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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
AAL icon
201
CALL
American Airlines Group
AAL
$10.6B
$3.17M 0.11%
249,900
+109,100
+77% +$1.82M
MCD icon
202
PUT
McDonald's
MCD
$191B
$3.13M 0.11%
12,700
-10,200
-45% -$2.51M
MCD icon
203
CALL
McDonald's
MCD
$191B
$3.11M 0.11%
12,600
-2,100
-14% -$517K
KRE icon
204
CALL
State Street SPDR S&P Regional Banking ETF
KRE
$4.7B
$3.1M 0.11%
53,300
+44,900
+535% +$2.8M
COST icon
205
CALL
Costco
COST
$422B
$3.07M 0.11%
6,400
-20,000
-76% -$10.1M
AVGO icon
206
CALL
Broadcom
AVGO
$1.86T
$3.06M 0.11%
63,000
-73,000
-54% -$4.1M
BX icon
207
CALL
Blackstone
BX
$107B
$3.06M 0.11%
33,500
+27,700
+478% +$2.99M
SNAP icon
208
CALL
Snap
SNAP
$8.43B
$3.05M 0.11%
232,100
+140,900
+154% +$3.21M
PLTR icon
209
PUT
Palantir
PLTR
$301B
$3.02M 0.11%
333,100
+162,100
+95% +$1.6M
HD icon
210
PUT
Home Depot
HD
$338B
$3.02M 0.11%
11,000
-36,200
-77% -$10.7M
TXN icon
211
CALL
Texas Instruments
TXN
$245B
$3.01M 0.11%
19,600
+7,400
+61% +$1.24M
SWKS icon
212
PUT
Skyworks Solutions
SWKS
$9.12B
$3M 0.11%
32,400
+30,600
+1,700% +$3.31M
PEP icon
213
CALL
PepsiCo
PEP
$190B
$3M 0.11%
18,000
+2,100
+13% +$354K
IWM icon
214
iShares Russell 2000 ETF
IWM
$81.4B
$2.99M 0.11%
+17,638
New +$3.25M
CAT icon
215
CALL
Caterpillar
CAT
$382B
$2.98M 0.11%
16,700
+11,000
+193% +$2.32M
HPQ icon
216
CALL
HP
HPQ
$25B
$2.98M 0.11%
+90,900
New +$3.34M
BX icon
217
PUT
Blackstone
BX
$107B
$2.96M 0.11%
32,500
+18,200
+127% +$1.97M
UNP icon
218
CALL
Union Pacific
UNP
$172B
$2.92M 0.1%
13,700
+200
+1% +$45.5K
ISRG icon
219
Intuitive Surgical
ISRG
$134B
$2.92M 0.1%
14,540
+13,389
+1,163% +$3.14M
GM icon
220
CALL
General Motors
GM
$79.4B
$2.91M 0.1%
91,500
-12,700
-12% -$476K
NVAX icon
221
CALL
Novavax
NVAX
$1.23B
$2.91M 0.1%
56,500
+9,200
+19% +$477K
MA icon
222
PUT
Mastercard
MA
$504B
$2.87M 0.1%
9,100
-100
-1% -$34.4K
EBAY icon
223
PUT
eBay
EBAY
$48.1B
$2.86M 0.1%
68,600
+40,100
+141% +$1.95M
SLB icon
224
CALL
SLB Ltd
SLB
$72.9B
$2.81M 0.1%
+78,700
New +$3.28M
FUTU icon
225
CALL
Futu Holdings
FUTU
$15B
$2.79M 0.1%
53,500
+31,600
+144% +$1.19M
7 8
9
10 11

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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.