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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
SLHG
3301
DELISTED
Skylight Health Group Inc Common Shares
SLHG
– –
-15,296
Closed -$7K
EPZM
3302
DELISTED
Epizyme, Inc
EPZM
– –
-44,420
Closed -$65K
GSV
3303
DELISTED
Gold Standard Ventures Corp.
GSV
– –
-24,323
Closed -$8K
RBAC.WS
3304
DELISTED
RedBall Acquisition Corp. Redeemable warrants, each whole warrant exercisable for one Class A ordina
RBAC.WS
– –
-10,351
Closed –
MILE
3305
DELISTED
Metromile, Inc. Common Stock
MILE
– –
-27,632
Closed -$25K
PSTH.WS
3306
DELISTED
Pershing Square Tontine Holdings, Ltd. Warrants, exercisable for one share of Class A Common Stock f
PSTH.WS
– –
-10,910
Closed -$5K
PRPB
3307
DELISTED
CC Neuberger Principal Holdings II Class A Ordinary Shares
PRPB
– –
-12,275
Closed -$123K
PRPB.WS
3308
DELISTED
CC Neuberger Principal Holdings II Redeemable warrants, each whole warrant exercisable for one Class
PRPB.WS
– –
-16,458
Closed -$8K
GPL
3309
DELISTED
Great Panther Mining Limited
GPL
– –
-2,516
Closed -$3K
MIC
3310
DELISTED
Macquarie Infrastructure Holdings, LLC
MIC
– –
-20,345
Closed -$80K
SREV
3311
DELISTED
ServiceSource International, Inc.
SREV
– –
-13,403
Closed -$20K
ETTX
3312
DELISTED
Entasis Therapeutics Holdings Inc.
ETTX
– –
-12,635
Closed -$28K
MKD
3313
DELISTED
Molecular Data Inc. American Depositary Shares
MKD
– –
-17,806
Closed -$10K
ARCH
3314
DELISTED
Arch Resources, Inc.
ARCH
– –
-2,193
Closed -$314K
VISL
3315
DELISTED
Vislink Technologies, Inc. Common Stock
VISL
– –
-846
Closed -$10K
NAVB
3316
DELISTED
Navidea Biopharmaceuticals Inc.
NAVB
– –
-13,510
Closed -$10K
VSTO
3317
DELISTED
Vista Outdoor Inc.
VSTO
– –
-16,531
Closed -$470K
RIBT
3318
DELISTED
RiceBran Technologies
RIBT
– –
-1,212
Closed -$8K
AAWW
3319
CALL
DELISTED
Atlas Air Worldwide Holdings, Inc.
AAWW
– –
-11,800
Closed -$728K
AAWW
3320
PUT
DELISTED
Atlas Air Worldwide Holdings, Inc.
AAWW
– –
-10,000
Closed -$617K
SBNY
3321
DELISTED
Signature Bank
SBNY
– –
-2,459
Closed -$441K
MBT
3322
DELISTED
Mobile TeleSystems Public Joint Stock Company American Depositary Shares (Each representing 2 Shares
MBT
– –
-58,097
Closed –
HR
3323
DELISTED
Healthcare Realty Trust Incorporated
HR
– –
-12,387
Closed -$337K
AIM
3324
AIM ImmunoTech
AIM
$7.03M
– –
-312
Closed -$24K
129 130 131 132
133

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NOCM
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TIM
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QIM
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OMG
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MCM
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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.