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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
SNAP icon
176
PUT
Snap
SNAP
$8.43B
$3.51M 0.12%
267,300
+158,700
+146% +$3.62M
MOS icon
177
PUT
The Mosaic Company
MOS
$6.91B
$3.49M 0.12%
73,800
+58,900
+395% +$3.61M
IWM icon
178
PUT
iShares Russell 2000 ETF
IWM
$81.4B
$3.47M 0.12%
20,500
+9,500
+86% +$1.75M
NFLX icon
179
Netflix
NFLX
$303B
$3.47M 0.12%
198,490
+175,330
+757% +$3.89M
T icon
180
CALL
AT&T
T
$161B
$3.45M 0.12%
164,600
+92,839
+129% +$1.85M
CVS icon
181
CALL
CVS Health
CVS
$135B
$3.45M 0.12%
37,200
-29,200
-44% -$2.85M
XOP icon
182
PUT
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$3.67B
$3.42M 0.12%
28,600
+5,200
+22% +$730K
T icon
183
PUT
AT&T
T
$161B
$3.4M 0.12%
162,200
+113,742
+235% +$2.27M
GOOG icon
184
Alphabet (Google) Class C
GOOG
$4.57T
$3.39M 0.12%
30,960
+4,640
+18% +$548K
PSQ icon
185
ProShares Short QQQ
PSQ
$746M
$3.37M 0.12%
46,769
+44,094
+1,648% +$2.94M
HD icon
186
CALL
Home Depot
HD
$338B
$3.35M 0.12%
12,200
-9,100
-43% -$2.69M
DVN icon
187
CALL
Devon Energy
DVN
$51B
$3.33M 0.12%
60,500
+14,300
+31% +$934K
UNP icon
188
PUT
Union Pacific
UNP
$172B
$3.29M 0.12%
15,400
+6,200
+67% +$1.41M
FUTU icon
189
PUT
Futu Holdings
FUTU
$15B
$3.28M 0.12%
62,800
+5,900
+10% +$223K
SPG icon
190
CALL
Simon Property Group
SPG
$74.4B
$3.27M 0.12%
34,500
+28,600
+485% +$3.28M
BBY icon
191
PUT
Best Buy
BBY
$17.8B
$3.26M 0.12%
50,000
+43,100
+625% +$3.59M
NEM icon
192
PUT
Newmont
NEM
$99.8B
$3.26M 0.12%
54,600
+31,300
+134% +$2.21M
AVGO icon
193
PUT
Broadcom
AVGO
$1.86T
$3.25M 0.12%
67,000
+2,000
+3% +$112K
NFLX icon
194
CALL
Netflix
NFLX
$303B
$3.25M 0.12%
186,000
-2,000
-1% -$44.3K
SHOP icon
195
Shopify
SHOP
$153B
$3.23M 0.11%
103,539
+99,779
+2,654% +$4.26M
SPG icon
196
PUT
Simon Property Group
SPG
$74.4B
$3.23M 0.11%
34,000
+21,300
+168% +$2.44M
TWLO icon
197
PUT
Twilio
TWLO
$30.1B
$3.23M 0.11%
38,500
+24,600
+177% +$2.75M
TDOC icon
198
PUT
Teladoc Health
TDOC
$1.2B
$3.22M 0.11%
97,000
+44,300
+84% +$1.88M
GM icon
199
PUT
General Motors
GM
$79.4B
$3.21M 0.11%
101,200
+15,100
+18% +$566K
NOW icon
200
ServiceNow
NOW
$119B
$3.2M 0.11%
33,660
+31,465
+1,433% +$3M
6 7
8
9 10

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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.