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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
BNTX icon
376
CALL
BioNTech
BNTX
$23.3B
$1.55M 0.06%
10,400
-14,400
-58% -$2.2M
SPGI icon
377
CALL
S&P Global
SPGI
$123B
$1.55M 0.05%
4,600
+1,700
+59% +$606K
RBLX icon
378
PUT
Roblox
RBLX
$26.2B
$1.55M 0.05%
47,100
-95,500
-67% -$3.21M
VWO icon
379
Vanguard FTSE Emerging Markets ETF
VWO
$121B
$1.54M 0.05%
36,934
+28,038
+315% +$1.21M
SLB icon
380
SLB Ltd
SLB
$73.2B
$1.53M 0.05%
42,844
-35,441
-45% -$1.48M
DE icon
381
CALL
Deere & Co
DE
$163B
$1.53M 0.05%
5,100
-2,700
-35% -$994K
SPLK
382
PUT
DELISTED
Splunk Inc
SPLK
$1.51M 0.05%
17,100
+14,200
+490% +$1.56M
EQT icon
383
PUT
EQT Corp
EQT
$33.5B
$1.51M 0.05%
+43,900
New +$1.81M
CLX icon
384
PUT
Clorox
CLX
$11.9B
$1.51M 0.05%
10,700
+1,700
+19% +$243K
GM icon
385
General Motors
GM
$76.9B
$1.51M 0.05%
+47,485
New +$1.78M
WYNN icon
386
CALL
Wynn Resorts
WYNN
$10.2B
$1.5M 0.05%
26,400
+17,200
+187% +$1.14M
WIX icon
387
CALL
WIX.com
WIX
$2.38B
$1.5M 0.05%
22,800
+16,200
+245% +$1.19M
LUV icon
388
PUT
Southwest Airlines
LUV
$23B
$1.49M 0.05%
41,300
+14,800
+56% +$636K
CMCSA icon
389
PUT
Comcast
CMCSA
$87.2B
$1.49M 0.05%
38,000
-35,000
-48% -$1.5M
ABNB icon
390
Airbnb
ABNB
$89.4B
$1.49M 0.05%
16,674
+3,939
+31% +$513K
MO icon
391
PUT
Altria Group
MO
$114B
$1.48M 0.05%
35,400
+23,500
+197% +$1.22M
TSLA icon
392
Tesla
TSLA
$1.27T
$1.47M 0.05%
6,564
+2,058
+46% +$562K
SHAK icon
393
PUT
Shake Shack
SHAK
$2.61B
$1.47M 0.05%
37,200
+31,800
+589% +$1.62M
ADBE icon
394
CALL
Adobe
ADBE
$99.9B
$1.46M 0.05%
4,000
-7,100
-64% -$2.89M
OVV icon
395
CALL
Ovintiv
OVV
$17.1B
$1.46M 0.05%
33,100
+13,700
+71% +$706K
SBUX icon
396
CALL
Starbucks
SBUX
$118B
$1.46M 0.05%
19,100
-24,800
-56% -$1.9M
OIH icon
397
CALL
VanEck Oil Services ETF
OIH
$1.89B
$1.44M 0.05%
+6,200
New +$1.7M
NXPI icon
398
PUT
NXP Semiconductors
NXPI
$56.5B
$1.44M 0.05%
+9,700
New +$1.69M
SWK icon
399
CALL
Stanley Black & Decker
SWK
$14.8B
$1.43M 0.05%
13,600
+8,600
+172% +$1.06M
SPCE icon
400
PUT
Virgin Galactic
SPCE
$362M
$1.42M 0.05%
11,830
+5,710
+93% +$828K
14 15
16
17 18

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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
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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.