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TSS

Two Sigma Securities Portfolio holdings

AUM $1.16B
1-Year Est. Return 36.23%
This Fund
S&P 500
This Quarter Est. Return
-5.13%
1 Year Est. Return
+36.23%
3 Year Est. Return
+108.69%
5 Year Est. Return
+124.54%
10 Year Est. Return
+352.99%
AUM
$3.3B
AUM Growth
+$482M
Cap. Flow
+$191M
Cap. Flow %
5.79%
Top 10 Hldgs %
7.55%
Holding
3,324
New
1,158
Increased
808
Reduced
538
Closed
778

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 Miscellaneous 84.83%
2 Technology 3.34%
3 Financials 1.87%
4 Healthcare 1.85%
5 Consumer Discretionary 1.78%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
SCS
2051
DELISTED
Steelcase
SCS
$135K ﹤0.01%
+20,671
New +$221K
CSQ icon
2052
Calamos Strategic Total Return Fund
CSQ
$3.29B
$134K ﹤0.01%
+10,754
New +$155K
HOUS
2053
DELISTED
Anywhere Real Estate
HOUS
$133K ﹤0.01%
+16,442
New +$168K
MRC
2054
DELISTED
MRC Global
MRC
$132K ﹤0.01%
+18,310
New +$180K
OLPX
2055
PUT
DELISTED
Olaplex Holdings
OLPX
$132K ﹤0.01%
+13,800
New +$198K
AVYA
2056
DELISTED
Avaya Holdings Corp. Common Stock
AVYA
$132K ﹤0.01%
82,957
+28,022
+51% +$44.5K
VTRS icon
2057
PUT
Viatris
VTRS
$19.5B
$130K ﹤0.01%
15,200
-3,800
-20% -$37.4K
AG icon
2058
First Majestic Silver
AG
$9.78B
$129K ﹤0.01%
+16,930
New +$126K
GRAB icon
2059
Grab
GRAB
$11.4B
$128K ﹤0.01%
+48,670
New +$147K
MFA
2060
MFA Financial
MFA
$845M
$127K ﹤0.01%
16,380
-11,870
-42% -$133K
WBD icon
2061
Warner Bros
WBD
$69.7B
$127K ﹤0.01%
+11,003
New +$150K
MEGI
2062
NYLIM CBRE Global Infrastructure Megatrends Term Fund
MEGI
$733M
$126K ﹤0.01%
10,205
-8,382
-45% -$132K
CLS icon
2063
Celestica
CLS
$41.9B
$125K ﹤0.01%
+14,856
New +$151K
VTNR
2064
CALL
DELISTED
Vertex Energy, Inc
VTNR
$123K ﹤0.01%
+19,700
New +$180K
TSP
2065
CALL
DELISTED
TuSimple Holdings Inc. Class A Common Stock
TSP
$123K ﹤0.01%
+16,200
New +$136K
XM
2066
CALL
DELISTED
Qualtrics International Inc. Class A Common Stock
XM
$123K ﹤0.01%
+12,100
New +$150K
GAB icon
2067
Gabelli Equity Trust
GAB
$1.86B
$122K ﹤0.01%
+22,128
New +$136K
POWW icon
2068
Outdoor Holding Co
POWW
$254M
$122K ﹤0.01%
41,481
+18,234
+78% +$77.9K
CNK icon
2069
PUT
Cinemark Holdings
CNK
$4.06B
$121K ﹤0.01%
+10,000
New +$157K
GYLD icon
2070
Arrow Dow Jones Global Yield ETF
GYLD
$38.3M
$121K ﹤0.01%
+10,065
New +$133K
KRO icon
2071
KRONOS Worldwide
KRO
$922M
$120K ﹤0.01%
+12,795
New +$187K
AMRN
2072
Amarin Corp
AMRN
$288M
$119K ﹤0.01%
5,450
+1,493
+38% +$40K
KTOS icon
2073
PUT
Kratos Defense & Security Solutions
KTOS
$8.91B
$118K ﹤0.01%
+11,600
New +$155K
CLOV icon
2074
Clover Health Investments
CLOV
$2.37B
$116K ﹤0.01%
68,335
+27,283
+66% +$71.5K
OXLC
2075
Oxford Lane Capital
OXLC
$891M
$116K ﹤0.01%
+4,485
New +$135K
81 82
83
84 85

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CIA
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OWA
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FFS
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MFA
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PGCM
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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 $191M 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 Miscellaneous at 85% of assets, down from 86% a quarter earlier, followed by Technology and Financials.

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 778 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.