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Two Sigma Securities Portfolio holdings
AUM
$1.16B
Turnover
73.52%
1-Year Est. Return
36.23%
This Fund
S&P 500
This Quarter Est. Return
-17.15%
1 Year Est. Return
+36.23%
3 Year Est. Return
+108.69%
5 Year Est. Return
+124.54%
10 Year Est. Return
+353%
AUM
$2.82B
AUM Growth
-$18M
(-0.63%)
Cap. Flow
-$20.5M
Cap. Flow % of AUM
Cap. Flow %
-0.73%
Top 10 Holdings %
Top 10 Hldgs %
9.67%
Holding
3,026
New
938
Increased
664
Reduced
521
Closed
865
Avg Time Held
Equity + Options
0.5
years
Top 10 Avg Time Held
Equity + Options
0.2
years
Top 20 Avg Time Held
Equity + Options
0.3
years
Avg Time Held Equity only
0.3
years
Top 10 Avg Time Held Equity only
0.2
years
Top 20 Avg Time Held Equity only
0.2
years
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
NVIDIA
NVDA
|
+$15.1M |
| 2 |
Alcoa
AA
|
+$7.48M |
| 3 |
State Street Energy Select Sector SPDR ETF
XLE
|
+$6.82M |
| 4 |
Micron Technology
MU
|
+$6.56M |
| 5 |
TSMC
TSM
|
+$6.42M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Alibaba
BABA
|
+$9.07M |
| 2 |
Occidental Petroleum
OXY
|
+$7.09M |
| 3 |
Lockheed Martin
LMT
|
+$6.99M |
| 4 |
iShares 1-3 Year Treasury Bond ETF
SHY
|
+$6.92M |
| 5 |
Vertex Pharmaceuticals
VRTX
|
+$6.15M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Miscellaneous | 85.9% |
| 2 | Technology | 3.55% |
| 3 | Consumer Discretionary | 2.23% |
| 4 | Healthcare | 1.69% |
| 5 | Financials | 1.48% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | Held Since | |
|---|---|---|---|---|---|---|---|
1
CALL
Apple
AAPL
$5.17T
| $45.4M | 1.61% |
331,700
+71,200
| +27% | +$10.8M |
2017 Q4
18 quarters
|
|
2
CALL
Microsoft
MSFT
$3.88T
| $36.9M | 1.31% |
143,600
+9,700
| +7% | +$2.63M |
2017 Q4
18 quarters
|
|
3
CALL
AbbVie
ABBV
$522B
| $27.9M | 0.99% |
182,400
+127,200
| +230% | +$19.4M |
2022 Q1
1 quarter
|
|
4
CALL
Advanced Micro Devices
AMD
$956B
| $24.8M | 0.88% |
324,800
+193,700
| +148% | +$18.1M |
2017 Q4
18 quarters
|
|
5
PUT
PayPal
PYPL
$48.7B
| $24.1M | 0.85% |
344,800
+293,700
| +575% | +$25.5M |
2017 Q4
18 quarters
|
|
|
6
PUT
NVIDIA
NVDA
$3.94T
| $24M | 0.85% |
1,586,000
+1,041,000
| +191% | +$19.6M |
2017 Q4
18 quarters
|
|
7
PUT
Moderna
MRNA
$94.2B
| $23.6M | 0.84% |
165,300
+104,000
| +170% | +$14.9M |
2021 Q2
4 quarters
|
|
|
8
CALL
NVIDIA
NVDA
$3.94T
| $22.6M | 0.8% |
1,490,000
+471,000
| +46% | +$8.89M |
2017 Q4
18 quarters
|
|
|
9
PUT
Apple
AAPL
$5.17T
| $21.9M | 0.78% |
160,500
+20,000
| +14% | +$3.03M |
2017 Q4
18 quarters
|
|
|
10
PUT
Microsoft
MSFT
$3.88T
| $21.7M | 0.77% |
84,400
-9,800
| -10% | -$2.66M |
2017 Q4
18 quarters
|
|
|
11
PUT
Micron Technology
MU
$896B
| $21.2M | 0.75% |
384,200
+305,100
| +386% | +$20.7M |
2017 Q4
18 quarters
|
|
12
CALL
Amazon
AMZN
$2.9T
| $21.2M | 0.75% |
199,500
+105,500
| +112% | +$13.2M |
2017 Q4
18 quarters
|
|
|
13
PUT
AbbVie
ABBV
$522B
| $21M | 0.74% |
136,800
+90,000
| +192% | +$13.8M |
2021 Q2
4 quarters
|
|
14
CALL
Intel
INTC
$328B
| $20.6M | 0.73% |
551,100
+348,900
| +173% | +$15.1M |
2022 Q1
1 quarter
|
|
|
15
CALL
Micron Technology
MU
$896B
| $20.2M | 0.71% |
364,900
+297,700
| +443% | +$20.2M |
2017 Q4
18 quarters
|
|
|
16
PUT
Advanced Micro Devices
AMD
$956B
| $19.4M | 0.69% |
253,800
+144,400
| +132% | +$13.5M |
2017 Q4
18 quarters
|
|
|
17
CALL
PayPal
PYPL
$48.7B
| $18.5M | 0.65% |
264,200
+200,200
| +313% | +$17.4M |
2017 Q4
18 quarters
|
|
18
CALL
IBM
IBM
$232B
| $18.1M | 0.64% |
128,000
+48,400
| +61% | +$6.53M |
2017 Q3
19 quarters
|
|
|
19
PUT
Alcoa
AA
$10.7B
| $17.5M | 0.62% |
383,100
+342,300
| +839% | +$22.2M |
2022 Q1
1 quarter
|
|
|
20
PUT
TSMC
TSM
$2.1T
| $17.2M | 0.61% |
210,500
+157,400
| +296% | +$14.6M |
2020 Q3
7 quarters
|
|
21
PUT
Block Inc
XYZ
$50.1B
| $16.7M | 0.59% |
271,200
+212,400
| +361% | +$19.4M |
2017 Q4
18 quarters
|
|
|
22
CALL
Moderna
MRNA
$94.2B
| $16.5M | 0.58% |
115,200
+92,000
| +397% | +$13.2M |
2021 Q2
4 quarters
|
|
23
CALL
Expedia Group
EXPE
$31B
| $16.4M | 0.58% |
172,800
+163,500
| +1,758% | +$23.1M |
2022 Q1
1 quarter
|
|
24
PUT
Pfizer
PFE
$165B
| $16.4M | 0.58% |
311,900
+40,500
| +15% | +$2.06M |
2017 Q4
18 quarters
|
|
|
25
PUT
Intel
INTC
$328B
| $16.1M | 0.57% |
431,400
+338,700
| +365% | +$14.7M |
2021 Q4
2 quarters
|
|
Similar funds
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's Q2 2022 filing shows 938 new, 664 increased, 521 reduced and 865 closed positions. Its largest new stake was State Street Energy Select Sector SPDR ETF: 170,100 shares worth $6.08M. The largest sale was Alibaba, an estimated $9.07M.
By sector, the portfolio is most concentrated in Miscellaneous at 86% of assets, up from 81% a quarter earlier, followed by Technology and Consumer Discretionary.
- 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 938 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.