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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
BTU icon
426
PUT
Peabody Energy
BTU
$2.65B
$1.3M 0.05%
+61,100
New +$1.5M
OIH icon
427
PUT
VanEck Oil Services ETF
OIH
$1.89B
$1.3M 0.05%
+5,600
New +$1.53M
HAL icon
428
CALL
Halliburton
HAL
$26.6B
$1.3M 0.05%
41,500
+29,800
+255% +$1.11M
DAC icon
429
CALL
Danaos Corp
DAC
$2.59B
$1.3M 0.05%
20,600
-21,100
-51% -$1.69M
LLY icon
430
CALL
Eli Lilly
LLY
$1,000B
$1.3M 0.05%
4,000
+3,000
+300% +$901K
DOW icon
431
PUT
Dow Inc
DOW
$21.6B
$1.29M 0.05%
25,100
-11,300
-31% -$724K
IYR icon
432
iShares US Real Estate ETF
IYR
$4.67B
$1.29M 0.05%
14,029
+8,508
+154% +$848K
ASML icon
433
ASML
ASML
$631B
$1.28M 0.05%
2,697
-587
-18% -$328K
LRCX icon
434
PUT
Lam Research
LRCX
$369B
$1.28M 0.05%
+30,000
New +$1.43M
MO icon
435
CALL
Altria Group
MO
$114B
$1.28M 0.05%
30,600
+26,300
+612% +$1.36M
DG icon
436
PUT
Dollar General
DG
$28.2B
$1.28M 0.05%
5,200
-600
-10% -$140K
MELI icon
437
CALL
Mercado Libre
MELI
$96.3B
$1.27M 0.05%
+2,000
New +$1.74M
MELI icon
438
PUT
Mercado Libre
MELI
$96.3B
$1.27M 0.05%
+2,000
New +$1.74M
JBLU icon
439
JetBlue
JBLU
$2.35B
$1.27M 0.05%
151,854
+123,337
+433% +$1.32M
SHAK icon
440
CALL
Shake Shack
SHAK
$2.61B
$1.27M 0.05%
32,200
+28,700
+820% +$1.46M
TBF icon
441
ProShares Short 20+ Year Treasury ETF
TBF
$105M
$1.27M 0.05%
63,349
+33,485
+112% +$661K
LOW icon
442
Lowe's Companies
LOW
$119B
$1.26M 0.04%
7,232
+4,936
+215% +$952K
SMH icon
443
CALL
VanEck Semiconductor ETF
SMH
$68.5B
$1.26M 0.04%
+12,400
New +$1.44M
V icon
444
CALL
Visa
V
$683B
$1.26M 0.04%
6,400
-30,100
-82% -$6.22M
M icon
445
PUT
Macy's
M
$6.83B
$1.26M 0.04%
68,700
+30,200
+78% +$683K
CAT icon
446
PUT
Caterpillar
CAT
$382B
$1.25M 0.04%
7,000
-7,900
-53% -$1.66M
CMCSA icon
447
CALL
Comcast
CMCSA
$87.2B
$1.24M 0.04%
31,600
-37,100
-54% -$1.59M
XYZ
448
Block Inc
XYZ
$48.9B
$1.23M 0.04%
19,973
+14,417
+259% +$1.32M
MINT icon
449
PIMCO Enhanced Short Maturity Active Exchange-Traded Fund
MINT
$17B
$1.22M 0.04%
12,350
-12,552
-50% -$1.25M
TSLA icon
450
CALL
Tesla
TSLA
$1.27T
$1.21M 0.04%
5,400
-76,500
-93% -$20.9M
16 17
18
19 20

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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.