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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
KRE icon
476
State Street SPDR S&P Regional Banking ETF
KRE
$4.69B
$1.14M 0.04%
+19,594
New +$1.22M
TLT icon
477
iShares 20+ Year Treasury Bond ETF
TLT
$41.4B
$1.14M 0.04%
9,898
-10,830
-52% -$1.28M
NVS icon
478
Novartis
NVS
$292B
$1.14M 0.04%
+13,440
New +$1.18M
SPOT icon
479
PUT
Spotify
SPOT
$100B
$1.14M 0.04%
12,100
-2,300
-16% -$259K
KBH icon
480
PUT
KB Home
KBH
$3.45B
$1.13M 0.04%
39,800
-5,800
-13% -$185K
CLR
481
CALL
DELISTED
CONTINENTAL RESOURCES INC.
CLR
$1.13M 0.04%
17,300
+11,300
+188% +$716K
UNH icon
482
PUT
UnitedHealth
UNH
$377B
$1.13M 0.04%
+2,200
New +$1.1M
C icon
483
Citigroup
C
$224B
$1.13M 0.04%
24,483
+2,320
+10% +$116K
PDD icon
484
Pinduoduo
PDD
$128B
$1.13M 0.04%
18,211
-27,851
-60% -$1.31M
XME icon
485
CALL
State Street SPDR S&P Metals & Mining ETF
XME
$3.94B
$1.12M 0.04%
25,900
+18,500
+250% +$1M
NEAR icon
486
iShares Short Maturity Bond ETF
NEAR
$4.84B
$1.12M 0.04%
+22,800
New +$1.13M
SCHO icon
487
Schwab Short-Term US Treasury ETF
SCHO
$12.8B
$1.12M 0.04%
+45,670
New +$1.13M
OKTA icon
488
CALL
Okta
OKTA
$24.6B
$1.12M 0.04%
+12,400
New +$1.34M
U icon
489
PUT
Unity
U
$14.6B
$1.12M 0.04%
30,400
-33,700
-53% -$1.91M
KMI icon
490
CALL
Kinder Morgan
KMI
$69.9B
$1.12M 0.04%
66,700
-102,800
-61% -$1.92M
TXRH icon
491
Texas Roadhouse
TXRH
$13.8B
$1.11M 0.04%
15,226
+11,253
+283% +$884K
QSR icon
492
PUT
Restaurant Brands International
QSR
$25.3B
$1.11M 0.04%
22,200
+13,300
+149% +$711K
KMI icon
493
PUT
Kinder Morgan
KMI
$69.9B
$1.11M 0.04%
66,000
-41,100
-38% -$770K
TMUS icon
494
PUT
T-Mobile US
TMUS
$190B
$1.1M 0.04%
8,200
+3,000
+58% +$391K
AMED
495
CALL
DELISTED
Amedisys
AMED
$1.09M 0.04%
+10,400
New +$1.33M
WDC icon
496
Western Digital
WDC
$182B
$1.08M 0.04%
31,919
+12,462
+64% +$500K
NIO icon
497
NIO
NIO
$12.1B
$1.08M 0.04%
49,757
+39,209
+372% +$719K
SDOW icon
498
ProShares UltraPro Short Dow 30
SDOW
$144M
$1.08M 0.04%
7,285
-3,760
-34% -$491K
WGO icon
499
PUT
Winnebago Industries
WGO
$885M
$1.08M 0.04%
22,200
+14,000
+171% +$724K
MDT icon
500
CALL
Medtronic
MDT
$111B
$1.08M 0.04%
12,000
+4,300
+56% +$436K
18 19
20
21 22

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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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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.