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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
AXTA icon
826
Axalta
AXTA
$8.05B
$564K 0.02%
+25,528
New +$649K
XLP icon
827
PUT
State Street Consumer Staples Select Sector SPDR ETF
XLP
$14.9B
$563K 0.02%
+7,800
New +$586K
HUM icon
828
PUT
Humana
HUM
$43.5B
$562K 0.02%
+1,200
New +$534K
SNOW icon
829
Snowflake
SNOW
$110B
$562K 0.02%
+4,043
New +$640K
GH icon
830
PUT
Guardant Health
GH
$21.4B
$561K 0.02%
13,900
+10,200
+276% +$505K
DINO icon
831
PUT
HF Sinclair
DINO
$15.7B
$560K 0.02%
12,400
+7,200
+138% +$322K
FVD icon
832
First Trust Value Line Dividend Fund
FVD
$8.38B
$560K 0.02%
14,436
-7,744
-35% -$314K
DGX icon
833
CALL
Quest Diagnostics
DGX
$25.8B
$559K 0.02%
4,200
+200
+5% +$27.3K
APA icon
834
CALL
APA Corp
APA
$12.7B
$558K 0.02%
16,000
-15,400
-49% -$655K
DAC icon
835
Danaos Corp
DAC
$2.53B
$558K 0.02%
+8,845
New +$709K
SIVB
836
DELISTED
SVB Financial Group
SIVB
$556K 0.02%
+1,407
New +$663K
ACN icon
837
PUT
Accenture
ACN
$104B
$555K 0.02%
2,000
-10,500
-84% -$3.16M
WFC icon
838
Wells Fargo
WFC
$267B
$555K 0.02%
14,173
-51,982
-79% -$2.28M
RY icon
839
PUT
Royal Bank of Canada
RY
$290B
$552K 0.02%
5,700
+3,700
+185% +$378K
D icon
840
CALL
Dominion Energy
D
$60.9B
$551K 0.02%
6,900
+100
+1% +$8.26K
APD icon
841
Air Products & Chemicals
APD
$65.6B
$549K 0.02%
2,284
+657
+40% +$160K
SGEN
842
CALL
DELISTED
Seagen Inc. Common Stock
SGEN
$549K 0.02%
+3,100
New +$447K
WMT icon
843
Walmart Inc
WMT
$888B
$548K 0.02%
13,524
-3,024
-18% -$139K
DUK icon
844
CALL
Duke Energy
DUK
$96.9B
$547K 0.02%
5,100
-24,300
-83% -$2.67M
SPHR icon
845
CALL
Sphere Entertainment
SPHR
$5.69B
$547K 0.02%
10,400
+7,400
+247% +$500K
MPWR icon
846
Monolithic Power Systems
MPWR
$65.6B
$546K 0.02%
1,422
+631
+80% +$267K
RWM icon
847
ProShares Short Russell2000
RWM
$129M
$546K 0.02%
20,959
-26,094
-55% -$636K
WTRG icon
848
Essential Utilities
WTRG
$11.2B
$546K 0.02%
+11,900
New +$553K
DJP icon
849
iPath Bloomberg Commodity Index Total Return ETN due 12 June 2036
DJP
$775M
$545K 0.02%
15,666
+9,472
+153% +$366K
COP icon
850
ConocoPhillips
COP
$144B
$543K 0.02%
6,051
-12,406
-67% -$1.28M
32 33
34
35 36

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BCM
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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
EI
EAM Investors Solana Beach, California $866M AUM 377.14% 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.