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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
TSM icon
26
CALL
TSMC
TSM
$2.1T
$16.1M 0.57%
197,000
+149,400
+314% +$13.8M
AA icon
27
CALL
Alcoa
AA
$11.9B
$15.4M 0.54%
337,200
+294,200
+684% +$19.1M
IBM icon
28
PUT
IBM
IBM
$211B
$15.3M 0.54%
108,400
+6,500
+6% +$877K
PFE icon
29
CALL
Pfizer
PFE
$143B
$14.9M 0.53%
284,800
+59,700
+27% +$3.04M
JNJ icon
30
CALL
Johnson & Johnson
JNJ
$618B
$14.8M 0.53%
83,600
+66,800
+398% +$11.9M
EXPE icon
31
PUT
Expedia Group
EXPE
$35.4B
$14.4M 0.51%
152,100
+136,600
+881% +$19.3M
AMZN icon
32
PUT
Amazon
AMZN
$2.92T
$14.3M 0.51%
134,700
-9,300
-6% -$1.16M
GILD icon
33
CALL
Gilead Sciences
GILD
$162B
$13.7M 0.49%
221,900
+131,300
+145% +$8.13M
JNJ icon
34
PUT
Johnson & Johnson
JNJ
$618B
$13.7M 0.49%
77,100
+46,600
+153% +$8.3M
NVDA icon
35
NVIDIA
NVDA
$4.86T
$13.6M 0.48%
900,180
+801,720
+814% +$15.1M
DIS icon
36
CALL
Walt Disney
DIS
$167B
$12.9M 0.46%
136,600
+79,800
+140% +$8.86M
AMGN icon
37
PUT
Amgen
AMGN
$208B
$12.4M 0.44%
50,900
+14,900
+41% +$3.65M
ABNB icon
38
PUT
Airbnb
ABNB
$89.9B
$12.3M 0.44%
137,900
+105,000
+319% +$13.7M
GILD icon
39
PUT
Gilead Sciences
GILD
$162B
$12.1M 0.43%
195,900
+128,400
+190% +$7.95M
XYZ
40
CALL
Block Inc
XYZ
$48.4B
$11.8M 0.42%
191,400
+137,900
+258% +$12.6M
BMY icon
41
PUT
Bristol-Myers Squibb
BMY
$133B
$11.5M 0.41%
149,000
+89,700
+151% +$6.83M
ZM icon
42
PUT
Zoom
ZM
$28.2B
$11.3M 0.4%
104,800
-33,000
-24% -$3.48M
X
43
PUT
DELISTED
US Steel
X
$11.3M 0.4%
631,700
+548,400
+658% +$15M
DIS icon
44
PUT
Walt Disney
DIS
$167B
$11.3M 0.4%
119,600
+76,500
+177% +$8.49M
AMGN icon
45
CALL
Amgen
AMGN
$208B
$11.2M 0.4%
46,100
+23,500
+104% +$5.76M
META icon
46
CALL
Meta Platforms (Facebook)
META
$1.42T
$11.1M 0.39%
68,900
+5,000
+8% +$965K
SNOW icon
47
PUT
Snowflake
SNOW
$102B
$10.6M 0.38%
76,500
+53,000
+226% +$8.4M
C icon
48
CALL
Citigroup
C
$222B
$10.6M 0.38%
230,800
+72,300
+46% +$3.62M
QQQ icon
49
Invesco QQQ Trust
QQQ
$461B
$10.4M 0.37%
37,281
+17,793
+91% +$5.52M
VZ icon
50
PUT
Verizon
VZ
$195B
$10.3M 0.37%
203,700
+138,600
+213% +$7.01M
1
2
3 4 5

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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.