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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
PYPL icon
1
PUT
PayPal
PYPL
$48.9B
$30.1M 0.91%
349,600
+4,800
+1% +$426K
QQQ icon
2
PUT
Invesco QQQ Trust
QQQ
$453B
$29.2M 0.88%
109,300
+81,800
+297% +$24.7M
ZM icon
3
PUT
Zoom
ZM
$28.2B
$28.6M 0.87%
389,200
+284,400
+271% +$27.1M
INTC icon
4
PUT
Intel
INTC
$455B
$28M 0.85%
1,085,600
+654,200
+152% +$22.3M
PYPL icon
5
CALL
PayPal
PYPL
$48.9B
$23.3M 0.71%
271,200
+7,000
+3% +$621K
IBM icon
6
PUT
IBM
IBM
$211B
$23.1M 0.7%
194,500
+86,100
+79% +$11.3M
IBM icon
7
CALL
IBM
IBM
$211B
$22M 0.67%
185,300
+57,300
+45% +$7.52M
ABBV icon
8
CALL
AbbVie
ABBV
$443B
$21.9M 0.66%
163,400
-19,000
-10% -$2.73M
INTC icon
9
CALL
Intel
INTC
$455B
$21.5M 0.65%
835,200
+284,100
+52% +$9.69M
JNJ icon
10
CALL
Johnson & Johnson
JNJ
$618B
$21.5M 0.65%
131,500
+47,900
+57% +$8.11M
ZM icon
11
CALL
Zoom
ZM
$28.2B
$21.4M 0.65%
290,700
+235,700
+429% +$22.4M
ABBV icon
12
PUT
AbbVie
ABBV
$443B
$20.3M 0.61%
151,200
+14,400
+11% +$2.07M
XOM icon
13
CALL
ExxonMobil
XOM
$644B
$19.6M 0.59%
224,300
+125,800
+128% +$11.5M
XYZ
14
CALL
Block Inc
XYZ
$48.4B
$19.3M 0.58%
350,400
+159,000
+83% +$11.3M
MSFT icon
15
CALL
Microsoft
MSFT
$3.45T
$18.7M 0.56%
80,100
-63,500
-44% -$16.8M
JNJ icon
16
PUT
Johnson & Johnson
JNJ
$618B
$18.6M 0.56%
114,100
+37,000
+48% +$6.26M
MU icon
17
PUT
Micron Technology
MU
$930B
$18.1M 0.55%
361,300
-22,900
-6% -$1.33M
ROKU icon
18
PUT
Roku
ROKU
$21.5B
$18M 0.54%
319,200
+306,300
+2,374% +$23.3M
PFE icon
19
CALL
Pfizer
PFE
$143B
$17.7M 0.54%
405,100
+120,300
+42% +$5.85M
AMD icon
20
CALL
Advanced Micro Devices
AMD
$776B
$16.8M 0.51%
264,600
-60,200
-19% -$5.13M
QQQ icon
21
CALL
Invesco QQQ Trust
QQQ
$453B
$16.5M 0.5%
61,700
+28,000
+83% +$8.45M
XYZ
22
PUT
Block Inc
XYZ
$48.4B
$16.2M 0.49%
294,900
+23,700
+9% +$1.68M
PFE icon
23
PUT
Pfizer
PFE
$143B
$16M 0.48%
364,600
+52,700
+17% +$2.56M
UAL icon
24
PUT
United Airlines
UAL
$39.4B
$15.6M 0.47%
480,700
+404,400
+530% +$15M
XLE icon
25
PUT
State Street Energy Select Sector SPDR ETF
XLE
$39.6B
$15.6M 0.47%
432,400
+204,800
+90% +$7.75M
1
2 3 4 5

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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.