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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
WMT icon
126
PUT
Walmart Inc
WMT
$885B
$5.24M 0.19%
129,300
-67,500
-34% -$3.11M
CROX icon
127
PUT
Crocs
CROX
$6.14B
$5.18M 0.18%
106,400
+86,100
+424% +$5.23M
GS icon
128
PUT
Goldman Sachs
GS
$300B
$5.08M 0.18%
17,100
-18,800
-52% -$5.85M
CVNA icon
129
CALL
Carvana
CVNA
$68.6B
$5.07M 0.18%
1,122,000
+993,000
+770% +$10.4M
UBER icon
130
PUT
Uber
UBER
$143B
$5.01M 0.18%
245,000
+195,500
+395% +$5.19M
GOOGL icon
131
CALL
Alphabet (Google) Class A
GOOGL
$4.36T
$5.01M 0.18%
46,000
-122,000
-73% -$14.4M
ETSY icon
132
CALL
Etsy
ETSY
$7.75B
$5.01M 0.18%
68,400
+60,300
+744% +$5.51M
BRK.B icon
133
CALL
Berkshire Hathaway Class B
BRK.B
$1.1T
$4.97M 0.18%
18,200
+11,300
+164% +$3.55M
CRM icon
134
PUT
Salesforce
CRM
$151B
$4.82M 0.17%
29,200
-2,200
-7% -$389K
XLE icon
135
CALL
State Street Energy Select Sector SPDR ETF
XLE
$39B
$4.72M 0.17%
132,000
+16,400
+14% +$658K
RH icon
136
PUT
RH
RH
$3.13B
$4.69M 0.17%
22,100
+21,100
+2,110% +$6.26M
SPY icon
137
State Street SPDR S&P 500 ETF Trust
SPY
$795B
$4.68M 0.17%
12,406
+2,238
+22% +$917K
BNTX icon
138
PUT
BioNTech
BNTX
$22.9B
$4.64M 0.16%
31,100
-5,400
-15% -$825K
XOP icon
139
CALL
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$3.74B
$4.62M 0.16%
38,700
+21,600
+126% +$3.03M
QCOM icon
140
CALL
Qualcomm
QCOM
$155B
$4.61M 0.16%
36,100
+22,800
+171% +$3.1M
CVX icon
141
CALL
Chevron
CVX
$392B
$4.52M 0.16%
31,200
+11,700
+60% +$1.93M
VLO icon
142
PUT
Valero Energy
VLO
$90.1B
$4.52M 0.16%
42,500
+37,300
+717% +$4.42M
MPC icon
143
CALL
Marathon Petroleum
MPC
$92.4B
$4.48M 0.16%
54,500
+11,200
+26% +$1.05M
BIIB icon
144
CALL
Biogen
BIIB
$30B
$4.47M 0.16%
21,900
+15,900
+265% +$3.25M
MRVL icon
145
PUT
Marvell Technology
MRVL
$168B
$4.43M 0.16%
101,700
+26,500
+35% +$1.5M
CVNA icon
146
PUT
Carvana
CVNA
$68.6B
$4.37M 0.15%
967,500
+801,500
+483% +$8.43M
AMAT icon
147
CALL
Applied Materials
AMAT
$403B
$4.34M 0.15%
47,700
+37,000
+346% +$4.06M
CROX icon
148
CALL
Crocs
CROX
$6.14B
$4.3M 0.15%
88,400
+75,700
+596% +$4.6M
BIIB icon
149
PUT
Biogen
BIIB
$30B
$4.24M 0.15%
20,800
+11,900
+134% +$2.43M
CCL icon
150
Carnival Corporation Ltd
CCL
$38.1B
$4.15M 0.15%
479,442
+396,139
+476% +$5.81M
4 5
6
7 8

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NOCM
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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.