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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
WM icon
2901
CALL
Waste Management
WM
$90.3B
– –
-2,000
Closed -$317K
WM icon
2902
PUT
Waste Management
WM
$90.3B
– –
-2,500
Closed -$396K
WOLF icon
2903
Wolfspeed
WOLF
$1.29B
– –
-2,570
Closed -$214K
WRB icon
2904
W.R. Berkley
WRB
$26.7B
– –
-7,080
Closed -$314K
WST icon
2905
West Pharmaceutical
WST
$24.4B
– –
-653
Closed -$268K
WTI icon
2906
W&T Offshore
WTI
$521M
– –
-23,771
Closed -$91K
WYNN icon
2907
Wynn Resorts
WYNN
$10.1B
– –
-4,305
Closed -$285K
XCUR icon
2908
Exicure
XCUR
$10.3M
– –
-473
Closed -$14K
XEL icon
2909
PUT
Xcel Energy
XEL
$48.8B
– –
-4,000
Closed -$289K
XLI icon
2910
CALL
State Street Industrial Select Sector SPDR ETF
XLI
$33.1B
– –
-5,600
Closed -$577K
XLI icon
2911
PUT
State Street Industrial Select Sector SPDR ETF
XLI
$33.1B
– –
-8,000
Closed -$824K
XLRE icon
2912
State Street Real Estate Select Sector SPDR ETF
XLRE
$8.62B
– –
-8,406
Closed -$406K
XLU icon
2913
PUT
State Street Utilities Select Sector SPDR ETF
XLU
$22.9B
– –
-10,000
Closed -$372K
XLV icon
2914
CALL
State Street Health Care Select Sector SPDR ETF
XLV
$41.7B
– –
-9,500
Closed -$1.3M
XME icon
2915
State Street SPDR S&P Metals & Mining ETF
XME
$3.9B
– –
-7,301
Closed -$396K
XP icon
2916
CALL
XP
XP
$8.77B
– –
-20,300
Closed -$611K
XPL icon
2917
Solitario Resources
XPL
$67.7M
– –
-20,772
Closed -$18K
XSOE icon
2918
WisdomTree Emerging Markets ex-State-Owned Enterprises Fund
XSOE
$2.03B
– –
-10,302
Closed -$336K
YINN icon
2919
Direxion Daily FTSE China Bull 3X ETF
YINN
$766M
– –
-9,474
Closed -$875K
YUM icon
2920
Yum! Brands
YUM
$40.9B
– –
-2,266
Closed -$269K
ZBRA icon
2921
Zebra Technologies
ZBRA
$13.9B
– –
-1,409
Closed -$491K
ZBRA icon
2922
PUT
Zebra Technologies
ZBRA
$13.9B
– –
-2,500
Closed -$1.03M
ZG icon
2923
Zillow
ZG
$8.05B
– –
-13,515
Closed -$652K
ZG icon
2924
PUT
Zillow
ZG
$8.05B
– –
-11,000
Closed -$531K
GTM
2925
PUT
ZoomInfo Technologies
GTM
$1.06B
– –
-4,400
Closed -$263K
115 116
117
118 119

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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.