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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
-17.15%
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
$2.82B
AUM Growth
-$18M
Cap. Flow
+$775M
Cap. Flow %
27.45%
Top 10 Hldgs %
9.67%
Holding
3,026
New
940
Increased
665
Reduced
522
Closed
865

Top Buys

Rank Stock Value
1
NVDA icon
NVIDIA
NVDA
+$15.1M
2
AA icon
Alcoa
AA
+$7.48M
3
XLE icon
State Street Energy Select Sector SPDR ETF
XLE
+$6.82M
4
MU icon
Micron Technology
MU
+$6.56M
5
TSM icon
TSMC
TSM
+$6.42M

Top Sells

Rank Stock Value
1
BABA icon
Alibaba
BABA
+$9.07M
2
OXY icon
Occidental Petroleum
OXY
+$7.09M
3
LMT icon
Lockheed Martin
LMT
+$6.99M
4
SHY icon
iShares 1-3 Year Treasury Bond ETF
SHY
+$6.92M
5
VRTX icon
Vertex Pharmaceuticals
VRTX
+$6.15M

Sector Composition

Rank Sector Weight
1 Technology 3.55%
2 Consumer Discretionary 2.24%
3 Healthcare 1.68%
4 Financials 1.47%
5 Industrials 1.08%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
LEG icon
2576
PUT
Leggett & Platt
LEG
$1.43B
– –
-12,000
Closed -$418K
LEN icon
2577
Lennar Class A
LEN
$21B
– –
-6,585
Closed -$517K
LGHLW
2578
DELISTED
Lion Group Holding Ltd. Warrant
LGHLW
– –
-12,184
Closed -$1K
LHX icon
2579
L3Harris
LHX
$53.1B
– –
-1,196
Closed -$289K
LIN icon
2580
CALL
Linde
LIN
$223B
– –
-3,500
Closed -$1.12M
LITE icon
2581
PUT
Lumentum
LITE
$66.1B
– –
-3,300
Closed -$322K
LMT icon
2582
Lockheed Martin
LMT
$136B
– –
-15,924
Closed -$6.99M
LNG icon
2583
Cheniere Energy
LNG
$53.9B
– –
-3,563
Closed -$485K
LOGI icon
2584
Logitech
LOGI
$15.6B
– –
-4,092
Closed -$252K
LPCN icon
2585
Lipocine
LPCN
$17.6M
– –
-1,112
Closed -$26K
LOVE
2586
LoveSac
LOVE
$266M
– –
-7,423
Closed -$401K
LPX icon
2587
PUT
Louisiana-Pacific
LPX
$5.37B
– –
-7,200
Closed -$447K
LRGE icon
2588
ClearBridge Large Cap Growth Select ETF
LRGE
$381M
– –
-4,443
Closed -$239K
LRN icon
2589
CALL
Stride
LRN
$3.42B
– –
-7,800
Closed -$283K
LSCC icon
2590
Lattice Semiconductor
LSCC
$19.6B
– –
-4,470
Closed -$272K
LVS icon
2591
Las Vegas Sands
LVS
$29.8B
– –
-21,625
Closed -$748K
LYB icon
2592
LyondellBasell Industries
LYB
$19.7B
– –
-4,161
Closed -$428K
LYB icon
2593
PUT
LyondellBasell Industries
LYB
$19.7B
– –
-8,600
Closed -$884K
MAA icon
2594
Mid-America Apartment Communities
MAA
$15.5B
– –
-1,498
Closed -$314K
MAS icon
2595
Masco
MAS
$15.2B
– –
-5,997
Closed -$306K
MCHI icon
2596
iShares MSCI China ETF
MCHI
$6.33B
– –
-19,556
Closed -$1.03M
MCHP icon
2597
Microchip Technology
MCHP
$43.8B
– –
-3,563
Closed -$236K
MCK icon
2598
McKesson
MCK
$97.2B
– –
-999
Closed -$306K
MCK icon
2599
PUT
McKesson
MCK
$97.2B
– –
-7,000
Closed -$2.14M
MDRR
2600
Medalist Diversified Inc
MDRR
$18.5M
– –
-1,211
Closed -$21K
102 103
104
105 106

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BCM
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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
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
EI
EAM Investors Solana Beach, California $866M AUM 377.14% 1-Year Est. Return

Two Sigma Securities's Q2 2022 Portfolio in Review

As of Q2 2022, Two Sigma Securities held 3,026 positions worth $2.82B, down 0.63% from $2.84B the previous quarter. Its ten largest holdings account for 9.7% of the portfolio.

Two Sigma Securities deployed $775M of net new capital in Q2 2022, opening 940 new positions and adding to 665 existing holdings. Its largest new stake was State Street Energy Select Sector SPDR ETF: 170,100 shares worth $6.08M.

By sector, the portfolio is most concentrated in Technology at 3.6% of assets, up from 3.5% a quarter earlier, followed by Consumer Discretionary and Healthcare.

On the sell side, the largest reduction was Alibaba, an estimated $9.07M trimmed.

  • Two Sigma Securities's largest Q2 2022 buy was State Street Energy Select Sector SPDR ETF: 170,100 shares worth $6.08M.
  • Two Sigma Securities added most to NVIDIA in Q2 2022, an estimated $15.1M increase.
  • Two Sigma Securities's biggest Q2 2022 reduction was Alibaba, cutting an estimated $9.07M.
  • Two Sigma Securities fully exited Occidental Petroleum in Q2 2022, selling an estimated $7.09M.
  • Two Sigma Securities's ten largest holdings make up 9.7% of its $2.82B portfolio in Q2 2022.
  • Two Sigma Securities opened 940 new positions and closed 865 in Q2 2022.
  • Two Sigma Securities's portfolio value fell 0.63% quarter-over-quarter to $2.82B.

Based on Two Sigma Securities's 13F filing for Q2 2022, filed 15 Aug 2022.