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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
BX icon
551
Blackstone
BX
$109B
$955K 0.03%
10,466
-3,588
-26% -$387K
SBUX icon
552
PUT
Starbucks
SBUX
$119B
$955K 0.03%
12,500
-12,300
-50% -$945K
TEVA icon
553
Teva Pharmaceuticals
TEVA
$40.2B
$955K 0.03%
127,020
+94,471
+290% +$823K
ADM icon
554
PUT
Archer Daniels Midland
ADM
$38.4B
$954K 0.03%
+12,300
New +$1.08M
DUK icon
555
PUT
Duke Energy
DUK
$96.6B
$954K 0.03%
8,900
-13,500
-60% -$1.48M
CMG icon
556
Chipotle Mexican Grill
CMG
$47.3B
$952K 0.03%
+36,400
New +$1.01M
APPS icon
557
CALL
Digital Turbine
APPS
$1.17B
$950K 0.03%
54,400
+29,700
+120% +$805K
MP icon
558
CALL
MP Materials
MP
$8.51B
$950K 0.03%
29,600
+17,900
+153% +$722K
SYF icon
559
Synchrony
SYF
$25.7B
$949K 0.03%
34,367
+22,630
+193% +$786K
ALGN icon
560
Align Technology
ALGN
$12.3B
$946K 0.03%
3,999
+1,112
+39% +$342K
IVV icon
561
iShares Core S&P 500 ETF
IVV
$898B
$946K 0.03%
2,494
-1,224
-33% -$503K
APP icon
562
Applovin
APP
$140B
$944K 0.03%
+27,408
New +$1.1M
AGNC icon
563
PUT
AGNC Investment
AGNC
$12.7B
$939K 0.03%
84,800
+63,300
+294% +$750K
GPN icon
564
Global Payments
GPN
$23.7B
$939K 0.03%
+8,484
New +$1.07M
HPQ icon
565
HP
HPQ
$25.7B
$935K 0.03%
+28,517
New +$1.05M
ITUB icon
566
Itaú Unibanco
ITUB
$92.4B
$934K 0.03%
247,171
-1,675
-0.7% -$7.44K
HEFA icon
567
iShares Currency Hedged MSCI EAFE ETF
HEFA
$7.64B
$933K 0.03%
+29,326
New +$972K
CPE
568
CALL
DELISTED
Callon Petroleum Company
CPE
$933K 0.03%
23,800
+13,000
+120% +$696K
BILI icon
569
CALL
Bilibili
BILI
$7.93B
$932K 0.03%
36,400
-12,200
-25% -$293K
AI icon
570
CALL
C3.ai
AI
$1.55B
$928K 0.03%
+50,800
New +$934K
SOFI icon
571
CALL
SoFi Technologies
SOFI
$23.8B
$921K 0.03%
+174,800
New +$1.18M
FCX icon
572
Freeport-McMoran
FCX
$96.3B
$919K 0.03%
31,398
-69,527
-69% -$2.78M
ROK icon
573
PUT
Rockwell Automation
ROK
$49.2B
$917K 0.03%
4,600
+3,000
+188% +$677K
KDP icon
574
Keurig Dr Pepper
KDP
$42.2B
$916K 0.03%
25,874
+15,856
+158% +$576K
PTON icon
575
Peloton Interactive
PTON
$2.85B
$915K 0.03%
+99,691
New +$1.6M
21 22
23
24 25

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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.