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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
DNN icon
2701
Denison Mines
DNN
$2.62B
– –
-141,258
Closed -$137K
DOCS icon
2702
CALL
Doximity
DOCS
$3.93B
– –
-11,800
Closed -$411K
DOCS icon
2703
PUT
Doximity
DOCS
$3.93B
– –
-8,100
Closed -$282K
DOGZ icon
2704
Dogness International Corp
DOGZ
$14.2M
– –
-636
Closed -$23K
DPG
2705
Duff & Phelps Utility and Infrastructure Fund
DPG
$523M
– –
-10,285
Closed -$143K
DRSK icon
2706
Aptus Defined Risk ETF
DRSK
$1.53B
– –
-11,362
Closed -$299K
DT icon
2707
Dynatrace
DT
$13B
– –
-7,650
Closed -$296K
DWSH icon
2708
AdvisorShares Dorsey Wright Short ETF
DWSH
$6.3M
– –
-17,772
Closed -$186K
DXCM icon
2709
PUT
DexCom
DXCM
$32.8B
– –
-12,900
Closed -$961K
DXJ icon
2710
WisdomTree Japan Hedged Equity Fund
DXJ
$7.06B
– –
-4,697
Closed -$293K
DYLD icon
2711
LeaderShares Dynamic Yield ETF
DYLD
$40.2M
– –
-10,416
Closed -$235K
EAT icon
2712
CALL
Brinker International
EAT
$9.51B
– –
-10,900
Closed -$240K
EAT icon
2713
PUT
Brinker International
EAT
$9.51B
– –
-13,200
Closed -$291K
EBAY icon
2714
eBay
EBAY
$48.1B
– –
-10,758
Closed -$479K
ECL icon
2715
Ecolab
ECL
$78.2B
– –
-1,538
Closed -$250K
ECOR icon
2716
electroCore
ECOR
$56M
– –
-1,034
Closed -$8K
ED icon
2717
CALL
Consolidated Edison
ED
$39.7B
– –
-3,100
Closed -$295K
EFA icon
2718
iShares MSCI EAFE ETF
EFA
$78.4B
– –
-36,962
Closed -$2.31M
EFOI icon
2719
Energy Focus
EFOI
$19.9M
– –
-5,241
Closed -$48K
EFG icon
2720
iShares MSCI EAFE Growth ETF
EFG
$16.7B
– –
-3,570
Closed -$287K
EFX icon
2721
PUT
Equifax
EFX
$20.5B
– –
-3,100
Closed -$567K
EFZ icon
2722
ProShares Trust Short MSCI EAFE
EFZ
$10.2M
– –
-5,144
Closed -$219K
EG icon
2723
Everest Group
EG
$14.4B
– –
-1,932
Closed -$542K
EL icon
2724
CALL
Estee Lauder
EL
$30.4B
– –
-1,900
Closed -$484K
CHRN
2725
ChronoScale Holdings
CHRN
$3.44B
– –
-1,314
Closed -$33K
107 108
109
110 111

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OAM
Ophir Asset Management Sydney, Australia $859M AUM 59.08% 1-Year Est. Return
NOCM
Night Owl Capital Management Greenwich, Connecticut $858M AUM 31.41% 1-Year Est. Return
TIM
Total Investment Management Scottsdale, Arizona $858M AUM 9.96% 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

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.