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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
TROW icon
751
CALL
T. Rowe Price
TROW
$24.7B
$636K 0.02%
5,600
+2,000
+56% +$254K
CF icon
752
PUT
CF Industries
CF
$18.1B
$634K 0.02%
7,400
-15,600
-68% -$1.52M
W icon
753
Wayfair
W
$15.3B
$634K 0.02%
+14,545
New +$1.02M
BIG
754
CALL
DELISTED
Big Lots, Inc.
BIG
$633K 0.02%
+30,200
New +$888K
AMP icon
755
Ameriprise Financial
AMP
$48.9B
$632K 0.02%
+2,657
New +$712K
TMF icon
756
Direxion Daily 20+ Year Treasury Bull 3X ETF
TMF
$2.18B
$630K 0.02%
+5,047
New +$696K
ULTA icon
757
Ulta Beauty
ULTA
$23.4B
$629K 0.02%
1,633
-3,410
-68% -$1.36M
DEO icon
758
Diageo
DEO
$48.8B
$628K 0.02%
+3,604
New +$686K
ORLY icon
759
O'Reilly Automotive
ORLY
$74.9B
$628K 0.02%
14,910
-5,820
-28% -$250K
JD icon
760
JD.com
JD
$44.5B
$626K 0.02%
9,755
-36,556
-79% -$2.11M
BIDU icon
761
CALL
Baidu
BIDU
$38.2B
$625K 0.02%
4,200
-20,400
-83% -$2.7M
IBM icon
762
IBM
IBM
$222B
$624K 0.02%
4,419
+2,707
+158% +$365K
LI icon
763
CALL
Li Auto
LI
$13.4B
$624K 0.02%
16,300
+200
+1% +$5.34K
TWTR
764
PUT
DELISTED
Twitter, Inc.
TWTR
$624K 0.02%
16,700
-71,900
-81% -$3.08M
AEP icon
765
American Electric Power
AEP
$69.9B
$623K 0.02%
6,496
-632
-9% -$62.6K
THO icon
766
PUT
Thor Industries
THO
$4.16B
$620K 0.02%
8,300
+3,900
+89% +$302K
ANET icon
767
CALL
Arista Networks
ANET
$240B
$619K 0.02%
26,400
-27,200
-51% -$746K
CTAS icon
768
Cintas
CTAS
$81.5B
$619K 0.02%
6,628
+1,740
+36% +$170K
YETI icon
769
PUT
Yeti Holdings
YETI
$3.92B
$619K 0.02%
14,300
+3,400
+31% +$165K
LRN icon
770
Stride
LRN
$3.42B
$618K 0.02%
+15,158
New +$561K
PZZA icon
771
CALL
Papa John's
PZZA
$1.01B
$618K 0.02%
7,400
+4,800
+185% +$432K
PZZA icon
772
PUT
Papa John's
PZZA
$1.01B
$618K 0.02%
7,400
+4,600
+164% +$414K
ROK icon
773
CALL
Rockwell Automation
ROK
$49.5B
$618K 0.02%
3,100
+700
+29% +$158K
AAWW
774
PUT
DELISTED
Atlas Air Worldwide Holdings, Inc.
AAWW
$617K 0.02%
10,000
+7,000
+233% +$478K
ECL icon
775
PUT
Ecolab
ECL
$79.7B
$615K 0.02%
4,000
+1,000
+33% +$166K
29 30
31
32 33

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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.