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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
WING icon
901
CALL
Wingstop
WING
$3.55B
$508K 0.02%
6,800
+4,800
+240% +$418K
BCE icon
902
BCE
BCE
$20.3B
$507K 0.02%
+10,308
New +$553K
DPZ icon
903
PUT
Domino's
DPZ
$12.1B
$507K 0.02%
1,300
+300
+30% +$111K
LVS icon
904
CALL
Las Vegas Sands
LVS
$30.6B
$507K 0.02%
15,100
+9,400
+165% +$325K
AWK icon
905
CALL
American Water Works
AWK
$26.1B
$506K 0.02%
+3,400
New +$518K
SPGI icon
906
PUT
S&P Global
SPGI
$123B
$506K 0.02%
1,500
-6,800
-82% -$2.42M
TEAM icon
907
CALL
Atlassian
TEAM
$26.3B
$506K 0.02%
2,700
-3,700
-58% -$790K
BJ icon
908
PUT
BJs Wholesale Club
BJ
$12.4B
$505K 0.02%
8,100
+4,700
+138% +$295K
DT icon
909
PUT
Dynatrace
DT
$13.3B
$505K 0.02%
12,800
+6,900
+117% +$275K
FSLR icon
910
First Solar
FSLR
$26.2B
$505K 0.02%
7,415
-775
-9% -$55.2K
TCOM icon
911
Trip.com Group
TCOM
$29.5B
$505K 0.02%
+18,414
New +$411K
PM icon
912
PUT
Philip Morris
PM
$292B
$504K 0.02%
5,100
-8,900
-64% -$907K
CRSP icon
913
CRISPR Therapeutics
CRSP
$4.88B
$502K 0.02%
+8,254
New +$485K
HII icon
914
Huntington Ingalls Industries
HII
$12.8B
$501K 0.02%
+2,301
New +$486K
IDXX icon
915
Idexx Laboratories
IDXX
$44.8B
$501K 0.02%
1,428
+452
+46% +$184K
TME icon
916
Tencent Music
TME
$15.8B
$501K 0.02%
+99,894
New +$441K
PAYC icon
917
Paycom
PAYC
$8.17B
$500K 0.02%
+1,784
New +$526K
BLDR icon
918
CALL
Builders FirstSource
BLDR
$7.8B
$499K 0.02%
9,300
+5,700
+158% +$350K
CZR icon
919
Caesars Entertainment
CZR
$6.06B
$499K 0.02%
+13,033
New +$726K
IQLT icon
920
iShares MSCI Intl Quality Factor ETF
IQLT
$14B
$498K 0.02%
+16,097
New +$541K
FANG icon
921
PUT
Diamondback Energy
FANG
$55.9B
$497K 0.02%
4,100
-14,800
-78% -$2.03M
RXI icon
922
iShares Global Consumer Discretionary ETF
RXI
$275M
$497K 0.02%
+3,910
New +$540K
BIO icon
923
PUT
Bio-Rad Laboratories Class A
BIO
$8.96B
$495K 0.02%
+1,000
New +$521K
ED icon
924
PUT
Consolidated Edison
ED
$39.8B
$495K 0.02%
5,200
-3,900
-43% -$371K
DUK icon
925
Duke Energy
DUK
$96.9B
$494K 0.02%
4,609
-4,478
-49% -$492K
35 36
37
38 39

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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.