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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
Cap. Flow
+$754M
Cap. Flow %
22.83%
Top 10 Hldgs %
7.55%
Holding
3,324
New
1,158
Increased
808
Reduced
538
Closed
780

Top Buys

Rank Stock Value
1
IEFA icon
iShares Core MSCI EAFE ETF
IEFA
+$10.3M
2
INTC icon
Intel
INTC
+$9.7M
3
AAPL icon
Apple
AAPL
+$7.99M
4
AAL icon
American Airlines Group
AAL
+$6.09M
5
IBM icon
IBM
IBM
+$5.52M

Top Sells

Rank Stock Value
1
QQQ icon
Invesco QQQ Trust
QQQ
+$7.06M
2
AA icon
Alcoa
AA
+$5.74M
3
NVDA icon
NVIDIA
NVDA
+$5.23M
4
SPY icon
State Street SPDR S&P 500 ETF Trust
SPY
+$4.93M
5
CCL icon
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
NVO
1126
PUT
Novo Nordisk
NVO
$196B
$488K 0.01%
+9,800
New +$525K
TER icon
1127
CALL
Teradyne
TER
$63.1B
$488K 0.01%
6,500
-1,600
-20% -$146K
STAA icon
1128
PUT
STAAR Surgical
STAA
$1.2B
$487K 0.01%
+6,900
New +$591K
WSO icon
1129
Watsco Inc
WSO
$13.8B
$486K 0.01%
+1,887
New +$511K
DHI icon
1130
CALL
D.R. Horton
DHI
$42.1B
$485K 0.01%
+7,200
New +$530K
BAB icon
1131
Invesco Taxable Municipal Bond ETF
BAB
$1.02B
$484K 0.01%
+18,869
New +$516K
EFV icon
1132
iShares MSCI EAFE Value ETF
EFV
$29.2B
$483K 0.01%
12,542
-37,023
-75% -$1.58M
SKY icon
1133
CALL
Champion Homes
SKY
$4.52B
$481K 0.01%
+9,100
New +$531K
BEN icon
1134
Franklin Resources
BEN
$18.2B
$480K 0.01%
22,324
+10,182
+84% +$262K
DISH
1135
CALL
DELISTED
DISH Network Corp.
DISH
$480K 0.01%
34,700
-18,700
-35% -$331K
BSV icon
1136
Vanguard Short-Term Bond ETF
BSV
$44.6B
$479K 0.01%
6,401
+1,990
+45% +$152K
ICLR icon
1137
Icon
ICLR
$12.1B
$479K 0.01%
2,606
+1,071
+70% +$233K
SONO icon
1138
PUT
Sonos
SONO
$1.94B
$478K 0.01%
34,400
+19,800
+136% +$352K
WMB icon
1139
CALL
Williams Companies
WMB
$87.5B
$478K 0.01%
16,700
-11,700
-41% -$381K
ALGN icon
1140
CALL
Align Technology
ALGN
$12.4B
$476K 0.01%
2,300
-500
-18% -$129K
CHGG icon
1141
PUT
Chegg
CHGG
$115M
$476K 0.01%
22,600
+200
+0.9% +$4.14K
CPAY icon
1142
CALL
Corpay
CPAY
$25.9B
$476K 0.01%
+2,700
New +$579K
HOG icon
1143
Harley-Davidson
HOG
$2.79B
$474K 0.01%
13,591
+1,533
+13% +$57.6K
ISRG icon
1144
Intuitive Surgical
ISRG
$130B
$474K 0.01%
2,527
-12,013
-83% -$2.58M
GSY icon
1145
Invesco Ultra Short Duration ETF
GSY
$3.9B
$473K 0.01%
+9,577
New +$475K
JBHT icon
1146
JB Hunt Transport Services
JBHT
$25.8B
$473K 0.01%
3,027
+1,552
+105% +$271K
EPI icon
1147
WisdomTree India Earnings Fund ETF
EPI
$2.06B
$472K 0.01%
+15,452
New +$491K
MTG icon
1148
MGIC Investment
MTG
$6.35B
$472K 0.01%
+36,783
New +$515K
URI icon
1149
United Rentals
URI
$71.6B
$472K 0.01%
+1,748
New +$509K
LH icon
1150
PUT
Labcorp
LH
$25.3B
$471K 0.01%
2,677
+349
+15% +$71.4K
44 45
46
47 48

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OAM
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NOCM
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QIM
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RB
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OMG
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MCM
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EI
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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.