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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
SPTL icon
401
State Street SPDR Portfolio Long Term Treasury ETF
SPTL
$10.6B
$1.42M 0.05%
+42,935
New +$1.45M
INTU icon
402
Intuit
INTU
$87.1B
$1.42M 0.05%
3,672
+2,219
+153% +$919K
IIPR icon
403
CALL
Innovative Industrial Properties
IIPR
$1.7B
$1.41M 0.05%
+12,800
New +$1.82M
SOXS icon
404
Direxion Daily Semiconductor Bear 3X ETF
SOXS
$1.33B
$1.41M 0.05%
11
-2
-15% -$206K
TZA icon
405
Direxion Daily Small Cap Bear 3x ETF
TZA
$222M
$1.41M 0.05%
3,014
-2,542
-46% -$1.02M
MOS icon
406
The Mosaic Company
MOS
$6.93B
$1.4M 0.05%
29,732
-67,091
-69% -$4.11M
B
407
CALL
Barrick Mining
B
$62.6B
$1.4M 0.05%
+78,900
New +$1.71M
SPSB icon
408
State Street SPDR Portfolio Short Term Corporate Bond ETF
SPSB
$10.6B
$1.39M 0.05%
+46,831
New +$1.4M
PSX icon
409
CALL
Phillips 66
PSX
$82.7B
$1.39M 0.05%
+16,900
New +$1.56M
RTX icon
410
CALL
RTX Corp
RTX
$292B
$1.38M 0.05%
14,400
+3,600
+33% +$346K
IWB icon
411
iShares Russell 1000 ETF
IWB
$49B
$1.37M 0.05%
6,609
+2,452
+59% +$554K
UL icon
412
Unilever
UL
$137B
$1.37M 0.05%
26,620
+19,066
+252% +$971K
CI icon
413
Cigna
CI
$74.5B
$1.36M 0.05%
5,144
+3,719
+261% +$958K
XLU icon
414
State Street Utilities Select Sector SPDR ETF
XLU
$22.9B
$1.36M 0.05%
38,674
+10,312
+36% +$373K
CHWY icon
415
Chewy
CHWY
$9.4B
$1.35M 0.05%
+38,966
New +$1.25M
SMH icon
416
PUT
VanEck Semiconductor ETF
SMH
$68.5B
$1.34M 0.05%
13,200
+11,000
+500% +$1.28M
IJR icon
417
iShares Core S&P Small-Cap ETF
IJR
$111B
$1.33M 0.05%
14,440
+1,568
+12% +$156K
SHV icon
418
iShares 0-1 Year Treasury Bond ETF
SHV
$20.6B
$1.33M 0.05%
12,104
+305
+3% +$33.6K
DIA icon
419
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$45.7B
$1.33M 0.05%
+4,328
New +$1.42M
CSX icon
420
CSX Corp
CSX
$92.3B
$1.33M 0.05%
45,794
+31,374
+218% +$1.02M
HLT icon
421
Hilton Worldwide
HLT
$70.7B
$1.33M 0.05%
11,932
+8,846
+287% +$1.22M
GDX icon
422
VanEck Gold Miners ETF
GDX
$23.2B
$1.32M 0.05%
48,316
+25,122
+108% +$847K
MDB icon
423
CALL
MongoDB
MDB
$28.8B
$1.32M 0.05%
+5,100
New +$1.59M
BP icon
424
BP
BP
$114B
$1.3M 0.05%
46,049
+14,054
+44% +$431K
HON icon
425
PUT
Honeywell
HON
$78.2B
$1.3M 0.05%
7,958
-6,790
-46% -$1.22M
15 16
17
18 19

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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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NEPWA
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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.