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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
SAM icon
251
PUT
Boston Beer
SAM
$1.77B
$2.52M 0.09%
8,300
+3,100
+60% +$1.08M
IWM icon
252
CALL
iShares Russell 2000 ETF
IWM
$76.6B
$2.51M 0.09%
14,800
+200
+1% +$36.9K
EL icon
253
Estee Lauder
EL
$33.8B
$2.51M 0.09%
9,842
+6,108
+164% +$1.55M
NVAX icon
254
PUT
Novavax
NVAX
$1.67B
$2.5M 0.09%
48,700
-28,700
-37% -$1.49M
AMAT icon
255
Applied Materials
AMAT
$353B
$2.49M 0.09%
27,383
+8,121
+42% +$891K
MRO
256
CALL
DELISTED
Marathon Oil Corporation
MRO
$2.48M 0.09%
+110,500
New +$2.96M
DVN icon
257
Devon Energy
DVN
$53.5B
$2.47M 0.09%
44,839
+21,568
+93% +$1.41M
SCHF icon
258
Schwab International Equity ETF
SCHF
$68.4B
$2.47M 0.09%
157,080
+88,672
+130% +$1.51M
VOX icon
259
Vanguard Communication Services ETF
VOX
$5.77B
$2.46M 0.09%
+26,213
New +$2.73M
EBAY icon
260
CALL
eBay
EBAY
$49.8B
$2.44M 0.09%
58,500
+36,000
+160% +$1.75M
DDOG icon
261
Datadog
DDOG
$82.6B
$2.43M 0.09%
25,509
-6,889
-21% -$757K
TGT icon
262
CALL
Target
TGT
$71.9B
$2.43M 0.09%
17,200
+6,100
+55% +$1.17M
PSX icon
263
PUT
Phillips 66
PSX
$109B
$2.43M 0.09%
+29,600
New +$2.74M
SHW icon
264
Sherwin-Williams
SHW
$77.9B
$2.43M 0.09%
10,841
+9,181
+553% +$2.36M
DLTR icon
265
Dollar Tree
DLTR
$21B
$2.4M 0.08%
15,382
+8,309
+117% +$1.32M
APA icon
266
PUT
APA Corp
APA
$15.7B
$2.39M 0.08%
68,500
-9,100
-12% -$387K
CVX icon
267
PUT
Chevron
CVX
$411B
$2.37M 0.08%
16,400
-39,500
-71% -$6.53M
RBLX icon
268
CALL
Roblox
RBLX
$34.2B
$2.36M 0.08%
71,900
-84,900
-54% -$2.85M
PLUG icon
269
CALL
Plug Power
PLUG
$2.92B
$2.36M 0.08%
142,400
+65,900
+86% +$1.31M
ADI icon
270
PUT
Analog Devices
ADI
$182B
$2.34M 0.08%
+16,000
New +$2.52M
MRK icon
271
PUT
Merck
MRK
$362B
$2.33M 0.08%
25,600
-144,300
-85% -$12.8M
LYV icon
272
CALL
Live Nation Entertainment
LYV
$38.9B
$2.33M 0.08%
28,200
+13,200
+88% +$1.27M
DKS icon
273
CALL
Dick's Sporting Goods
DKS
$10.8B
$2.32M 0.08%
30,800
+15,500
+101% +$1.38M
VGK icon
274
Vanguard FTSE Europe ETF
VGK
$29.9B
$2.31M 0.08%
+43,835
New +$2.54M
DKS icon
275
PUT
Dick's Sporting Goods
DKS
$10.8B
$2.31M 0.08%
30,700
+18,500
+152% +$1.64M
9 10
11
12 13

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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.