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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
VLDR
3276
DELISTED
Velodyne Lidar, Inc. Common Stock
VLDR
– –
-14,276
Closed -$14K
LCI
3277
DELISTED
Lannett Company, Inc.
LCI
– –
-13,283
Closed -$31K
AVCTW
3278
DELISTED
American Virtual Cloud Technologies, Inc. Warrant expiring 4/7/2025
AVCTW
– –
-10,396
Closed –
EAR
3279
DELISTED
Eargo, Inc. Common Stock
EAR
– –
-906
Closed -$14K
USER
3280
DELISTED
UserTesting, Inc.
USER
– –
-24,515
Closed -$123K
BRMK.WS
3281
DELISTED
Broadmark Realty Capital Inc. Warrants, each exercisable for one fourth (1/4th) share of Common Stock at an exercise price of $2.875 per quarter share
BRMK.WS
– –
-19,193
Closed -$1K
CORZ
3282
DELISTED
Core Scientific, Inc. Common Stock
CORZ
– –
-20,393
Closed -$30K
AGCB
3283
DELISTED
Altimeter Growth Corp 2
AGCB
– –
-14,636
Closed -$144K
PHCF
3284
DELISTED
Puhui Wealth Investment Management Co., Ltd.
PHCF
– –
-2,038
Closed -$8K
LOTZ
3285
DELISTED
CarLotz, Inc. Class A Common Stock
LOTZ
– –
-14,418
Closed -$6K
GROM
3286
DELISTED
Grom Social Enterprises Inc. Common Stock
GROM
– –
-18
Closed -$4K
UPH
3287
DELISTED
UpHealth, Inc.
UPH
– –
-4,341
Closed -$26K
PHAS
3288
DELISTED
PhaseBio Pharmaceuticals, Inc. Common Stock
PHAS
– –
-12,845
Closed -$8K
USWS
3289
DELISTED
U.S. Well Services, Inc. Class A Common Stock
USWS
– –
-2,895
Closed -$16K
TWTR
3290
CALL
DELISTED
Twitter, Inc.
TWTR
– –
-30,600
Closed -$1.14M
TWTR
3291
PUT
DELISTED
Twitter, Inc.
TWTR
– –
-16,700
Closed -$624K
LFTRW
3292
DELISTED
Lefteris Acquisition Corp. Warrant
LFTRW
$0 ﹤0.01%
+10,368
New +$601
HYT.RT
3293
DELISTED
BlackRock Corporate High Yield Fund, Inc. Rights (expiring October 13, 2022)
HYT.RT
$0 ﹤0.01%
+10,760
New +$61
TYME
3294
DELISTED
Tyme Technologies, Inc. Common Stock
TYME
– –
-15,690
Closed -$4K
BRCN
3295
DELISTED
Burcon NutraScience Corporation
BRCN
– –
-17,106
Closed -$7K
ALNA
3296
DELISTED
Allena Pharmaceuticals
ALNA
– –
-357,044
Closed -$68K
CRTD
3297
DELISTED
Creatd Inc. Common Stock
CRTD
– –
-30,318
Closed -$22K
AUTO
3298
DELISTED
AutoWeb, Inc. Common Stock
AUTO
– –
-14,041
Closed -$5K
CRXTW
3299
DELISTED
Clarus Therapeutics Holdings, Inc. Warrants
CRXTW
– –
-26,853
Closed -$2K
ENDP
3300
DELISTED
Endo International plc
ENDP
– –
-86,374
Closed -$40K
129 130 131
132
133

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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.