
$8.7B
| $98K | ﹤0.01% |
12,800
-20,000
| -61% | -$149K |
|
2095
B2Gold
BTG
$5.49B
| $98K | ﹤0.01% |
+30,385
| New | +$100K |
|
2096
PUT
iQIYI
IQ
$1.25B
| $98K | ﹤0.01% |
+36,000
| New | +$133K |
|
|
VTNR
2097
DELISTED
Vertex Energy, Inc
VTNR
| $98K | ﹤0.01% |
+15,715
| New | +$144K |
|
2098
Empire State Realty Trust
ESRT
$847M
| $97K | ﹤0.01% |
+14,730
| New | +$109K |
|
2099
Ring Energy
REI
$312M
| $97K | ﹤0.01% |
+41,710
| New | +$114K |
|
|
LOGC
2100
DELISTED
ContextLogic
LOGC
| $97K | ﹤0.01% |
4,390
+3,458
| +371% | +$143K |
|
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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.