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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
OXY icon
101
CALL
Occidental Petroleum
OXY
$56.8B
$7.01M 0.21%
114,100
-34,900
-23% -$2.23M
NVDA icon
102
NVIDIA
NVDA
$4.86T
$6.91M 0.21%
569,290
-330,890
-37% -$5.23M
CVX icon
103
PUT
Chevron
CVX
$392B
$6.78M 0.21%
47,200
+30,800
+188% +$4.7M
DIS icon
104
PUT
Walt Disney
DIS
$167B
$6.77M 0.21%
71,800
-47,800
-40% -$5.12M
EXPE icon
105
CALL
Expedia Group
EXPE
$35.4B
$6.71M 0.2%
71,600
-101,200
-59% -$10.3M
TWLO icon
106
PUT
Twilio
TWLO
$30B
$6.7M 0.2%
96,900
+58,400
+152% +$4.67M
AVGO icon
107
CALL
Broadcom
AVGO
$1.85T
$6.62M 0.2%
149,000
+86,000
+137% +$4.39M
CHTR icon
108
CALL
Charter Communications
CHTR
$17.3B
$6.61M 0.2%
21,800
+17,400
+395% +$7.44M
T icon
109
PUT
AT&T
T
$159B
$6.6M 0.2%
430,300
+268,100
+165% +$4.88M
VLO icon
110
PUT
Valero Energy
VLO
$90.1B
$6.51M 0.2%
60,900
+18,400
+43% +$2.02M
XLE icon
111
State Street Energy Select Sector SPDR ETF
XLE
$39.6B
$6.45M 0.2%
179,122
+9,022
+5% +$341K
ENPH icon
112
PUT
Enphase Energy
ENPH
$4.96B
$6.44M 0.19%
23,200
+19,200
+480% +$5.18M
UNH icon
113
CALL
UnitedHealth
UNH
$376B
$6.31M 0.19%
12,500
+11,500
+1,150% +$6.05M
RIVN icon
114
CALL
Rivian
RIVN
$22B
$6.24M 0.19%
+189,700
New +$6.47M
VLO icon
115
CALL
Valero Energy
VLO
$90.1B
$6.2M 0.19%
58,000
+36,800
+174% +$4.05M
SPTL icon
116
State Street SPDR Portfolio Long Term Treasury ETF
SPTL
$10.4B
$6.17M 0.19%
208,025
+165,090
+385% +$5.36M
TWLO icon
117
CALL
Twilio
TWLO
$30B
$6.15M 0.19%
88,900
+57,300
+181% +$4.58M
JPM icon
118
CALL
JPMorgan Chase
JPM
$935B
$6.06M 0.18%
58,000
-20,600
-26% -$2.36M
LMT icon
119
CALL
Lockheed Martin
LMT
$134B
$6.03M 0.18%
15,600
+100
+0.6% +$41.8K
PANW icon
120
PUT
Palo Alto Networks
PANW
$270B
$5.98M 0.18%
73,000
+7,000
+11% +$606K
ABNB icon
121
CALL
Airbnb
ABNB
$89.9B
$5.97M 0.18%
56,800
-59,100
-51% -$6.55M
CLX icon
122
PUT
Clorox
CLX
$11.6B
$5.93M 0.18%
46,200
+35,500
+332% +$5.12M
DASH icon
123
PUT
DoorDash
DASH
$85.5B
$5.82M 0.18%
117,700
+98,900
+526% +$6.61M
PLTR icon
124
PUT
Palantir
PLTR
$295B
$5.75M 0.17%
706,800
+373,700
+112% +$3.32M
VWO icon
125
Vanguard FTSE Emerging Markets ETF
VWO
$121B
$5.71M 0.17%
156,621
+119,687
+324% +$4.86M
3 4
5
6 7

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NOCM
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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.