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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
ENPH icon
576
Enphase Energy
ENPH
$5.39B
$914K 0.03%
4,679
+910
+24% +$165K
RTX icon
577
PUT
RTX Corp
RTX
$292B
$913K 0.03%
9,500
+1,800
+23% +$173K
KMI icon
578
Kinder Morgan
KMI
$70B
$910K 0.03%
+54,301
New +$1.02M
BG icon
579
CALL
Bunge Global
BG
$20.7B
$907K 0.03%
+10,000
New +$1.11M
JCI icon
580
Johnson Controls International
JCI
$93.1B
$904K 0.03%
18,880
+8,206
+77% +$457K
ILMN icon
581
PUT
Illumina
ILMN
$30B
$903K 0.03%
5,037
+4,009
+390% +$1.02M
TGT icon
582
Target
TGT
$67.9B
$903K 0.03%
+6,393
New +$1.23M
PINS icon
583
CALL
Pinterest
PINS
$14.3B
$901K 0.03%
49,600
-47,500
-49% -$994K
MLM icon
584
CALL
Martin Marietta Materials
MLM
$33.3B
$898K 0.03%
3,000
-4,200
-58% -$1.43M
VZ icon
585
Verizon
VZ
$194B
$897K 0.03%
17,670
-38,516
-69% -$1.95M
QRVO icon
586
CALL
Qorvo
QRVO
$8.26B
$896K 0.03%
+9,500
New +$1.02M
ABT icon
587
Abbott
ABT
$183B
$895K 0.03%
8,235
+3,643
+79% +$414K
LRCX icon
588
CALL
Lam Research
LRCX
$394B
$895K 0.03%
+21,000
New +$1,000K
ADSK icon
589
PUT
Autodesk
ADSK
$49.7B
$894K 0.03%
5,200
-3,400
-40% -$654K
AN icon
590
CALL
AutoNation
AN
$7.11B
$894K 0.03%
8,000
+1,000
+14% +$113K
MDLZ icon
591
Mondelez International
MDLZ
$78.6B
$893K 0.03%
+14,378
New +$908K
STLD icon
592
Steel Dynamics
STLD
$38.2B
$890K 0.03%
13,458
+10,803
+407% +$865K
WSM icon
593
PUT
Williams-Sonoma
WSM
$29.5B
$888K 0.03%
+16,000
New +$1.03M
WMB icon
594
CALL
Williams Companies
WMB
$88.3B
$886K 0.03%
28,400
+9,200
+48% +$318K
SE icon
595
Sea Limited
SE
$68.8B
$883K 0.03%
+13,213
New +$1.13M
ON icon
596
ON Semiconductor
ON
$31.6B
$880K 0.03%
17,497
-5,214
-23% -$291K
LMND icon
597
PUT
Lemonade
LMND
$4.25B
$878K 0.03%
48,100
+26,800
+126% +$565K
GOOG icon
598
CALL
Alphabet (Google) Class C
GOOG
$4.57T
$875K 0.03%
8,000
+6,000
+300% +$709K
JBLU icon
599
PUT
JetBlue
JBLU
$2.48B
$875K 0.03%
+104,500
New +$1.12M
CPE
600
DELISTED
Callon Petroleum Company
CPE
$875K 0.03%
22,332
+9,392
+73% +$503K
22 23
24
25 26

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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.