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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
AMD icon
351
Advanced Micro Devices
AMD
$914B
$1.68M 0.06%
22,002
-7,678
-26% -$719K
VGIT icon
352
Vanguard Intermediate-Term Treasury ETF
VGIT
$39.1B
$1.68M 0.06%
27,421
-13,890
-34% -$850K
XLV icon
353
PUT
State Street Health Care Select Sector SPDR ETF
XLV
$43.7B
$1.67M 0.06%
13,000
-3,200
-20% -$419K
SAM icon
354
CALL
Boston Beer
SAM
$1.77B
$1.67M 0.06%
5,500
-3,100
-36% -$1.08M
PENN icon
355
PUT
PENN Entertainment
PENN
$2.21B
$1.66M 0.06%
54,600
-20,000
-27% -$675K
EQT icon
356
CALL
EQT Corp
EQT
$31.3B
$1.65M 0.06%
+48,000
New +$1.98M
ALNY icon
357
Alnylam Pharmaceuticals
ALNY
$32.1B
$1.65M 0.06%
11,290
+3,782
+50% +$537K
COUP
358
PUT
DELISTED
Coupa Software Incorporated
COUP
$1.64M 0.06%
28,800
+26,200
+1,008% +$2.02M
OKE icon
359
PUT
Oneok
OKE
$58.9B
$1.64M 0.06%
29,600
+21,900
+284% +$1.42M
ROKU icon
360
CALL
Roku
ROKU
$22.8B
$1.64M 0.06%
20,000
-17,500
-47% -$1.7M
LULU icon
361
CALL
lululemon athletica
LULU
$10.9B
$1.64M 0.06%
+6,000
New +$1.92M
ZS icon
362
CALL
Zscaler
ZS
$32.2B
$1.63M 0.06%
+10,900
New +$1.93M
KO icon
363
CALL
Coca-Cola
KO
$380B
$1.63M 0.06%
25,900
-20,200
-44% -$1.28M
STNG icon
364
PUT
Scorpio Tankers
STNG
$4.37B
$1.63M 0.06%
+47,200
New +$1.36M
DAL icon
365
Delta Air Lines
DAL
$52.4B
$1.62M 0.06%
55,838
+21,447
+62% +$818K
CWH icon
366
CALL
Camping World
CWH
$357M
$1.61M 0.06%
74,700
+55,100
+281% +$1.46M
TGT icon
367
PUT
Target
TGT
$71.9B
$1.61M 0.06%
11,400
+4,100
+56% +$786K
COIN icon
368
PUT
Coinbase
COIN
$51.3B
$1.61M 0.06%
34,200
-10,700
-24% -$1.02M
TMUS icon
369
CALL
T-Mobile US
TMUS
$180B
$1.6M 0.06%
11,900
+8,500
+250% +$1.11M
FCX icon
370
PUT
Freeport-McMoran
FCX
$103B
$1.59M 0.06%
54,200
-25,200
-32% -$1.01M
LULU icon
371
lululemon athletica
LULU
$10.9B
$1.58M 0.06%
+5,795
New +$1.86M
ADP icon
372
CALL
Automatic Data Processing
ADP
$108B
$1.57M 0.06%
7,500
+5,500
+275% +$1.21M
NCLH icon
373
CALL
Norwegian Cruise Line
NCLH
$6.48B
$1.57M 0.06%
141,600
+52,300
+59% +$877K
BKNG icon
374
CALL
Booking.com
BKNG
$126B
$1.57M 0.06%
22,500
+12,500
+125% +$1.07M
ORCL icon
375
PUT
Oracle
ORCL
$446B
$1.57M 0.06%
22,500
-44,000
-66% -$3.22M
13 14
15
16 17

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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.