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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
SDPI
2951
DELISTED
Superior Drilling Products Inc.
SDPI
– –
-17,114
Closed -$18K
BHIL
2952
DELISTED
Benson Hill, Inc.
BHIL
– –
-369
Closed -$42K
BIOL
2953
DELISTED
Biolase, Inc.
BIOL
– –
-6
Closed -$5K
THMO
2954
DELISTED
ThermoGenesis Holdings, Inc. Common Stock
THMO
– –
-357
Closed -$11K
ENG
2955
DELISTED
ENGlobal Corp
ENG
– –
-2,133
Closed -$22K
CBD
2956
DELISTED
Companhia Brasileira de Distribuicao
CBD
– –
-13,290
Closed -$67K
SCTL
2957
DELISTED
Societal CDMO, Inc. Common Stock
SCTL
– –
-12,545
Closed -$23K
FSR
2958
CALL
DELISTED
Fisker Inc.
FSR
– –
-64,100
Closed -$827K
FSR
2959
DELISTED
Fisker Inc.
FSR
– –
-29,835
Closed -$385K
FSR
2960
PUT
DELISTED
Fisker Inc.
FSR
– –
-25,500
Closed -$329K
ADOCW
2961
DELISTED
Edoc Acquisition Corp. Warrant
ADOCW
$0 ﹤0.01%
+10,575
New +$574
AYX
2962
CALL
DELISTED
Alteryx Inc
AYX
– –
-3,400
Closed -$243K
AYX
2963
PUT
DELISTED
Alteryx Inc
AYX
– –
-6,200
Closed -$443K
GOEV
2964
DELISTED
Canoo Inc. Class A Common Stock
GOEV
– –
-35
Closed -$89K
NEPT
2965
DELISTED
Neptune Wellness Solutions Inc. Ordinary Shares
NEPT
– –
-36
Closed -$11K
NVTA
2966
CALL
DELISTED
Invitae Corporation
NVTA
– –
-27,800
Closed -$222K
TSP
2967
CALL
DELISTED
TuSimple Holdings Inc. Class A Common Stock
TSP
– –
-28,900
Closed -$353K
WTER
2968
DELISTED
The Alkaline Water Company Inc. Common Stock
WTER
– –
-1,785
Closed -$25K
FTCH
2969
DELISTED
Farfetch Limited Class A Ordinary Shares
FTCH
– –
-71,087
Closed -$1.07M
FTCH
2970
PUT
DELISTED
Farfetch Limited Class A Ordinary Shares
FTCH
– –
-12,500
Closed -$189K
TCBP
2971
DELISTED
TC BioPharm (Holdings) plc American Depositary Shares
TCBP
– –
0
– -$30K
VMW
2972
CALL
DELISTED
VMware, Inc
VMW
– –
-3,700
Closed -$421K
VMW
2973
PUT
DELISTED
VMware, Inc
VMW
– –
-7,100
Closed -$808K
NEWR
2974
DELISTED
New Relic, Inc.
NEWR
– –
-4,943
Closed -$274K
RAD
2975
PUT
DELISTED
Rite Aid Corporation
RAD
– –
-28,100
Closed -$246K
117 118
119
120 121

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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.