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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
TJX icon
301
TJX Companies
TJX
$140B
$2.04M 0.07%
36,432
+28,386
+353% +$1.72M
MRK icon
302
Merck
MRK
$362B
$2.02M 0.07%
22,207
+8,658
+64% +$768K
FXI icon
303
CALL
iShares China Large-Cap ETF
FXI
$4.09B
$2.02M 0.07%
59,600
+16,200
+37% +$508K
WBA
304
DELISTED
Walgreens Boots Alliance
WBA
$2M 0.07%
+52,783
New +$2.27M
VCIT icon
305
Vanguard Intermediate-Term Corporate Bond ETF
VCIT
$68.8B
$1.99M 0.07%
+24,919
New +$2.03M
CHTR icon
306
Charter Communications
CHTR
$14.7B
$1.99M 0.07%
4,254
+1,767
+71% +$861K
QCOM icon
307
Qualcomm
QCOM
$190B
$1.99M 0.07%
15,591
+13,370
+602% +$1.82M
OKE icon
308
CALL
Oneok
OKE
$58.9B
$1.98M 0.07%
35,700
+24,800
+228% +$1.61M
CSCO icon
309
PUT
Cisco
CSCO
$432B
$1.97M 0.07%
46,300
+4,900
+12% +$235K
HAL icon
310
PUT
Halliburton
HAL
$28B
$1.97M 0.07%
62,900
+38,100
+154% +$1.42M
AR icon
311
PUT
Antero Resources
AR
$10.7B
$1.97M 0.07%
64,200
+11,300
+21% +$413K
NCLH icon
312
PUT
Norwegian Cruise Line
NCLH
$6.48B
$1.97M 0.07%
176,900
+79,800
+82% +$1.34M
PG icon
313
PUT
Procter & Gamble
PG
$340B
$1.96M 0.07%
13,600
-7,000
-34% -$1.05M
RNG icon
314
CALL
RingCentral
RNG
$6B
$1.94M 0.07%
37,200
+33,000
+786% +$2.5M
PARA
315
PUT
DELISTED
Paramount Global Class B
PARA
$1.94M 0.07%
78,400
+54,700
+231% +$1.67M
LYFT icon
316
PUT
Lyft
LYFT
$5.72B
$1.93M 0.07%
145,000
+102,300
+240% +$2.39M
PARA
317
CALL
DELISTED
Paramount Global Class B
PARA
$1.93M 0.07%
78,000
-21,200
-21% -$646K
SWK icon
318
PUT
Stanley Black & Decker
SWK
$13.5B
$1.92M 0.07%
18,300
+14,900
+438% +$1.83M
UPS icon
319
CALL
United Parcel Service
UPS
$84.3B
$1.92M 0.07%
10,500
+6,100
+139% +$1.11M
LUV icon
320
CALL
Southwest Airlines
LUV
$20B
$1.9M 0.07%
52,700
+32,600
+162% +$1.4M
VLO icon
321
Valero Energy
VLO
$119B
$1.9M 0.07%
17,905
+9,769
+120% +$1.16M
LLY icon
322
Eli Lilly
LLY
$1.03T
$1.9M 0.07%
5,856
-2,982
-34% -$895K
MA icon
323
CALL
Mastercard
MA
$495B
$1.89M 0.07%
6,000
-4,500
-43% -$1.55M
JNK icon
324
State Street SPDR Bloomberg High Yield Bond ETF
JNK
$6.8B
$1.88M 0.07%
20,764
-36,499
-64% -$3.52M
OVV icon
325
PUT
Ovintiv
OVV
$17.3B
$1.88M 0.07%
42,500
+26,500
+166% +$1.37M
11 12
13
14 15

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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.