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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
NVR icon
1251
NVR
NVR
$16.8B
$419K 0.01%
105
+54
+106% +$230K
ZBRA icon
1252
Zebra Technologies
ZBRA
$17.6B
$419K 0.01%
+1,598
New +$495K
NEWR
1253
PUT
DELISTED
New Relic, Inc.
NEWR
$419K 0.01%
7,300
-2,900
-28% -$174K
CSIQ icon
1254
CALL
Canadian Solar
CSIQ
$1.11B
$417K 0.01%
+11,200
New +$427K
CLF icon
1255
Cleveland-Cliffs
CLF
$7.02B
$416K 0.01%
30,888
-37,310
-55% -$621K
IGLB icon
1256
iShares 10+ Year Investment Grade Corporate Bond ETF
IGLB
$2.85B
$416K 0.01%
+8,618
New +$459K
HEDJ icon
1257
WisdomTree Europe Hedged Equity Fund
HEDJ
$1.87B
$415K 0.01%
13,346
+2,306
+21% +$77.7K
IJH icon
1258
iShares Core S&P Mid-Cap ETF
IJH
$126B
$414K 0.01%
9,440
+3,585
+61% +$173K
CPNG icon
1259
CALL
Coupang
CPNG
$30.1B
$413K 0.01%
24,800
-27,500
-53% -$475K
FIVN icon
1260
PUT
FIVE9
FIVN
$2.28B
$412K 0.01%
5,500
+2,400
+77% +$233K
MSTR icon
1261
Strategy Inc
MSTR
$35.7B
$412K 0.01%
+19,410
New +$487K
VNO icon
1262
PUT
Vornado Realty Trust
VNO
$7.7B
$412K 0.01%
+17,800
New +$496K
IVW icon
1263
iShares S&P 500 Growth ETF
IVW
$77.3B
$411K 0.01%
7,099
+642
+10% +$41.7K
KLIC icon
1264
Kulicke & Soffa
KLIC
$4.91B
$411K 0.01%
10,673
+3,154
+42% +$140K
PCTY icon
1265
CALL
Paylocity
PCTY
$7.67B
$411K 0.01%
+1,700
New +$391K
LPX icon
1266
PUT
Louisiana-Pacific
LPX
$5.37B
$410K 0.01%
+8,000
New +$455K
PLL
1267
DELISTED
Piedmont Lithium
PLL
$410K 0.01%
+7,671
New +$395K
DFS
1268
CALL
DELISTED
Discover Financial Services
DFS
$409K 0.01%
+4,500
New +$455K
FSLR icon
1269
First Solar
FSLR
$26.2B
$409K 0.01%
3,089
-4,326
-58% -$464K
BKR icon
1270
Baker Hughes
BKR
$61.3B
$408K 0.01%
19,479
+4,634
+31% +$116K
DKS icon
1271
CALL
Dick's Sporting Goods
DKS
$18B
$408K 0.01%
3,900
-26,900
-87% -$2.74M
HRB icon
1272
PUT
H&R Block
HRB
$5.84B
$408K 0.01%
9,600
+3,000
+45% +$127K
INMD icon
1273
PUT
InMode
INMD
$883M
$408K 0.01%
14,000
-2,800
-17% -$86.8K
INSP icon
1274
PUT
Inspire Medical Systems
INSP
$1.85B
$408K 0.01%
+2,300
New +$462K
MCK icon
1275
PUT
McKesson
MCK
$97.2B
$408K 0.01%
+1,200
New +$417K
49 50
51
52 53

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OAM
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NOCM
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QIM
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MCM
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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.