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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
CCL icon
101
PUT
Carnival Corporation Ltd
CCL
$38.1B
$6.47M 0.23%
747,900
+528,500
+241% +$7.76M
SHOP icon
102
PUT
Shopify
SHOP
$152B
$6.4M 0.23%
204,800
+57,800
+39% +$2.47M
NET icon
103
CALL
Cloudflare
NET
$99B
$6.31M 0.22%
144,200
+129,500
+881% +$9.33M
AA icon
104
Alcoa
AA
$11.9B
$6.13M 0.22%
134,564
+115,298
+598% +$7.48M
GOOGL icon
105
PUT
Alphabet (Google) Class A
GOOGL
$4.36T
$6.1M 0.22%
56,000
-54,000
-49% -$6.36M
XLE icon
106
State Street Energy Select Sector SPDR ETF
XLE
$39B
$6.08M 0.22%
+170,100
New +$6.82M
MU icon
107
Micron Technology
MU
$930B
$6.04M 0.21%
109,361
+96,551
+754% +$6.56M
MS icon
108
CALL
Morgan Stanley
MS
$331B
$5.99M 0.21%
78,700
+52,800
+204% +$4.32M
ZM icon
109
CALL
Zoom
ZM
$28.2B
$5.94M 0.21%
55,000
-3,400
-6% -$359K
NKE icon
110
CALL
Nike
NKE
$61.9B
$5.91M 0.21%
57,800
+8,400
+17% +$993K
F icon
111
CALL
Ford
F
$58.5B
$5.84M 0.21%
525,000
+164,700
+46% +$2.26M
TSM icon
112
TSMC
TSM
$2.1T
$5.68M 0.2%
+69,436
New +$6.42M
JPM icon
113
PUT
JPMorgan Chase
JPM
$935B
$5.65M 0.2%
50,200
-4,200
-8% -$520K
SH icon
114
ProShares Short S&P500
SH
$927M
$5.65M 0.2%
85,652
+46,855
+121% +$2.89M
DVN icon
115
PUT
Devon Energy
DVN
$52.1B
$5.63M 0.2%
102,200
+21,800
+27% +$1.42M
CVS icon
116
PUT
CVS Health
CVS
$133B
$5.61M 0.2%
60,500
+28,400
+88% +$2.77M
BA icon
117
PUT
Boeing
BA
$171B
$5.5M 0.19%
40,200
-3,300
-8% -$487K
PANW icon
118
PUT
Palo Alto Networks
PANW
$270B
$5.43M 0.19%
66,000
+30,000
+83% +$2.66M
BIL icon
119
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
BIL
$47B
$5.41M 0.19%
+59,111
New +$5.4M
XLF icon
120
PUT
State Street Financial Select Sector SPDR ETF
XLF
$57.6B
$5.33M 0.19%
169,500
+128,800
+316% +$4.45M
LNG icon
121
CALL
Cheniere Energy
LNG
$55.2B
$5.31M 0.19%
39,900
+28,400
+247% +$3.87M
LMT icon
122
PUT
Lockheed Martin
LMT
$134B
$5.29M 0.19%
12,300
+2,500
+26% +$1.1M
ETSY icon
123
PUT
Etsy
ETSY
$7.75B
$5.29M 0.19%
72,200
+56,200
+351% +$5.13M
WDAY icon
124
CALL
Workday
WDAY
$39.6B
$5.26M 0.19%
37,700
+35,100
+1,350% +$6.38M
UBER icon
125
CALL
Uber
UBER
$143B
$5.25M 0.19%
256,500
+120,800
+89% +$3.21M
3 4
5
6 7

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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.