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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
MDB icon
501
MongoDB
MDB
$28.8B
$1.07M 0.04%
4,144
-1,000
-19% -$313K
AN icon
502
PUT
AutoNation
AN
$7.12B
$1.07M 0.04%
9,600
+6,800
+243% +$771K
ADP icon
503
PUT
Automatic Data Processing
ADP
$107B
$1.07M 0.04%
5,100
+500
+11% +$110K
ADSK icon
504
Autodesk
ADSK
$49.6B
$1.07M 0.04%
6,222
+4,141
+199% +$796K
SPEM icon
505
State Street SPDR Portfolio Emerging Markets ETF
SPEM
$17.3B
$1.07M 0.04%
+30,705
New +$1.11M
CVE icon
506
Cenovus Energy
CVE
$54.5B
$1.07M 0.04%
56,092
+37,749
+206% +$751K
DOW icon
507
CALL
Dow Inc
DOW
$21.6B
$1.06M 0.04%
20,600
+4,100
+25% +$263K
MCHP icon
508
PUT
Microchip Technology
MCHP
$40.8B
$1.06M 0.04%
+18,300
New +$1.21M
AKAM icon
509
Akamai
AKAM
$17.1B
$1.06M 0.04%
+11,618
New +$1.21M
ROKU icon
510
PUT
Roku
ROKU
$21.6B
$1.06M 0.04%
12,900
-26,700
-67% -$2.59M
ADBE icon
511
Adobe
ADBE
$99.9B
$1.06M 0.04%
2,894
+1,331
+85% +$542K
PEP icon
512
PepsiCo
PEP
$191B
$1.06M 0.04%
6,352
-2,928
-32% -$493K
BIDU icon
513
PUT
Baidu
BIDU
$38.3B
$1.06M 0.04%
7,100
-30,900
-81% -$4.08M
WDC icon
514
PUT
Western Digital
WDC
$182B
$1.05M 0.04%
30,958
+5,027
+19% +$202K
CLF icon
515
Cleveland-Cliffs
CLF
$6.4B
$1.05M 0.04%
68,198
+12,561
+23% +$300K
QRVO icon
516
PUT
Qorvo
QRVO
$7.89B
$1.04M 0.04%
+11,000
New +$1.19M
UBER icon
517
Uber
UBER
$146B
$1.04M 0.04%
50,675
+41,308
+441% +$1.1M
TEAM icon
518
PUT
Atlassian
TEAM
$26.3B
$1.03M 0.04%
5,500
-7,300
-57% -$1.56M
AON icon
519
CALL
Aon
AON
$75.9B
$1.02M 0.04%
3,800
+2,800
+280% +$805K
ODFL icon
520
CALL
Old Dominion Freight Line
ODFL
$44B
$1.02M 0.04%
8,000
+4,800
+150% +$629K
ETN icon
521
PUT
Eaton
ETN
$170B
$1.02M 0.04%
8,100
+4,200
+108% +$588K
LMND icon
522
CALL
Lemonade
LMND
$4.1B
$1.02M 0.04%
55,700
-34,100
-38% -$718K
FSLR icon
523
CALL
First Solar
FSLR
$25B
$1.01M 0.04%
+14,900
New +$1.06M
COR icon
524
Cencora
COR
$60B
$1.01M 0.04%
+7,135
New +$1.09M
NXPI icon
525
CALL
NXP Semiconductors
NXPI
$56.5B
$1.01M 0.04%
6,800
+3,800
+127% +$660K
19 20
21
22 23

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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.