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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
UAA icon
526
Under Armour
UAA
$2.88B
$1M 0.04%
+120,626
New +$1.48M
O icon
527
PUT
Realty Income
O
$58.5B
$997K 0.04%
14,600
-12,200
-46% -$838K
FSLR icon
528
PUT
First Solar
FSLR
$25.2B
$995K 0.04%
+14,600
New +$1.04M
SPOT icon
529
Spotify
SPOT
$102B
$994K 0.04%
10,594
-5,441
-34% -$614K
MAR icon
530
PUT
Marriott International
MAR
$89.7B
$993K 0.04%
7,300
+1,800
+33% +$297K
ALC icon
531
CALL
Alcon
ALC
$34.5B
$992K 0.04%
14,200
-3,400
-19% -$248K
BABA icon
532
Alibaba
BABA
$306B
$992K 0.04%
8,730
-92,516
-91% -$9.07M
FL
533
DELISTED
Foot Locker
FL
$982K 0.03%
+38,907
New +$1.16M
JPM icon
534
JPMorgan Chase
JPM
$958B
$982K 0.03%
8,721
+4,746
+119% +$588K
NRG icon
535
PUT
NRG Energy
NRG
$26.3B
$981K 0.03%
25,700
+19,400
+308% +$793K
RF icon
536
Regions Financial
RF
$27.1B
$981K 0.03%
+52,297
New +$1.08M
ASHR icon
537
Xtrackers Harvest CSI 300 China A-Shares ETF
ASHR
$1.56B
$979K 0.03%
28,641
+16,360
+133% +$511K
MAR icon
538
CALL
Marriott International
MAR
$89.7B
$979K 0.03%
7,200
+4,200
+140% +$694K
CF icon
539
CALL
CF Industries
CF
$17.9B
$977K 0.03%
11,400
-21,600
-65% -$2.1M
KOLD icon
540
ProShares UltraShort Bloomberg Natural Gas
KOLD
$103M
$976K 0.03%
+48,774
New +$776K
ASAN icon
541
CALL
Asana
ASAN
$1.98B
$972K 0.03%
55,300
+41,500
+301% +$1.04M
OKTA icon
542
PUT
Okta
OKTA
$25.4B
$967K 0.03%
10,700
+7,600
+245% +$821K
AR icon
543
CALL
Antero Resources
AR
$10.9B
$965K 0.03%
31,500
+16,200
+106% +$593K
NTR icon
544
CALL
Nutrien
NTR
$31.8B
$964K 0.03%
12,100
+3,600
+42% +$350K
DHR icon
545
PUT
Danaher
DHR
$136B
$963K 0.03%
4,286
-226
-5% -$52.1K
KBH icon
546
CALL
KB Home
KBH
$3.48B
$962K 0.03%
33,800
+27,300
+420% +$872K
DXCM icon
547
PUT
DexCom
DXCM
$32.6B
$961K 0.03%
+12,900
New +$1.18M
DISH
548
CALL
DELISTED
DISH Network Corp.
DISH
$957K 0.03%
53,400
+35,800
+203% +$868K
KBH icon
549
KB Home
KBH
$3.48B
$956K 0.03%
33,598
+21,421
+176% +$684K
KR icon
550
CALL
Kroger
KR
$35.1B
$956K 0.03%
20,200
+5,400
+36% +$288K
20 21
22
23 24

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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.