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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
CLR
701
PUT
DELISTED
CONTINENTAL RESOURCES INC.
CLR
$712K 0.03%
10,900
+3,900
+56% +$247K
XLF icon
702
State Street Financial Select Sector SPDR ETF
XLF
$58.5B
$711K 0.03%
22,609
-11,075
-33% -$383K
CDNS icon
703
Cadence Design Systems
CDNS
$93.8B
$709K 0.03%
+4,729
New +$714K
COOP
704
PUT
DELISTED
Mr. Cooper
COOP
$709K 0.03%
19,300
+13,700
+245% +$580K
FLGT icon
705
CALL
Fulgent Genetics
FLGT
$527M
$709K 0.03%
13,000
+7,200
+124% +$396K
DOW icon
706
Dow Inc
DOW
$21.9B
$708K 0.03%
13,719
-31,671
-70% -$2.03M
DISH
707
PUT
DELISTED
DISH Network Corp.
DISH
$708K 0.03%
+39,500
New +$958K
ENB icon
708
PUT
Enbridge
ENB
$117B
$702K 0.02%
16,600
+6,500
+64% +$290K
AON icon
709
PUT
Aon
AON
$75.7B
$701K 0.02%
+2,600
New +$747K
ORLY icon
710
CALL
O'Reilly Automotive
ORLY
$74.9B
$695K 0.02%
+16,500
New +$710K
RRC icon
711
CALL
Range Resources
RRC
$9.28B
$695K 0.02%
28,100
+4,900
+21% +$150K
VGSH icon
712
Vanguard Short-Term Treasury ETF
VGSH
$29.3B
$695K 0.02%
+11,812
New +$697K
KMB icon
713
CALL
Kimberly-Clark
KMB
$37B
$689K 0.02%
5,100
-9,300
-65% -$1.23M
IWN icon
714
iShares Russell 2000 Value ETF
IWN
$14.7B
$688K 0.02%
5,053
-619
-11% -$92.1K
COOP
715
CALL
DELISTED
Mr. Cooper
COOP
$687K 0.02%
+18,700
New +$792K
FVRR icon
716
CALL
Fiverr
FVRR
$347M
$684K 0.02%
19,900
+5,900
+42% +$281K
MDT icon
717
Medtronic
MDT
$110B
$684K 0.02%
7,616
+5,766
+312% +$584K
UAL icon
718
United Airlines
UAL
$43B
$680K 0.02%
19,206
+8,431
+78% +$370K
TEAM icon
719
Atlassian
TEAM
$28B
$678K 0.02%
3,619
-6,900
-66% -$1.47M
EFX icon
720
CALL
Equifax
EFX
$20.8B
$676K 0.02%
+3,700
New +$740K
KMB icon
721
PUT
Kimberly-Clark
KMB
$37B
$676K 0.02%
5,000
-6,300
-56% -$830K
NTAP icon
722
CALL
NetApp
NTAP
$37.4B
$672K 0.02%
+10,300
New +$741K
FLGT icon
723
PUT
Fulgent Genetics
FLGT
$527M
$671K 0.02%
12,300
+5,500
+81% +$302K
WPC icon
724
PUT
W.P. Carey
WPC
$16.5B
$671K 0.02%
8,270
-1,532
-16% -$124K
VEEV icon
725
Veeva Systems
VEEV
$34.4B
$669K 0.02%
+3,379
New +$622K
27 28
29
30 31

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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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EI
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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.