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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
DBE icon
2326
Invesco DB Energy Fund
DBE
$82.8M
– –
-9,014
Closed -$208K
DBEF icon
2327
Xtrackers MSCI EAFE Hedged Equity ETF
DBEF
$9.31B
– –
-6,863
Closed -$259K
DBRG icon
2328
DigitalBridge
DBRG
$2.94B
– –
-8,294
Closed -$239K
DBX icon
2329
CALL
Dropbox
DBX
$8.17B
– –
-13,100
Closed -$305K
DBX icon
2330
Dropbox
DBX
$8.17B
– –
-9,947
Closed -$231K
DBX icon
2331
PUT
Dropbox
DBX
$8.17B
– –
-16,900
Closed -$393K
DD icon
2332
PUT
DuPont de Nemours
DD
$19.9B
– –
-7,090
Closed -$655K
DDD icon
2333
CALL
3D Systems Corp
DDD
$583M
– –
-19,800
Closed -$330K
DDL
2334
Dingdong
DDL
$488M
– –
-19,882
Closed -$71K
DDS icon
2335
CALL
Dillards
DDS
$9.63B
– –
-1,300
Closed -$349K
DDS icon
2336
PUT
Dillards
DDS
$9.63B
– –
-1,100
Closed -$295K
DEO icon
2337
CALL
Diageo
DEO
$49.2B
– –
-2,200
Closed -$447K
DFS
2338
CALL
DELISTED
Discover Financial Services
DFS
– –
-3,900
Closed -$430K
DFS
2339
DELISTED
Discover Financial Services
DFS
– –
-2,050
Closed -$226K
DHC
2340
Diversified Healthcare Trust
DHC
$2.22B
– –
-11,062
Closed -$35K
DHY
2341
Credit Suisse High Yield Credit Fund
DHY
$242M
– –
-15,673
Closed -$34K
DIA icon
2342
CALL
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$46.7B
– –
-700
Closed -$243K
DIA icon
2343
PUT
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$46.7B
– –
-2,000
Closed -$694K
DIAL icon
2344
Columbia Diversified Fixed Income Allocation ETF
DIAL
$388M
– –
-13,515
Closed -$263K
DIG icon
2345
ProShares Ultra Energy
DIG
$76.5M
– –
-7,516
Closed -$266K
DIN icon
2346
Dine Brands
DIN
$453M
– –
-3,313
Closed -$258K
DKS icon
2347
Dick's Sporting Goods
DKS
$17.9B
– –
-10,244
Closed -$911K
DLR icon
2348
CALL
Digital Realty Trust
DLR
$72.1B
– –
-3,000
Closed -$425K
DLR icon
2349
PUT
Digital Realty Trust
DLR
$72.1B
– –
-8,700
Closed -$1.23M
DNP icon
2350
DNP Select Income Fund
DNP
$4.03B
– –
-12,083
Closed -$143K
92 93
94
95 96

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BCM
Benchstone Capital Management New York $860M AUM 32.46% 1-Year Est. Return
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.