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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
IONS icon
2526
PUT
Ionis Pharmaceuticals
IONS
$9.15B
– –
-6,900
Closed -$256K
IP icon
2527
CALL
International Paper
IP
$22.4B
– –
-29,500
Closed -$1.36M
IPG
2528
DELISTED
Interpublic Group of Companies
IPG
– –
-9,117
Closed -$323K
IPI icon
2529
Intrepid Potash
IPI
$456M
– –
-2,721
Closed -$224K
IQV icon
2530
CALL
IQVIA
IQV
$37.6B
– –
-1,000
Closed -$231K
IRBT
2531
PUT
DELISTED
iRobot
IRBT
– –
-6,600
Closed -$418K
IRDM icon
2532
PUT
Iridium Communications
IRDM
$5.26B
– –
-7,400
Closed -$298K
IRM icon
2533
Iron Mountain
IRM
$37.3B
– –
-7,718
Closed -$428K
IRM icon
2534
PUT
Iron Mountain
IRM
$37.3B
– –
-6,000
Closed -$332K
IRT icon
2535
Independence Realty Trust
IRT
$4.02B
– –
-12,298
Closed -$325K
ISRG icon
2536
CALL
Intuitive Surgical
ISRG
$130B
– –
-6,200
Closed -$1.87M
ISRG icon
2537
PUT
Intuitive Surgical
ISRG
$130B
– –
-4,600
Closed -$1.39M
ITOT icon
2538
iShares Core S&P Total US Stock Market ETF
ITOT
$97.5B
– –
-4,217
Closed -$426K
ITW icon
2539
CALL
Illinois Tool Works
ITW
$84.9B
– –
-4,500
Closed -$942K
ITW icon
2540
PUT
Illinois Tool Works
ITW
$84.9B
– –
-5,300
Closed -$1.11M
IVE icon
2541
iShares S&P 500 Value ETF
IVE
$49.8B
– –
-4,004
Closed -$624K
IVR icon
2542
Invesco Mortgage Capital
IVR
$758M
– –
-6,199
Closed -$141K
IWF icon
2543
iShares Russell 1000 Growth ETF
IWF
$127B
– –
-28,080
Closed -$1.95M
IXG icon
2544
iShares Global Financials ETF
IXG
$686M
– –
-2,919
Closed -$232K
IXUS icon
2545
iShares Core MSCI Total International Stock ETF
IXUS
$59.6B
– –
-56,550
Closed -$3.77M
IYK icon
2546
iShares US Consumer Staples ETF
IYK
$1.41B
– –
-3,486
Closed -$233K
IYR icon
2547
PUT
iShares US Real Estate ETF
IYR
$4.67B
– –
-7,100
Closed -$768K
J icon
2548
CALL
Jacobs Solutions
J
$16.8B
– –
-1,813
Closed -$207K
J icon
2549
PUT
Jacobs Solutions
J
$16.8B
– –
-4,957
Closed -$565K
JAGX icon
2550
Jaguar Health
JAGX
$4.91M
– –
0
– -$8K
100 101
102
103 104

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OAM
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NOCM
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QIM
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RB
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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.