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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
CVS icon
326
CVS Health
CVS
$134B
$1.87M 0.07%
20,182
-9,040
-31% -$882K
ADBE icon
327
PUT
Adobe
ADBE
$99.9B
$1.87M 0.07%
5,100
-7,200
-59% -$2.93M
MMM icon
328
CALL
3M
MMM
$91.4B
$1.86M 0.07%
17,222
+14,352
+500% +$1.73M
PDD icon
329
PUT
Pinduoduo
PDD
$128B
$1.86M 0.07%
30,100
-64,900
-68% -$3.04M
TMO icon
330
CALL
Thermo Fisher Scientific
TMO
$213B
$1.85M 0.07%
3,400
+1,100
+48% +$605K
FCX icon
331
CALL
Freeport-McMoran
FCX
$91.5B
$1.84M 0.07%
62,900
+51,300
+442% +$2.05M
MCHP icon
332
CALL
Microchip Technology
MCHP
$40.8B
$1.83M 0.07%
+31,600
New +$2.09M
SNAP icon
333
Snap
SNAP
$8.48B
$1.82M 0.06%
138,528
+49,322
+55% +$1.12M
SPLK
334
CALL
DELISTED
Splunk Inc
SPLK
$1.81M 0.06%
20,500
+17,700
+632% +$1.95M
MDT icon
335
PUT
Medtronic
MDT
$111B
$1.8M 0.06%
20,100
+4,700
+31% +$476K
WIX icon
336
PUT
WIX.com
WIX
$2.38B
$1.8M 0.06%
27,500
+22,900
+498% +$1.68M
WYNN icon
337
PUT
Wynn Resorts
WYNN
$10.2B
$1.8M 0.06%
31,600
+16,800
+114% +$1.11M
TDOC icon
338
CALL
Teladoc Health
TDOC
$1.21B
$1.79M 0.06%
53,800
+33,300
+162% +$1.41M
SOFI icon
339
PUT
SoFi Technologies
SOFI
$23.3B
$1.78M 0.06%
+338,000
New +$2.28M
CPE
340
PUT
DELISTED
Callon Petroleum Company
CPE
$1.76M 0.06%
45,000
+6,100
+16% +$326K
SPCE icon
341
CALL
Virgin Galactic
SPCE
$362M
$1.76M 0.06%
14,615
+5,815
+66% +$843K
UAL icon
342
CALL
United Airlines
UAL
$41.7B
$1.75M 0.06%
49,500
-70,300
-59% -$3.09M
BILI icon
343
PUT
Bilibili
BILI
$8.05B
$1.75M 0.06%
68,400
+14,800
+28% +$356K
ADI icon
344
Analog Devices
ADI
$176B
$1.74M 0.06%
+11,892
New +$1.87M
PLUG icon
345
PUT
Plug Power
PLUG
$2.9B
$1.74M 0.06%
104,800
+37,300
+55% +$740K
JPST icon
346
JPMorgan Ultra-Short Income ETF
JPST
$40.3B
$1.73M 0.06%
34,581
-31,419
-48% -$1.58M
SPTI icon
347
State Street SPDR Portfolio Intermediate Term Treasury ETF
SPTI
$10.5B
$1.73M 0.06%
58,626
+33,505
+133% +$989K
LYFT icon
348
CALL
Lyft
LYFT
$6.22B
$1.71M 0.06%
128,900
+87,000
+208% +$2.03M
URI icon
349
PUT
United Rentals
URI
$69.5B
$1.7M 0.06%
7,000
+5,800
+483% +$1.71M
SPTS icon
350
State Street SPDR Portfolio Short Term Treasury ETF
SPTS
$6.1B
$1.69M 0.06%
57,337
+41,447
+261% +$1.22M
12 13
14
15 16

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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.