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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
MRO
626
PUT
DELISTED
Marathon Oil Corporation
MRO
$834K 0.03%
+37,100
New +$992K
AXP icon
627
CALL
American Express
AXP
$234B
$832K 0.03%
6,000
-3,600
-38% -$595K
FIVE icon
628
Five Below
FIVE
$12.2B
$831K 0.03%
+7,330
New +$1.05M
DDOG icon
629
PUT
Datadog
DDOG
$103B
$829K 0.03%
8,700
-49,700
-85% -$5.46M
JBLU icon
630
CALL
JetBlue
JBLU
$2.43B
$829K 0.03%
+99,100
New +$1.06M
HII icon
631
PUT
Huntington Ingalls Industries
HII
$12.8B
$828K 0.03%
+3,800
New +$803K
TSN icon
632
PUT
Tyson Foods
TSN
$20.5B
$826K 0.03%
9,600
+2,600
+37% +$233K
JWN
633
PUT
DELISTED
Nordstrom
JWN
$816K 0.03%
+38,600
New +$986K
MTD icon
634
Mettler-Toledo International
MTD
$28.7B
$812K 0.03%
707
+278
+65% +$349K
LIT icon
635
Global X Lithium & Battery Tech ETF
LIT
$1.55B
$809K 0.03%
+11,134
New +$792K
DIS icon
636
Walt Disney
DIS
$171B
$808K 0.03%
8,556
-2,293
-21% -$255K
YETI icon
637
Yeti Holdings
YETI
$3.89B
$807K 0.03%
18,661
+28
+0.2% +$1.36K
INFY icon
638
Infosys
INFY
$50.3B
$806K 0.03%
43,557
+20,199
+86% +$402K
RACE icon
639
Ferrari
RACE
$71.1B
$803K 0.03%
+4,379
New +$871K
BTU icon
640
CALL
Peabody Energy
BTU
$2.72B
$802K 0.03%
+37,600
New +$923K
BYND icon
641
CALL
Beyond Meat
BYND
$325M
$802K 0.03%
33,500
-64,200
-66% -$2.05M
AAXJ icon
642
iShares MSCI All Country Asia ex Japan ETF
AAXJ
$3.8B
$801K 0.03%
11,574
-3,435
-23% -$242K
XBI icon
643
State Street SPDR S&P Biotech ETF
XBI
$9.92B
$798K 0.03%
10,742
-11,440
-52% -$859K
GDDY icon
644
PUT
GoDaddy
GDDY
$11.3B
$793K 0.03%
11,400
+8,500
+293% +$646K
STZ icon
645
CALL
Constellation Brands
STZ
$22.4B
$792K 0.03%
3,400
+2,000
+143% +$487K
IYR icon
646
CALL
iShares US Real Estate ETF
IYR
$4.66B
$791K 0.03%
+8,600
New +$857K
ETN icon
647
Eaton
ETN
$172B
$790K 0.03%
6,271
+4,885
+352% +$683K
CLX icon
648
CALL
Clorox
CLX
$12.5B
$789K 0.03%
5,600
-2,100
-27% -$300K
LVS icon
649
PUT
Las Vegas Sands
LVS
$29.7B
$786K 0.03%
23,400
+12,200
+109% +$422K
TIP icon
650
iShares TIPS Bond ETF
TIP
$14.5B
$785K 0.03%
+6,892
New +$817K
24 25
26
27 28

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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.