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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
BTU icon
426
PUT
Peabody Energy
BTU
$3.07B
$1.3M 0.05%
+61,100
New +$1.5M
OIH icon
427
PUT
VanEck Oil Services ETF
OIH
$1.95B
$1.3M 0.05%
+5,600
New +$1.53M
HAL icon
428
CALL
Halliburton
HAL
$28B
$1.3M 0.05%
41,500
+29,800
+255% +$1.11M
DAC icon
429
CALL
Danaos Corp
DAC
$2.93B
$1.3M 0.05%
20,600
-21,100
-51% -$1.69M
LLY icon
430
CALL
Eli Lilly
LLY
$1.03T
$1.3M 0.05%
4,000
+3,000
+300% +$901K
DOW icon
431
PUT
Dow Inc
DOW
$20.8B
$1.29M 0.05%
25,100
-11,300
-31% -$724K
IYR icon
432
iShares US Real Estate ETF
IYR
$4.21B
$1.29M 0.05%
14,029
+8,508
+154% +$848K
ASML icon
433
ASML
ASML
$645B
$1.28M 0.05%
2,697
-587
-18% -$328K
LRCX icon
434
PUT
Lam Research
LRCX
$361B
$1.28M 0.05%
+30,000
New +$1.43M
MO icon
435
CALL
Altria Group
MO
$116B
$1.28M 0.05%
30,600
+26,300
+612% +$1.36M
DG icon
436
PUT
Dollar General
DG
$27B
$1.28M 0.05%
5,200
-600
-10% -$140K
MELI icon
437
CALL
Mercado Libre
MELI
$90.6B
$1.27M 0.05%
+2,000
New +$1.74M
MELI icon
438
PUT
Mercado Libre
MELI
$90.6B
$1.27M 0.05%
+2,000
New +$1.74M
JBLU icon
439
JetBlue
JBLU
$1.65B
$1.27M 0.05%
151,854
+123,337
+433% +$1.32M
SHAK icon
440
CALL
Shake Shack
SHAK
$2.22B
$1.27M 0.05%
32,200
+28,700
+820% +$1.46M
TBF icon
441
ProShares Short 20+ Year Treasury ETF
TBF
$120M
$1.27M 0.05%
63,349
+33,485
+112% +$661K
LOW icon
442
Lowe's Companies
LOW
$108B
$1.26M 0.04%
7,232
+4,936
+215% +$952K
SMH icon
443
CALL
VanEck Semiconductor ETF
SMH
$70.9B
$1.26M 0.04%
+12,400
New +$1.44M
V icon
444
CALL
Visa
V
$691B
$1.26M 0.04%
6,400
-30,100
-82% -$6.22M
M icon
445
PUT
Macy's
M
$5.73B
$1.26M 0.04%
68,700
+30,200
+78% +$683K
CAT icon
446
PUT
Caterpillar
CAT
$372B
$1.25M 0.04%
7,000
-7,900
-53% -$1.66M
CMCSA icon
447
CALL
Comcast
CMCSA
$80.7B
$1.24M 0.04%
31,600
-37,100
-54% -$1.59M
XYZ
448
Block Inc
XYZ
$45.8B
$1.23M 0.04%
19,973
+14,417
+259% +$1.32M
MINT icon
449
PIMCO Enhanced Short Maturity Active Exchange-Traded Fund
MINT
$17.6B
$1.22M 0.04%
12,350
-12,552
-50% -$1.25M
TSLA icon
450
CALL
Tesla
TSLA
$1.44T
$1.21M 0.04%
5,400
-76,500
-93% -$20.9M
16 17
18
19 20

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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.