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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
SAM icon
251
PUT
Boston Beer
SAM
$1.94B
$2.52M 0.09%
8,300
+3,100
+60% +$1.08M
IWM icon
252
CALL
iShares Russell 2000 ETF
IWM
$81.5B
$2.51M 0.09%
14,800
+200
+1% +$36.9K
EL icon
253
Estee Lauder
EL
$30.6B
$2.51M 0.09%
9,842
+6,108
+164% +$1.55M
NVAX icon
254
PUT
Novavax
NVAX
$1.22B
$2.5M 0.09%
48,700
-28,700
-37% -$1.49M
AMAT icon
255
Applied Materials
AMAT
$411B
$2.49M 0.09%
27,383
+8,121
+42% +$891K
MRO
256
CALL
DELISTED
Marathon Oil Corporation
MRO
$2.48M 0.09%
+110,500
New +$2.96M
DVN icon
257
Devon Energy
DVN
$51.4B
$2.47M 0.09%
44,839
+21,568
+93% +$1.41M
SCHF icon
258
Schwab International Equity ETF
SCHF
$67.1B
$2.47M 0.09%
157,080
+88,672
+130% +$1.51M
VOX icon
259
Vanguard Communication Services ETF
VOX
$5.78B
$2.46M 0.09%
+26,213
New +$2.73M
EBAY icon
260
CALL
eBay
EBAY
$47.6B
$2.44M 0.09%
58,500
+36,000
+160% +$1.75M
DDOG icon
261
Datadog
DDOG
$97.4B
$2.43M 0.09%
25,509
-6,889
-21% -$757K
TGT icon
262
CALL
Target
TGT
$67.8B
$2.43M 0.09%
17,200
+6,100
+55% +$1.17M
PSX icon
263
PUT
Phillips 66
PSX
$82.7B
$2.43M 0.09%
+29,600
New +$2.74M
SHW icon
264
Sherwin-Williams
SHW
$86B
$2.43M 0.09%
10,841
+9,181
+553% +$2.36M
DLTR icon
265
Dollar Tree
DLTR
$24.9B
$2.4M 0.08%
15,382
+8,309
+117% +$1.32M
APA icon
266
PUT
APA Corp
APA
$13B
$2.39M 0.08%
68,500
-9,100
-12% -$387K
CVX icon
267
PUT
Chevron
CVX
$385B
$2.37M 0.08%
16,400
-39,500
-71% -$6.53M
RBLX icon
268
CALL
Roblox
RBLX
$26.2B
$2.36M 0.08%
71,900
-84,900
-54% -$2.85M
PLUG icon
269
CALL
Plug Power
PLUG
$2.9B
$2.36M 0.08%
142,400
+65,900
+86% +$1.31M
ADI icon
270
PUT
Analog Devices
ADI
$176B
$2.34M 0.08%
+16,000
New +$2.52M
MRK icon
271
PUT
Merck
MRK
$316B
$2.33M 0.08%
25,600
-144,300
-85% -$12.8M
LYV icon
272
CALL
Live Nation Entertainment
LYV
$42.3B
$2.33M 0.08%
28,200
+13,200
+88% +$1.27M
DKS icon
273
CALL
Dick's Sporting Goods
DKS
$18B
$2.32M 0.08%
30,800
+15,500
+101% +$1.38M
VGK icon
274
Vanguard FTSE Europe ETF
VGK
$30.8B
$2.31M 0.08%
+43,835
New +$2.54M
DKS icon
275
PUT
Dick's Sporting Goods
DKS
$18B
$2.31M 0.08%
30,700
+18,500
+152% +$1.64M
9 10
11
12 13

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OAM
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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
NEPWA
New England Private Wealth Advisors Wellesley, Massachusetts $866M AUM 15.25% 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.