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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
BABA icon
151
CALL
Alibaba
BABA
$293B
$4.12M 0.15%
36,200
-7,100
-16% -$696K
DLTR icon
152
PUT
Dollar Tree
DLTR
$24.4B
$4.11M 0.15%
26,400
+21,400
+428% +$3.39M
GE icon
153
PUT
GE Aerospace
GE
$374B
$4.08M 0.14%
102,886
+75,760
+279% +$3.67M
CHWY icon
154
CALL
Chewy
CHWY
$9.25B
$4.05M 0.14%
116,600
+51,700
+80% +$1.66M
RH icon
155
CALL
RH
RH
$3.13B
$4.03M 0.14%
19,000
+18,000
+1,800% +$5.34M
GE icon
156
CALL
GE Aerospace
GE
$374B
$4.02M 0.14%
101,442
+78,008
+333% +$3.78M
PANW icon
157
CALL
Palo Alto Networks
PANW
$270B
$4M 0.14%
48,600
+18,600
+62% +$1.65M
UPS icon
158
PUT
United Parcel Service
UPS
$88.6B
$4M 0.14%
21,900
+3,300
+18% +$602K
AMAT icon
159
PUT
Applied Materials
AMAT
$403B
$3.97M 0.14%
43,600
+31,500
+260% +$3.46M
BBY icon
160
CALL
Best Buy
BBY
$18.2B
$3.93M 0.14%
60,300
+48,900
+429% +$4.08M
SHOP icon
161
CALL
Shopify
SHOP
$152B
$3.83M 0.14%
122,600
-5,400
-4% -$231K
NUE icon
162
PUT
Nucor
NUE
$58.6B
$3.76M 0.13%
36,000
+26,000
+260% +$3.52M
WDAY icon
163
PUT
Workday
WDAY
$39.6B
$3.75M 0.13%
26,900
+23,900
+797% +$4.34M
W icon
164
PUT
Wayfair
W
$11.2B
$3.74M 0.13%
85,900
+67,200
+359% +$4.72M
LNG icon
165
PUT
Cheniere Energy
LNG
$55.2B
$3.73M 0.13%
28,000
+14,500
+107% +$1.97M
MPC icon
166
PUT
Marathon Petroleum
MPC
$92.4B
$3.67M 0.13%
44,700
+6,300
+16% +$589K
AVGO icon
167
Broadcom
AVGO
$1.85T
$3.67M 0.13%
+75,550
New +$4.24M
SLB icon
168
PUT
SLB Ltd
SLB
$73.6B
$3.65M 0.13%
102,000
+69,700
+216% +$2.91M
SLV icon
169
iShares Silver Trust
SLV
$28B
$3.65M 0.13%
195,568
+149,328
+323% +$3.11M
BABA icon
170
PUT
Alibaba
BABA
$293B
$3.64M 0.13%
32,000
-93,900
-75% -$9.21M
BAC icon
171
PUT
Bank of America
BAC
$435B
$3.62M 0.13%
116,400
+25,500
+28% +$918K
BMY icon
172
CALL
Bristol-Myers Squibb
BMY
$133B
$3.62M 0.13%
47,000
-11,700
-20% -$891K
BRK.B icon
173
PUT
Berkshire Hathaway Class B
BRK.B
$1.1T
$3.58M 0.13%
13,100
-900
-6% -$282K
MRNA icon
174
Moderna
MRNA
$21.8B
$3.53M 0.13%
24,698
-10,495
-30% -$1.5M
PLTR icon
175
CALL
Palantir
PLTR
$295B
$3.51M 0.12%
387,200
+201,700
+109% +$1.99M
5 6
7
8 9

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OAM
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NOCM
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TIM
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QIM
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RB
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OMG
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MCM
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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.