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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
BLDR icon
801
PUT
Builders FirstSource
BLDR
$6.25B
$591K 0.02%
11,000
+2,700
+33% +$166K
POOL icon
802
Pool Corp
POOL
$6.1B
$591K 0.02%
1,684
+841
+100% +$333K
AEO icon
803
PUT
American Eagle Outfitters
AEO
$2.52B
$590K 0.02%
52,800
+8,300
+19% +$117K
CCI icon
804
CALL
Crown Castle
CCI
$31.1B
$589K 0.02%
3,500
-1,400
-29% -$255K
CVE icon
805
CALL
Cenovus Energy
CVE
$60.2B
$589K 0.02%
+31,000
New +$617K
GGB icon
806
Gerdau
GGB
$9.69B
$587K 0.02%
+172,263
New +$766K
DHR icon
807
Danaher
DHR
$149B
$586K 0.02%
+2,607
New +$600K
SJNK icon
808
State Street SPDR Bloomberg Short Term High Yield Bond ETF
SJNK
$4.71B
$586K 0.02%
24,313
-105,415
-81% -$2.66M
DAR icon
809
Darling Ingredients
DAR
$10.3B
$584K 0.02%
+9,763
New +$741K
HP icon
810
PUT
Helmerich & Payne
HP
$4.09B
$581K 0.02%
13,500
+8,700
+181% +$404K
PZZA icon
811
Papa John's
PZZA
$651M
$580K 0.02%
+6,941
New +$625K
AMJ
812
DELISTED
JP Morgan Alerian MLP Index ETN 5/24/24
AMJ
$579K 0.02%
+30,513
New +$643K
K
813
CALL
DELISTED
Kellanova
K
$578K 0.02%
8,627
+852
+11% +$55.4K
LI icon
814
PUT
Li Auto
LI
$11.9B
$578K 0.02%
15,100
-44,700
-75% -$1.19M
LTHM
815
DELISTED
Livent Corporation
LTHM
$577K 0.02%
25,448
+16,430
+182% +$423K
AMGN icon
816
Amgen
AMGN
$208B
$576K 0.02%
2,368
-8,699
-79% -$2.13M
FIVN icon
817
CALL
FIVE9
FIVN
$2.43B
$574K 0.02%
6,300
-800
-11% -$80.9K
SPR
818
CALL
DELISTED
Spirit AeroSystems
SPR
$574K 0.02%
19,600
+15,200
+345% +$544K
ALK icon
819
PUT
Alaska Air
ALK
$4.52B
$573K 0.02%
+14,300
New +$698K
EMXC icon
820
iShares MSCI Emerging Markets ex China ETF
EMXC
$25.4B
$573K 0.02%
+11,993
New +$638K
VTLE
821
CALL
DELISTED
Vital Energy
VTLE
$572K 0.02%
+8,300
New +$666K
TJX icon
822
PUT
TJX Companies
TJX
$140B
$570K 0.02%
10,200
+6,200
+155% +$375K
IWO icon
823
iShares Russell 2000 Growth ETF
IWO
$14.2B
$569K 0.02%
2,757
+1,798
+187% +$401K
EFX icon
824
PUT
Equifax
EFX
$18.7B
$567K 0.02%
+3,100
New +$620K
DISH
825
DELISTED
DISH Network Corp.
DISH
$566K 0.02%
+31,587
New +$766K
31 32
33
34 35

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CIA
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MFA
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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.