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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
ETSY icon
726
Etsy
ETSY
$8.2B
$668K 0.02%
+9,129
New +$833K
CPNG icon
727
CALL
Coupang
CPNG
$30.1B
$667K 0.02%
52,300
+12,800
+32% +$175K
KO icon
728
PUT
Coca-Cola
KO
$372B
$667K 0.02%
10,600
-47,700
-82% -$3.02M
POOL icon
729
PUT
Pool Corp
POOL
$7.39B
$667K 0.02%
1,900
-400
-17% -$159K
XLP icon
730
CALL
State Street Consumer Staples Select Sector SPDR ETF
XLP
$14.9B
$664K 0.02%
+9,200
New +$691K
ALGN icon
731
CALL
Align Technology
ALGN
$12.4B
$663K 0.02%
2,800
+700
+33% +$215K
OKE icon
732
Oneok
OKE
$55.2B
$659K 0.02%
11,874
+5,979
+101% +$388K
TWM icon
733
ProShares UltraShort Russell2000
TWM
$41.2M
$657K 0.02%
6,777
-1,175
-15% -$101K
EXAS
734
PUT
DELISTED
Exact Sciences
EXAS
$650K 0.02%
16,500
+5,600
+51% +$299K
GT icon
735
PUT
Goodyear
GT
$2.07B
$649K 0.02%
60,600
+39,700
+190% +$497K
SCZ icon
736
iShares MSCI EAFE Small-Cap ETF
SCZ
$13.5B
$649K 0.02%
11,896
+6,814
+134% +$412K
LLY icon
737
PUT
Eli Lilly
LLY
$995B
$648K 0.02%
2,000
-3,200
-62% -$961K
NSC icon
738
Norfolk Southern
NSC
$76.7B
$647K 0.02%
+2,846
New +$699K
SHYG icon
739
iShares 0-5 Year High Yield Corporate Bond ETF
SHYG
$7.61B
$644K 0.02%
15,893
+3,855
+32% +$163K
DOCU
740
DocuSign
DOCU
$11B
$643K 0.02%
11,200
+5,211
+87% +$422K
T icon
741
AT&T
T
$160B
$643K 0.02%
30,697
-73,256
-70% -$1.46M
SO icon
742
PUT
Southern Company
SO
$107B
$642K 0.02%
9,000
-5,300
-37% -$389K
FICO icon
743
CALL
Fair Isaac
FICO
$22.6B
$641K 0.02%
1,600
-900
-36% -$355K
XLV icon
744
State Street Health Care Select Sector SPDR ETF
XLV
$41.8B
$641K 0.02%
+5,001
New +$656K
SOFI icon
745
SoFi Technologies
SOFI
$24.1B
$639K 0.02%
+121,281
New +$820K
BILL icon
746
CALL
BILL Holdings
BILL
$4.84B
$638K 0.02%
5,800
-1,100
-16% -$160K
WAT icon
747
Waters Corp
WAT
$38.9B
$638K 0.02%
1,927
-591
-23% -$188K
EMLC icon
748
VanEck JP Morgan EM Local Currency Bond ETF
EMLC
$4.8B
$636K 0.02%
+25,994
New +$659K
GWW icon
749
PUT
W.W. Grainger
GWW
$61.4B
$636K 0.02%
1,400
-800
-36% -$389K
MPC icon
750
Marathon Petroleum
MPC
$91.3B
$636K 0.02%
7,734
-2,398
-24% -$224K
28 29
30
31 32

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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.