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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
CMBT
3201
CMB.TECH NV
CMBT
$4.69B
– –
-27,571
Closed -$329K
CSCI
3202
DELISTED
COSCIENS Biopharma Inc. Common Stock
CSCI
– –
-400
Closed -$8K
ORKA
3203
Oruka Therapeutics
ORKA
$5.82B
– –
-853
Closed -$25K
EXE
3204
Expand Energy Corp
EXE
$21.8B
– –
-4,518
Closed -$366K
MTVA
3205
MetaVia Inc
MTVA
$7.33M
– –
-15
Closed -$19K
MSPRW
3206
DELISTED
MSP Recovery Inc Warrant
MSPRW
– –
-12,964
Closed -$1K
RNTX
3207
Rein Therapeutics
RNTX
$63.1M
– –
-3,754
Closed -$20K
SGI
3208
CALL
Somnigroup International
SGI
$13.7B
– –
-12,800
Closed -$274K
SGI
3209
Somnigroup International
SGI
$13.7B
– –
-11,551
Closed -$247K
SGI
3210
PUT
Somnigroup International
SGI
$13.7B
– –
-24,100
Closed -$515K
FFAI
3211
Faraday Future Intelligent Electric
FFAI
$15.2M
– –
0
– -$70K
ZUO
3212
CALL
DELISTED
Zuora, Inc.
ZUO
– –
-11,200
Closed -$100K
HTLF
3213
DELISTED
Heartland Financial USA, Inc.
HTLF
– –
-6,478
Closed -$269K
VCNX
3214
DELISTED
Vaccinex, Inc. Common Stock
VCNX
– –
-260
Closed -$59K
BYU
3215
DELISTED
BAIYU Holdings, Inc. Common Stock
BYU
– –
-162
Closed -$10K
BFIIW
3216
DELISTED
BurgerFi International, Inc. Warrant
BFIIW
– –
-10,379
Closed -$4K
BGXX
3217
DELISTED
Bright Green Corporation Common Stock
BGXX
– –
-13,683
Closed -$30K
TUP
3218
DELISTED
Tupperware Brands Corporation
TUP
– –
-10,577
Closed -$67K
KA
3219
DELISTED
Kineta, Inc. Common Stock
KA
– –
-2,628
Closed -$33K
BIG
3220
DELISTED
Big Lots, Inc.
BIG
– –
-36,355
Closed -$782K
ASXC
3221
DELISTED
Asensus Surgical, Inc.
ASXC
– –
-14,745
Closed -$6K
LLAP.WS
3222
DELISTED
Terran Orbital Corporation Redeemable Warrants, each whole warrant exercisable for one share of Common Stock at an exercise price of $11.50
LLAP.WS
– –
-19,382
Closed -$9K
SPWR
3223
DELISTED
SunPower Corporation Common Stock
SPWR
– –
-17,851
Closed -$282K
WRK
3224
PUT
DELISTED
WestRock Company
WRK
– –
-5,800
Closed -$231K
SIX
3225
DELISTED
Six Flags Entertainment Corp.
SIX
– –
-16,632
Closed -$361K
127 128
129
130 131

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QIM
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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.