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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
URI icon
601
CALL
United Rentals
URI
$63.1B
$874K 0.03%
+3,600
New +$1.06M
MP icon
602
PUT
MP Materials
MP
$8.42B
$873K 0.03%
27,200
-3,700
-12% -$149K
LULU icon
603
PUT
lululemon athletica
LULU
$10.9B
$872K 0.03%
+3,200
New +$1.03M
LRCX icon
604
Lam Research
LRCX
$361B
$871K 0.03%
20,440
+11,500
+129% +$547K
BKLN icon
605
Invesco Senior Loan ETF
BKLN
$6.79B
$870K 0.03%
42,909
+21,243
+98% +$450K
BILL icon
606
PUT
BILL Holdings
BILL
$4.06B
$869K 0.03%
7,900
-7,500
-49% -$1.09M
HON icon
607
CALL
Honeywell
HON
$65.4B
$869K 0.03%
5,305
-3,926
-43% -$705K
ALC icon
608
PUT
Alcon
ALC
$31.4B
$860K 0.03%
12,300
-1,800
-13% -$131K
FVRR icon
609
PUT
Fiverr
FVRR
$306M
$860K 0.03%
25,000
-9,200
-27% -$437K
AXP icon
610
PUT
American Express
AXP
$210B
$859K 0.03%
6,200
-4,100
-40% -$677K
JWN
611
CALL
DELISTED
Nordstrom
JWN
$858K 0.03%
40,600
+27,800
+217% +$710K
SYY icon
612
PUT
Sysco
SYY
$37.9B
$856K 0.03%
10,100
-3,100
-23% -$260K
AGNC icon
613
AGNC Investment
AGNC
$11.7B
$855K 0.03%
77,252
+50,977
+194% +$604K
LQD icon
614
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
$29.2B
$855K 0.03%
7,774
-33,230
-81% -$3.75M
ALGN icon
615
PUT
Align Technology
ALGN
$10.5B
$852K 0.03%
3,600
+1,600
+80% +$492K
PH icon
616
Parker-Hannifin
PH
$119B
$852K 0.03%
3,461
-373
-10% -$99.8K
DXCM icon
617
CALL
DexCom
DXCM
$33.7B
$850K 0.03%
+11,400
New +$1.04M
CL icon
618
Colgate-Palmolive
CL
$69.7B
$848K 0.03%
+10,585
New +$828K
PANW icon
619
Palo Alto Networks
PANW
$297B
$847K 0.03%
10,290
-2,136
-17% -$189K
BBWI icon
620
CALL
Bath & Body Works
BBWI
$3.51B
$845K 0.03%
31,400
+17,100
+120% +$742K
JNJ icon
621
Johnson & Johnson
JNJ
$651B
$844K 0.03%
4,752
-22,137
-82% -$3.94M
SONO icon
622
CALL
Sonos
SONO
$1.84B
$842K 0.03%
46,700
+22,000
+89% +$493K
TROW icon
623
PUT
T. Rowe Price
TROW
$22.2B
$841K 0.03%
7,400
+2,100
+40% +$267K
CVE icon
624
PUT
Cenovus Energy
CVE
$60.2B
$840K 0.03%
+44,200
New +$880K
HYG icon
625
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$15.1B
$839K 0.03%
+11,393
New +$886K
23 24
25
26 27

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FFS
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MFA
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PGCM
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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.