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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 2.25%
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
AAPL icon
1
CALL
Apple
AAPL
$4.54T
$45.4M 1.61%
331,700
+71,200
+27% +$10.8M
MSFT icon
2
CALL
Microsoft
MSFT
$3.45T
$36.9M 1.31%
143,600
+9,700
+7% +$2.63M
ABBV icon
3
CALL
AbbVie
ABBV
$443B
$27.9M 0.99%
182,400
+127,200
+230% +$19.4M
AMD icon
4
CALL
Advanced Micro Devices
AMD
$776B
$24.8M 0.88%
324,800
+193,700
+148% +$18.1M
PYPL icon
5
PUT
PayPal
PYPL
$48.9B
$24.1M 0.85%
344,800
+293,700
+575% +$25.5M
NVDA icon
6
PUT
NVIDIA
NVDA
$4.86T
$24M 0.85%
1,586,000
+1,041,000
+191% +$19.6M
MRNA icon
7
PUT
Moderna
MRNA
$21.8B
$23.6M 0.84%
165,300
+104,000
+170% +$14.9M
NVDA icon
8
CALL
NVIDIA
NVDA
$4.86T
$22.6M 0.8%
1,490,000
+471,000
+46% +$8.89M
AAPL icon
9
PUT
Apple
AAPL
$4.54T
$21.9M 0.78%
160,500
+20,000
+14% +$3.03M
MSFT icon
10
PUT
Microsoft
MSFT
$3.45T
$21.7M 0.77%
84,400
-9,800
-10% -$2.66M
MU icon
11
PUT
Micron Technology
MU
$930B
$21.2M 0.75%
384,200
+305,100
+386% +$20.7M
AMZN icon
12
CALL
Amazon
AMZN
$2.92T
$21.2M 0.75%
199,500
+105,500
+112% +$13.2M
ABBV icon
13
PUT
AbbVie
ABBV
$443B
$21M 0.74%
136,800
+90,000
+192% +$13.8M
INTC icon
14
CALL
Intel
INTC
$455B
$20.6M 0.73%
551,100
+348,900
+173% +$15.1M
MU icon
15
CALL
Micron Technology
MU
$930B
$20.2M 0.71%
364,900
+297,700
+443% +$20.2M
AMD icon
16
PUT
Advanced Micro Devices
AMD
$776B
$19.4M 0.69%
253,800
+144,400
+132% +$13.5M
PYPL icon
17
CALL
PayPal
PYPL
$48.9B
$18.5M 0.65%
264,200
+200,200
+313% +$17.4M
IBM icon
18
CALL
IBM
IBM
$211B
$18.1M 0.64%
128,000
+48,400
+61% +$6.53M
AA icon
19
PUT
Alcoa
AA
$11.9B
$17.5M 0.62%
383,100
+342,300
+839% +$22.2M
TSM icon
20
PUT
TSMC
TSM
$2.1T
$17.2M 0.61%
210,500
+157,400
+296% +$14.6M
XYZ
21
PUT
Block Inc
XYZ
$48.4B
$16.7M 0.59%
271,200
+212,400
+361% +$19.4M
MRNA icon
22
CALL
Moderna
MRNA
$21.8B
$16.5M 0.58%
115,200
+92,000
+397% +$13.2M
EXPE icon
23
CALL
Expedia Group
EXPE
$35.4B
$16.4M 0.58%
172,800
+163,500
+1,758% +$23.1M
PFE icon
24
PUT
Pfizer
PFE
$143B
$16.4M 0.58%
311,900
+40,500
+15% +$2.06M
INTC icon
25
PUT
Intel
INTC
$455B
$16.1M 0.57%
431,400
+338,700
+365% +$14.7M
1
2 3 4 5

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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.