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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
SO icon
3051
CALL
Southern Company
SO
$109B
– –
-3,700
Closed -$264K
SO icon
3052
PUT
Southern Company
SO
$109B
– –
-9,000
Closed -$642K
SOPA
3053
DELISTED
Society Pass
SOPA
– –
-1,038
Closed -$30K
SOS
3054
SOS Limited
SOS
$16.6M
– –
-1,198
Closed -$171K
SOXL icon
3055
Direxion Daily Semiconductor Bull 3X ETF
SOXL
$16.7B
– –
-27,081
Closed -$355K
SPD icon
3056
Simplify US Equity PLUS Downside Convexity ETF
SPD
$105M
– –
-9,742
Closed -$258K
SPDN icon
3057
Direxion Daily S&P 500 Bear 1X ETF
SPDN
$221M
– –
-15,514
Closed -$264K
SPEM icon
3058
State Street SPDR Portfolio Emerging Markets ETF
SPEM
$17.2B
– –
-30,705
Closed -$1.07M
SPGI icon
3059
CALL
S&P Global
SPGI
$121B
– –
-4,600
Closed -$1.55M
SPGI icon
3060
PUT
S&P Global
SPGI
$121B
– –
-1,500
Closed -$506K
SPHR icon
3061
CALL
Sphere Entertainment
SPHR
$5.14B
– –
-10,400
Closed -$547K
SPHQ icon
3062
Invesco S&P 500 Quality ETF
SPHQ
$19.4B
– –
-5,140
Closed -$216K
SPOT icon
3063
Spotify
SPOT
$103B
– –
-10,594
Closed -$1.13M
SPSB icon
3064
State Street SPDR Portfolio Short Term Corporate Bond ETF
SPSB
$10.4B
– –
-46,831
Closed -$1.39M
SPTM icon
3065
State Street SPDR Portfolio S&P 1500 Composite Stock Market ETF
SPTM
$13.6B
– –
-6,791
Closed -$316K
SPXL icon
3066
Direxion Daily S&P 500 Bull 3x ETF
SPXL
$6.72B
– –
-7,174
Closed -$471K
SPY icon
3067
State Street SPDR S&P 500 ETF Trust
SPY
$790B
– –
-12,406
Closed -$4.93M
SRLN icon
3068
State Street Blackstone Senior Loan ETF
SRLN
$5.3B
– –
-7,919
Closed -$330K
SSTK icon
3069
CALL
Shutterstock
SSTK
$198M
– –
-4,900
Closed -$281K
STLA icon
3070
Stellantis
STLA
$21.7B
– –
-43,122
Closed -$533K
STLD icon
3071
CALL
Steel Dynamics
STLD
$36B
– –
-3,800
Closed -$251K
STLD icon
3072
PUT
Steel Dynamics
STLD
$36B
– –
-6,500
Closed -$430K
SKYA
3073
SkyAI Inc
SKYA
$55.4M
– –
-2
Closed -$10K
STT icon
3074
State Street
STT
$50.6B
– –
-5,878
Closed -$402K
SVXY icon
3075
ProShares Short VIX Short-Term Futures ETF
SVXY
$228M
– –
-19,810
Closed -$478K
121 122
123
124 125

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OAM
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NOCM
Night Owl Capital Management Greenwich, Connecticut $858M AUM 31.41% 1-Year Est. Return
TIM
Total Investment Management Scottsdale, Arizona $858M AUM 9.96% 1-Year Est. Return
QIM
Quest Investment Management Lake Oswego, Oregon $857M AUM 21.67% 1-Year Est. Return
RB
Rodgers Brothers Harmony, Pennsylvania $866M AUM 30.05% 1-Year Est. Return
OMG
One Madison Group New York $866M AUM 33.81% 1-Year Est. Return
MCM
Makena Capital Management Menlo Park, California $866M AUM 17.79% 1-Year Est. Return

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.