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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
BTI icon
1126
British American Tobacco
BTI
$128B
$372K 0.01%
+8,664
New +$372K
BALL icon
1127
CALL
Ball Corp
BALL
$16.9B
$371K 0.01%
+5,400
New +$410K
LAD icon
1128
Lithia Motors
LAD
$8.1B
$371K 0.01%
1,350
-372
-22% -$108K
LOGI icon
1129
PUT
Logitech
LOGI
$15.1B
$370K 0.01%
+7,100
New +$437K
VRTX icon
1130
Vertex Pharmaceuticals
VRTX
$123B
$369K 0.01%
1,309
-22,994
-95% -$6.15M
DRIP icon
1131
Direxion Daily S&P Oil & Gas Exp. & Prod. Bear 2X ETF
DRIP
$115M
$368K 0.01%
1,488
-769
-34% -$159K
TTWO icon
1132
CALL
Take-Two Interactive
TTWO
$43.9B
$368K 0.01%
3,000
-8,500
-74% -$1.08M
ITB icon
1133
iShares US Home Construction ETF
ITB
$2.34B
$367K 0.01%
6,986
-3,193
-31% -$182K
RPD icon
1134
PUT
Rapid7
RPD
$726M
$367K 0.01%
+5,500
New +$454K
SO icon
1135
Southern Company
SO
$107B
$367K 0.01%
5,147
+794
+18% +$58.3K
XLK icon
1136
State Street Technology Select Sector SPDR ETF
XLK
$122B
$367K 0.01%
5,772
-2,030
-26% -$141K
KNX icon
1137
PUT
Knight Transportation
KNX
$11.5B
$366K 0.01%
+7,900
New +$374K
EXE
1138
Expand Energy Corp
EXE
$21B
$366K 0.01%
+4,518
New +$408K
ICSH icon
1139
iShares Ultra Short Duration Bond Active ETF
ICSH
$8.12B
$365K 0.01%
+7,295
New +$365K
VLY icon
1140
Valley National Bancorp
VLY
$8.17B
$365K 0.01%
+35,083
New +$417K
M icon
1141
Macy's
M
$6.71B
$364K 0.01%
19,843
-685
-3% -$15.5K
LHX icon
1142
PUT
L3Harris
LHX
$53.3B
$363K 0.01%
+1,500
New +$362K
HEDJ icon
1143
WisdomTree Europe Hedged Equity Fund
HEDJ
$1.86B
$362K 0.01%
+11,040
New +$396K
SM icon
1144
PUT
SM Energy
SM
$6.96B
$362K 0.01%
+10,600
New +$431K
STT icon
1145
State Street
STT
$51.4B
$362K 0.01%
5,878
+2,875
+96% +$203K
ACN icon
1146
CALL
Accenture
ACN
$104B
$361K 0.01%
1,300
-3,300
-72% -$992K
MED icon
1147
PUT
Medifast
MED
$137M
$361K 0.01%
+2,000
New +$358K
VMBS icon
1148
Vanguard Mortgage-Backed Securities ETF
VMBS
$15.4B
$361K 0.01%
+7,550
New +$364K
SIX
1149
DELISTED
Six Flags Entertainment Corp.
SIX
$361K 0.01%
16,632
+5,913
+55% +$188K
ALK icon
1150
CALL
Alaska Air
ALK
$5.81B
$360K 0.01%
+9,000
New +$439K
44 45
46
47 48

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BCM
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OAM
Ophir Asset Management Sydney, Australia $859M AUM 59.08% 1-Year Est. Return
WFAL
Wedbush Fund Advisers, LLC Pasadena, California $863M AUM
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
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.