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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
NKE icon
76
PUT
Nike
NKE
$61.9B
$7.66M 0.27%
74,900
+1,900
+3% +$225K
GS icon
77
CALL
Goldman Sachs
GS
$300B
$7.57M 0.27%
25,500
-10,500
-29% -$3.27M
QCOM icon
78
PUT
Qualcomm
QCOM
$155B
$7.54M 0.27%
59,000
+31,700
+116% +$4.3M
WMT icon
79
CALL
Walmart Inc
WMT
$885B
$7.48M 0.27%
184,500
+4,800
+3% +$221K
BA icon
80
CALL
Boeing
BA
$171B
$7.4M 0.26%
54,100
+19,600
+57% +$2.89M
DAL icon
81
CALL
Delta Air Lines
DAL
$57.5B
$7.37M 0.26%
254,300
+213,500
+523% +$8.14M
DOCU
82
CALL
DocuSign
DOCU
$10.5B
$7.34M 0.26%
127,900
+90,200
+239% +$7.3M
DOCU
83
PUT
DocuSign
DOCU
$10.5B
$7.3M 0.26%
127,300
+55,200
+77% +$4.47M
FDX icon
84
PUT
FedEx
FDX
$72.7B
$7.23M 0.26%
31,900
+8,100
+34% +$1.73M
MS icon
85
PUT
Morgan Stanley
MS
$331B
$7.23M 0.26%
95,000
+43,200
+83% +$3.54M
FDX icon
86
CALL
FedEx
FDX
$72.7B
$7.21M 0.26%
31,800
+3,700
+13% +$790K
F icon
87
PUT
Ford
F
$58.5B
$7.19M 0.25%
646,000
+381,900
+145% +$5.23M
CRWD icon
88
CALL
CrowdStrike
CRWD
$194B
$7.16M 0.25%
170,000
+14,800
+10% +$670K
CLF icon
89
PUT
Cleveland-Cliffs
CLF
$6.57B
$7.08M 0.25%
460,500
+347,000
+306% +$8.29M
COST icon
90
PUT
Costco
COST
$422B
$7.04M 0.25%
14,700
-10,300
-41% -$5.23M
XLF icon
91
CALL
State Street Financial Select Sector SPDR ETF
XLF
$57.6B
$7.02M 0.25%
223,300
+203,900
+1,051% +$7.05M
WBA
92
CALL
DELISTED
Walgreens Boots Alliance
WBA
$6.97M 0.25%
184,000
+125,400
+214% +$5.39M
WFC icon
93
PUT
Wells Fargo
WFC
$261B
$6.94M 0.25%
177,100
+81,500
+85% +$3.58M
PTON icon
94
CALL
Peloton Interactive
PTON
$2.77B
$6.93M 0.25%
755,300
+478,100
+172% +$7.67M
C icon
95
PUT
Citigroup
C
$222B
$6.89M 0.24%
149,800
-33,500
-18% -$1.68M
COIN icon
96
CALL
Coinbase
COIN
$38.6B
$6.74M 0.24%
143,400
+124,700
+667% +$11.9M
CRM icon
97
CALL
Salesforce
CRM
$151B
$6.73M 0.24%
40,800
+25,400
+165% +$4.49M
LMT icon
98
CALL
Lockheed Martin
LMT
$134B
$6.66M 0.24%
15,500
+12,900
+496% +$5.66M
NET icon
99
PUT
Cloudflare
NET
$99B
$6.61M 0.23%
151,000
+124,700
+474% +$8.98M
MSFT icon
100
Microsoft
MSFT
$3.45T
$6.6M 0.23%
25,702
+17,959
+232% +$4.87M
2 3
4
5 6

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NOCM
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TIM
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QIM
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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.