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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
REGN icon
676
Regeneron Pharmaceuticals
REGN
$78.3B
$751K 0.03%
1,270
-4,375
-78% -$2.84M
MA icon
677
Mastercard
MA
$500B
$749K 0.03%
+2,375
New +$818K
DLTR icon
678
CALL
Dollar Tree
DLTR
$25.1B
$748K 0.03%
4,800
+800
+20% +$127K
PDBC icon
679
Invesco Actively Managed Exch-Traded Commodity Fd Tr Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF
PDBC
$6.18B
$748K 0.03%
41,473
+15,225
+58% +$290K
PINS icon
680
PUT
Pinterest
PINS
$14.3B
$743K 0.03%
40,900
+10,700
+35% +$224K
FEZ icon
681
State Street SPDR EURO STOXX 50 ETF
FEZ
$4.52B
$742K 0.03%
+21,337
New +$814K
DLR icon
682
Digital Realty Trust
DLR
$71.7B
$739K 0.03%
5,695
+3,385
+147% +$468K
UTHR icon
683
United Therapeutics
UTHR
$22B
$739K 0.03%
+3,135
New +$637K
ILMN icon
684
CALL
Illumina
ILMN
$30.7B
$737K 0.03%
+4,112
New +$1.05M
NRG icon
685
CALL
NRG Energy
NRG
$24.7B
$737K 0.03%
19,300
+9,900
+105% +$405K
AMT icon
686
American Tower
AMT
$81.7B
$732K 0.03%
+2,864
New +$719K
SPYV icon
687
State Street SPDR Portfolio S&P 500 Value ETF
SPYV
$36.8B
$732K 0.03%
+19,888
New +$788K
BMRN icon
688
BioMarin Pharmaceuticals
BMRN
$11.7B
$730K 0.03%
+8,803
New +$701K
RKT icon
689
PUT
Rocket Companies
RKT
$39.9B
$729K 0.03%
+99,100
New +$856K
RPD icon
690
CALL
Rapid7
RPD
$720M
$728K 0.03%
+10,900
New +$901K
AAWW
691
CALL
DELISTED
Atlas Air Worldwide Holdings, Inc.
AAWW
$728K 0.03%
11,800
+8,000
+211% +$547K
MBB icon
692
iShares MBS ETF
MBB
$39.1B
$726K 0.03%
+7,448
New +$730K
TER icon
693
CALL
Teradyne
TER
$63.1B
$725K 0.03%
8,100
+4,800
+145% +$499K
TTD icon
694
PUT
Trade Desk
TTD
$9.09B
$725K 0.03%
17,300
-17,600
-50% -$964K
BALL icon
695
Ball Corp
BALL
$17B
$724K 0.03%
+10,532
New +$799K
JBHT icon
696
CALL
JB Hunt Transport Services
JBHT
$25.8B
$724K 0.03%
4,600
-2,000
-30% -$339K
MED icon
697
CALL
Medifast
MED
$145M
$722K 0.03%
+4,000
New +$716K
SDS icon
698
ProShares UltraShort S&P500
SDS
$391M
$717K 0.03%
2,848
-6,365
-69% -$1.42M
VNQ icon
699
Vanguard Real Estate ETF
VNQ
$39.2B
$716K 0.03%
7,863
+5,858
+292% +$584K
NEE icon
700
PUT
NextEra Energy
NEE
$182B
$713K 0.03%
9,200
-900
-9% -$68.5K
26 27
28
29 30

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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
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MCM
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EI
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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.