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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
URI icon
601
CALL
United Rentals
URI
$71.2B
$874K 0.03%
+3,600
New +$1.06M
MP icon
602
PUT
MP Materials
MP
$8.53B
$873K 0.03%
27,200
-3,700
-12% -$149K
LULU icon
603
PUT
lululemon athletica
LULU
$13.9B
$872K 0.03%
+3,200
New +$1.03M
LRCX icon
604
Lam Research
LRCX
$395B
$871K 0.03%
20,440
+11,500
+129% +$547K
BKLN icon
605
Invesco Senior Loan ETF
BKLN
$6.79B
$870K 0.03%
42,909
+21,243
+98% +$450K
BILL icon
606
PUT
BILL Holdings
BILL
$4.84B
$869K 0.03%
7,900
-7,500
-49% -$1.09M
HON icon
607
CALL
Honeywell
HON
$78.9B
$869K 0.03%
5,305
-3,926
-43% -$705K
ALC icon
608
PUT
Alcon
ALC
$34.6B
$860K 0.03%
12,300
-1,800
-13% -$131K
FVRR icon
609
PUT
Fiverr
FVRR
$348M
$860K 0.03%
25,000
-9,200
-27% -$437K
AXP icon
610
PUT
American Express
AXP
$234B
$859K 0.03%
6,200
-4,100
-40% -$677K
JWN
611
CALL
DELISTED
Nordstrom
JWN
$858K 0.03%
40,600
+27,800
+217% +$710K
SYY icon
612
PUT
Sysco
SYY
$39.7B
$856K 0.03%
10,100
-3,100
-23% -$260K
AGNC icon
613
AGNC Investment
AGNC
$12.7B
$855K 0.03%
77,252
+50,977
+194% +$604K
LQD icon
614
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
$33B
$855K 0.03%
7,774
-33,230
-81% -$3.75M
ALGN icon
615
PUT
Align Technology
ALGN
$12.4B
$852K 0.03%
3,600
+1,600
+80% +$492K
PH icon
616
Parker-Hannifin
PH
$126B
$852K 0.03%
3,461
-373
-10% -$99.8K
DXCM icon
617
CALL
DexCom
DXCM
$32.8B
$850K 0.03%
+11,400
New +$1.04M
CL icon
618
Colgate-Palmolive
CL
$73.4B
$848K 0.03%
+10,585
New +$828K
PANW icon
619
Palo Alto Networks
PANW
$295B
$847K 0.03%
10,290
-2,136
-17% -$189K
BBWI icon
620
CALL
Bath & Body Works
BBWI
$4.2B
$845K 0.03%
31,400
+17,100
+120% +$742K
JNJ icon
621
Johnson & Johnson
JNJ
$612B
$844K 0.03%
4,752
-22,137
-82% -$3.94M
SONO icon
622
CALL
Sonos
SONO
$1.94B
$842K 0.03%
46,700
+22,000
+89% +$493K
TROW icon
623
PUT
T. Rowe Price
TROW
$24.3B
$841K 0.03%
7,400
+2,100
+40% +$267K
CVE icon
624
PUT
Cenovus Energy
CVE
$53.4B
$840K 0.03%
+44,200
New +$880K
HYG icon
625
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$16.6B
$839K 0.03%
+11,393
New +$886K
23 24
25
26 27

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BCM
Benchstone Capital Management New York $860M AUM 32.46% 1-Year Est. Return
OAM
Ophir Asset Management Sydney, Australia $859M AUM 59.08% 1-Year Est. Return
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.