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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
TJX icon
301
TJX Companies
TJX
$174B
$2.04M 0.07%
36,432
+28,386
+353% +$1.72M
MRK icon
302
Merck
MRK
$316B
$2.02M 0.07%
22,207
+8,658
+64% +$768K
FXI icon
303
CALL
iShares China Large-Cap ETF
FXI
$4.35B
$2.02M 0.07%
59,600
+16,200
+37% +$508K
WBA
304
DELISTED
Walgreens Boots Alliance
WBA
$2M 0.07%
+52,783
New +$2.27M
VCIT icon
305
Vanguard Intermediate-Term Corporate Bond ETF
VCIT
$66B
$1.99M 0.07%
+24,919
New +$2.03M
CHTR icon
306
Charter Communications
CHTR
$17.2B
$1.99M 0.07%
4,254
+1,767
+71% +$861K
QCOM icon
307
Qualcomm
QCOM
$159B
$1.99M 0.07%
15,591
+13,370
+602% +$1.82M
OKE icon
308
CALL
Oneok
OKE
$55.6B
$1.98M 0.07%
35,700
+24,800
+228% +$1.61M
CSCO icon
309
PUT
Cisco
CSCO
$457B
$1.97M 0.07%
46,300
+4,900
+12% +$235K
HAL icon
310
PUT
Halliburton
HAL
$26.6B
$1.97M 0.07%
62,900
+38,100
+154% +$1.42M
AR icon
311
PUT
Antero Resources
AR
$11.2B
$1.97M 0.07%
64,200
+11,300
+21% +$413K
NCLH icon
312
PUT
Norwegian Cruise Line
NCLH
$9.07B
$1.97M 0.07%
176,900
+79,800
+82% +$1.34M
PG icon
313
PUT
Procter & Gamble
PG
$338B
$1.96M 0.07%
13,600
-7,000
-34% -$1.05M
RNG icon
314
CALL
RingCentral
RNG
$4.81B
$1.94M 0.07%
37,200
+33,000
+786% +$2.5M
PARA
315
PUT
DELISTED
Paramount Global Class B
PARA
$1.94M 0.07%
78,400
+54,700
+231% +$1.67M
LYFT icon
316
PUT
Lyft
LYFT
$6.22B
$1.93M 0.07%
145,000
+102,300
+240% +$2.39M
PARA
317
CALL
DELISTED
Paramount Global Class B
PARA
$1.93M 0.07%
78,000
-21,200
-21% -$646K
SWK icon
318
PUT
Stanley Black & Decker
SWK
$14.8B
$1.92M 0.07%
18,300
+14,900
+438% +$1.83M
UPS icon
319
CALL
United Parcel Service
UPS
$90.8B
$1.92M 0.07%
10,500
+6,100
+139% +$1.11M
LUV icon
320
CALL
Southwest Airlines
LUV
$23B
$1.9M 0.07%
52,700
+32,600
+162% +$1.4M
VLO icon
321
Valero Energy
VLO
$88.5B
$1.9M 0.07%
17,905
+9,769
+120% +$1.16M
LLY icon
322
Eli Lilly
LLY
$1,000B
$1.9M 0.07%
5,856
-2,982
-34% -$895K
MA icon
323
CALL
Mastercard
MA
$500B
$1.89M 0.07%
6,000
-4,500
-43% -$1.55M
JNK icon
324
State Street SPDR Bloomberg High Yield Bond ETF
JNK
$6.9B
$1.88M 0.07%
20,764
-36,499
-64% -$3.52M
OVV icon
325
PUT
Ovintiv
OVV
$17.1B
$1.88M 0.07%
42,500
+26,500
+166% +$1.37M
11 12
13
14 15

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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
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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.