We are live on ! Find out more
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
TSM icon
26
CALL
TSMC
TSM
$2.25T
$16.1M 0.57%
197,000
+149,400
+314% +$13.8M
AA icon
27
CALL
Alcoa
AA
$11.7B
$15.4M 0.54%
337,200
+294,200
+684% +$19.1M
IBM icon
28
PUT
IBM
IBM
$216B
$15.3M 0.54%
108,400
+6,500
+6% +$877K
PFE icon
29
CALL
Pfizer
PFE
$158B
$14.9M 0.53%
284,800
+59,700
+27% +$3.04M
JNJ icon
30
CALL
Johnson & Johnson
JNJ
$651B
$14.8M 0.53%
83,600
+66,800
+398% +$11.9M
EXPE icon
31
PUT
Expedia Group
EXPE
$33.5B
$14.4M 0.51%
152,100
+136,600
+881% +$19.3M
AMZN icon
32
PUT
Amazon
AMZN
$2.74T
$14.3M 0.51%
134,700
-9,300
-6% -$1.16M
GILD icon
33
CALL
Gilead Sciences
GILD
$186B
$13.7M 0.49%
221,900
+131,300
+145% +$8.13M
JNJ icon
34
PUT
Johnson & Johnson
JNJ
$651B
$13.7M 0.49%
77,100
+46,600
+153% +$8.3M
NVDA icon
35
NVIDIA
NVDA
$5.37T
$13.6M 0.48%
900,180
+801,720
+814% +$15.1M
DIS icon
36
CALL
Walt Disney
DIS
$177B
$12.9M 0.46%
136,600
+79,800
+140% +$8.86M
AMGN icon
37
PUT
Amgen
AMGN
$208B
$12.4M 0.44%
50,900
+14,900
+41% +$3.65M
ABNB icon
38
PUT
Airbnb
ABNB
$98B
$12.3M 0.44%
137,900
+105,000
+319% +$13.7M
GILD icon
39
PUT
Gilead Sciences
GILD
$186B
$12.1M 0.43%
195,900
+128,400
+190% +$7.95M
XYZ
40
CALL
Block Inc
XYZ
$45.8B
$11.8M 0.42%
191,400
+137,900
+258% +$12.6M
BMY icon
41
PUT
Bristol-Myers Squibb
BMY
$129B
$11.5M 0.41%
149,000
+89,700
+151% +$6.83M
ZM icon
42
PUT
Zoom
ZM
$25.9B
$11.3M 0.4%
104,800
-33,000
-24% -$3.48M
X
43
PUT
DELISTED
US Steel
X
$11.3M 0.4%
631,700
+548,400
+658% +$15M
DIS icon
44
PUT
Walt Disney
DIS
$177B
$11.3M 0.4%
119,600
+76,500
+177% +$8.49M
AMGN icon
45
CALL
Amgen
AMGN
$208B
$11.2M 0.4%
46,100
+23,500
+104% +$5.76M
META icon
46
CALL
Meta Platforms (Facebook)
META
$1.7T
$11.1M 0.39%
68,900
+5,000
+8% +$965K
SNOW icon
47
PUT
Snowflake
SNOW
$117B
$10.6M 0.38%
76,500
+53,000
+226% +$8.4M
C icon
48
CALL
Citigroup
C
$221B
$10.6M 0.38%
230,800
+72,300
+46% +$3.62M
QQQ icon
49
Invesco QQQ Trust
QQQ
$485B
$10.4M 0.37%
37,281
+17,793
+91% +$5.52M
VZ icon
50
PUT
Verizon
VZ
$200B
$10.3M 0.37%
203,700
+138,600
+213% +$7.01M
1
2
3 4 5

Similar funds

SMM
Stadion Money Management Watkinsville, Georgia $1.16B AUM 20.57% 1-Year Est. Return
TPWA
TRUE Private Wealth Advisors Salem, Oregon $1.16B AUM 36.18% 1-Year Est. Return
CIA
Compass Ion Advisors Conshohocken, Pennsylvania $1.16B AUM 17.72% 1-Year Est. Return
OWA
Octavia Wealth Advisors Cincinnati, Ohio $1.16B AUM 25.42% 1-Year Est. Return
FFS
Forge Financial Services Edmond, Oklahoma $1.16B AUM 20.7% 1-Year Est. Return
MFA
Mayflower Financial Advisors Boston, Massachusetts $1.16B AUM 24.36% 1-Year Est. Return
LA
LVW Advisors Pittsford, New York $1.16B AUM 26.37% 1-Year Est. Return
PGCM
Prescott Group Capital Management Tulsa, Oklahoma $1.16B AUM 53.61% 1-Year Est. Return

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.