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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
AMD icon
351
Advanced Micro Devices
AMD
$790B
$1.68M 0.06%
22,002
-7,678
-26% -$719K
VGIT icon
352
Vanguard Intermediate-Term Treasury ETF
VGIT
$41.6B
$1.68M 0.06%
27,421
-13,890
-34% -$850K
XLV icon
353
PUT
State Street Health Care Select Sector SPDR ETF
XLV
$41.8B
$1.67M 0.06%
13,000
-3,200
-20% -$419K
SAM icon
354
CALL
Boston Beer
SAM
$1.94B
$1.67M 0.06%
5,500
-3,100
-36% -$1.08M
PENN icon
355
PUT
PENN Entertainment
PENN
$2.67B
$1.66M 0.06%
54,600
-20,000
-27% -$675K
EQT icon
356
CALL
EQT Corp
EQT
$33.5B
$1.65M 0.06%
+48,000
New +$1.98M
ALNY icon
357
Alnylam Pharmaceuticals
ALNY
$29.5B
$1.65M 0.06%
11,290
+3,782
+50% +$537K
COUP
358
PUT
DELISTED
Coupa Software Incorporated
COUP
$1.64M 0.06%
28,800
+26,200
+1,008% +$2.02M
OKE icon
359
PUT
Oneok
OKE
$55.6B
$1.64M 0.06%
29,600
+21,900
+284% +$1.42M
ROKU icon
360
CALL
Roku
ROKU
$21.6B
$1.64M 0.06%
20,000
-17,500
-47% -$1.7M
LULU icon
361
CALL
lululemon athletica
LULU
$14B
$1.64M 0.06%
+6,000
New +$1.92M
ZS icon
362
CALL
Zscaler
ZS
$25B
$1.63M 0.06%
+10,900
New +$1.93M
KO icon
363
CALL
Coca-Cola
KO
$374B
$1.63M 0.06%
25,900
-20,200
-44% -$1.28M
STNG icon
364
PUT
Scorpio Tankers
STNG
$3.89B
$1.63M 0.06%
+47,200
New +$1.36M
DAL icon
365
Delta Air Lines
DAL
$60.2B
$1.62M 0.06%
55,838
+21,447
+62% +$818K
CWH icon
366
CALL
Camping World
CWH
$694M
$1.61M 0.06%
74,700
+55,100
+281% +$1.46M
TGT icon
367
PUT
Target
TGT
$67.8B
$1.61M 0.06%
11,400
+4,100
+56% +$786K
COIN icon
368
PUT
Coinbase
COIN
$38.7B
$1.61M 0.06%
34,200
-10,700
-24% -$1.02M
TMUS icon
369
CALL
T-Mobile US
TMUS
$190B
$1.6M 0.06%
11,900
+8,500
+250% +$1.11M
FCX icon
370
PUT
Freeport-McMoran
FCX
$91.5B
$1.59M 0.06%
54,200
-25,200
-32% -$1.01M
LULU icon
371
lululemon athletica
LULU
$14B
$1.58M 0.06%
+5,795
New +$1.86M
ADP icon
372
CALL
Automatic Data Processing
ADP
$107B
$1.57M 0.06%
7,500
+5,500
+275% +$1.21M
NCLH icon
373
CALL
Norwegian Cruise Line
NCLH
$9.07B
$1.57M 0.06%
141,600
+52,300
+59% +$877K
BKNG icon
374
CALL
Booking.com
BKNG
$149B
$1.57M 0.06%
22,500
+12,500
+125% +$1.07M
ORCL icon
375
PUT
Oracle
ORCL
$409B
$1.57M 0.06%
22,500
-44,000
-66% -$3.22M
13 14
15
16 17

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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.