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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
MF
2526
DELISTED
Missfresh Limited American Depositary Shares
MF
$2K ﹤0.01%
863
+215
+33% +$1.18K
AMPE
2527
DELISTED
Ampio Pharmaceuticals Inc.
AMPE
$2K ﹤0.01%
91
-75
-45% -$2.63K
HOFVW
2528
DELISTED
Hall of Fame Resort & Entertainment Company Warrant
HOFVW
$1K ﹤0.01%
12,719
-16,527
-57% -$2.63K
MOBXW icon
2529
Mobix Labs Warrants
MOBXW
$743K
$1K ﹤0.01%
26,437
-3,264
-11% -$205
GSMGW
2530
DELISTED
Cheer Holding, Inc. Warrant expiring 2/13/2025
GSMGW
$1K ﹤0.01%
+46,976
New +$672
ADOCW
2531
DELISTED
Edoc Acquisition Corp. Warrant
ADOCW
$1K ﹤0.01%
39,933
+29,358
+278% +$986
ARBGW
2532
DELISTED
Aequi Acquisition Corp warrants
ARBGW
$1K ﹤0.01%
12,664
-5,000
-28% -$375
BSGAR
2533
DELISTED
Blue Safari Group Acquisition Corp. Right
BSGAR
$1K ﹤0.01%
10,377
-2,226
-18% -$200
ESSCW
2534
DELISTED
East Stone Acquisition Corporation Warrant
ESSCW
$1K ﹤0.01%
11,032
-5,110
-32% -$535
FNHC
2535
DELISTED
FedNat Holding Company Common Stock
FNHC
$1K ﹤0.01%
+12,795
New +$4.28K
USWSW
2536
DELISTED
U.S. Well Services, Inc. Warrants
USWSW
$1K ﹤0.01%
+22,277
New +$1.15K
AAXJ icon
2537
iShares MSCI All Country Asia ex Japan ETF
AAXJ
$3.8B
– –
-11,574
Closed -$801K
ACN icon
2538
Accenture
ACN
$103B
– –
-1,238
Closed -$358K
ADM icon
2539
CALL
Archer Daniels Midland
ADM
$38.3B
– –
-6,300
Closed -$489K
ADM icon
2540
Archer Daniels Midland
ADM
$38.3B
– –
-5,305
Closed -$412K
ADM icon
2541
PUT
Archer Daniels Midland
ADM
$38.3B
– –
-12,300
Closed -$954K
ADN
2542
DELISTED
Advent Technologies
ADN
– –
-727
Closed -$55K
ADP icon
2543
CALL
Automatic Data Processing
ADP
$106B
– –
-7,500
Closed -$1.57M
ADP icon
2544
Automatic Data Processing
ADP
$106B
– –
-2,567
Closed -$606K
ADSK icon
2545
Autodesk
ADSK
$49.8B
– –
-6,222
Closed -$1.26M
ADTX
2546
DELISTED
ADITXT INC
ADTX
– –
0
– -$2K
AEG icon
2547
Aegon
AEG
$14B
– –
-44,750
Closed -$191K
AEP icon
2548
CALL
American Electric Power
AEP
$69.9B
– –
-2,200
Closed -$211K
AG icon
2549
PUT
First Majestic Silver
AG
$8.22B
– –
-30,100
Closed -$216K
AGI icon
2550
Alamos Gold
AGI
$12.1B
– –
-16,612
Closed -$117K
100 101
102
103 104

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OAM
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NOCM
Night Owl Capital Management Greenwich, Connecticut $858M AUM 31.41% 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
NEPWA
New England Private Wealth Advisors Wellesley, Massachusetts $866M AUM 15.25% 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.