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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
ABNB icon
51
CALL
Airbnb
ABNB
$89.9B
$10.3M 0.37%
115,900
+91,700
+379% +$11.9M
WBA
52
PUT
DELISTED
Walgreens Boots Alliance
WBA
$10.2M 0.36%
270,100
+213,200
+375% +$9.17M
CLF icon
53
CALL
Cleveland-Cliffs
CLF
$6.57B
$9.77M 0.35%
635,900
+573,300
+916% +$13.7M
X
54
CALL
DELISTED
US Steel
X
$9.61M 0.34%
536,700
+471,100
+718% +$12.9M
CME icon
55
CME Group
CME
$96.3B
$9.46M 0.34%
46,228
-823
-2% -$174K
QQQ icon
56
CALL
Invesco QQQ Trust
QQQ
$461B
$9.45M 0.33%
33,700
+13,400
+66% +$4.16M
CRWD icon
57
PUT
CrowdStrike
CRWD
$194B
$9.44M 0.33%
224,000
+53,200
+31% +$2.41M
META icon
58
PUT
Meta Platforms (Facebook)
META
$1.42T
$9.4M 0.33%
58,300
+6,600
+13% +$1.27M
TSLA icon
59
PUT
Tesla
TSLA
$1.23T
$9.16M 0.32%
40,800
-6,000
-13% -$1.64M
SNOW icon
60
CALL
Snowflake
SNOW
$102B
$9.01M 0.32%
64,800
+26,600
+70% +$4.21M
BAC icon
61
CALL
Bank of America
BAC
$435B
$8.96M 0.32%
287,700
+129,400
+82% +$4.66M
CHWY icon
62
PUT
Chewy
CHWY
$9.25B
$8.87M 0.31%
255,400
+205,800
+415% +$6.6M
JPM icon
63
CALL
JPMorgan Chase
JPM
$935B
$8.85M 0.31%
78,600
+12,000
+18% +$1.49M
VZ icon
64
CALL
Verizon
VZ
$195B
$8.8M 0.31%
173,500
+123,500
+247% +$6.25M
OXY icon
65
CALL
Occidental Petroleum
OXY
$56.8B
$8.77M 0.31%
149,000
+117,800
+378% +$7.24M
WFC icon
66
CALL
Wells Fargo
WFC
$261B
$8.63M 0.31%
220,400
+191,100
+652% +$8.39M
CCL icon
67
CALL
Carnival Corporation Ltd
CCL
$38.1B
$8.58M 0.3%
991,400
+692,000
+231% +$10.2M
XOM icon
68
CALL
ExxonMobil
XOM
$644B
$8.44M 0.3%
98,500
+42,600
+76% +$3.84M
OXY icon
69
PUT
Occidental Petroleum
OXY
$56.8B
$8.41M 0.3%
142,800
+90,600
+174% +$5.57M
NFLX icon
70
PUT
Netflix
NFLX
$299B
$8.27M 0.29%
473,000
+298,000
+170% +$6.61M
XLE icon
71
PUT
State Street Energy Select Sector SPDR ETF
XLE
$39B
$8.14M 0.29%
227,600
+79,000
+53% +$3.17M
PTON icon
72
PUT
Peloton Interactive
PTON
$2.77B
$8M 0.28%
871,200
+561,900
+182% +$9.02M
NUE icon
73
CALL
Nucor
NUE
$58.6B
$7.84M 0.28%
75,100
+46,000
+158% +$6.23M
XOM icon
74
PUT
ExxonMobil
XOM
$644B
$7.72M 0.27%
90,200
-10,100
-10% -$911K
QQQ icon
75
PUT
Invesco QQQ Trust
QQQ
$461B
$7.71M 0.27%
27,500
+15,500
+129% +$4.81M
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.