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TSS

Two Sigma Securities Portfolio holdings

AUM $1.16B
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
+352.99%
AUM
$2.82B
AUM Growth
-$18M
Cap. Flow
-$20.5M
Cap. Flow %
-0.73%
Top 10 Hldgs %
9.67%
Holding
3,026
New
938
Increased
665
Reduced
521
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 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
AAPL icon
1
CALL
Apple
AAPL
$4.91T
$45.4M 1.61%
331,700
+71,200
+27% +$10.8M
MSFT icon
2
CALL
Microsoft
MSFT
$3.67T
$36.9M 1.31%
143,600
+9,700
+7% +$2.63M
ABBV icon
3
CALL
AbbVie
ABBV
$466B
$27.9M 0.99%
182,400
+127,200
+230% +$19.4M
AMD icon
4
CALL
Advanced Micro Devices
AMD
$914B
$24.8M 0.88%
324,800
+193,700
+148% +$18.1M
PYPL icon
5
PUT
PayPal
PYPL
$44.8B
$24.1M 0.85%
344,800
+293,700
+575% +$25.5M
NVDA icon
6
PUT
NVIDIA
NVDA
$5.37T
$24M 0.85%
1,586,000
+1,041,000
+191% +$19.6M
MRNA icon
7
PUT
Moderna
MRNA
$61.5B
$23.6M 0.84%
165,300
+104,000
+170% +$14.9M
NVDA icon
8
CALL
NVIDIA
NVDA
$5.37T
$22.6M 0.8%
1,490,000
+471,000
+46% +$8.89M
AAPL icon
9
PUT
Apple
AAPL
$4.91T
$21.9M 0.78%
160,500
+20,000
+14% +$3.03M
MSFT icon
10
PUT
Microsoft
MSFT
$3.67T
$21.7M 0.77%
84,400
-9,800
-10% -$2.66M
MU icon
11
PUT
Micron Technology
MU
$1.15T
$21.2M 0.75%
384,200
+305,100
+386% +$20.7M
AMZN icon
12
CALL
Amazon
AMZN
$2.74T
$21.2M 0.75%
199,500
+105,500
+112% +$13.2M
ABBV icon
13
PUT
AbbVie
ABBV
$466B
$21M 0.74%
136,800
+90,000
+192% +$13.8M
INTC icon
14
CALL
Intel
INTC
$574B
$20.6M 0.73%
551,100
+348,900
+173% +$15.1M
MU icon
15
CALL
Micron Technology
MU
$1.15T
$20.2M 0.71%
364,900
+297,700
+443% +$20.2M
AMD icon
16
PUT
Advanced Micro Devices
AMD
$914B
$19.4M 0.69%
253,800
+144,400
+132% +$13.5M
PYPL icon
17
CALL
PayPal
PYPL
$44.8B
$18.5M 0.65%
264,200
+200,200
+313% +$17.4M
IBM icon
18
CALL
IBM
IBM
$216B
$18.1M 0.64%
128,000
+48,400
+61% +$6.53M
AA icon
19
PUT
Alcoa
AA
$11.7B
$17.5M 0.62%
383,100
+342,300
+839% +$22.2M
TSM icon
20
PUT
TSMC
TSM
$2.25T
$17.2M 0.61%
210,500
+157,400
+296% +$14.6M
XYZ
21
PUT
Block Inc
XYZ
$45.8B
$16.7M 0.59%
271,200
+212,400
+361% +$19.4M
MRNA icon
22
CALL
Moderna
MRNA
$61.5B
$16.5M 0.58%
115,200
+92,000
+397% +$13.2M
EXPE icon
23
CALL
Expedia Group
EXPE
$33.5B
$16.4M 0.58%
172,800
+163,500
+1,758% +$23.1M
PFE icon
24
PUT
Pfizer
PFE
$158B
$16.4M 0.58%
311,900
+40,500
+15% +$2.06M
INTC icon
25
PUT
Intel
INTC
$574B
$16.1M 0.57%
431,400
+338,700
+365% +$14.7M
1
2 3 4 5

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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's Q2 2022 filing shows 938 new, 665 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.