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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
NKE icon
76
PUT
Nike
NKE
$52.7B
$7.66M 0.27%
74,900
+1,900
+3% +$225K
GS icon
77
CALL
Goldman Sachs
GS
$274B
$7.57M 0.27%
25,500
-10,500
-29% -$3.27M
QCOM icon
78
PUT
Qualcomm
QCOM
$190B
$7.54M 0.27%
59,000
+31,700
+116% +$4.3M
WMT icon
79
CALL
Walmart Inc
WMT
$847B
$7.48M 0.27%
184,500
+4,800
+3% +$221K
BA icon
80
CALL
Boeing
BA
$157B
$7.4M 0.26%
54,100
+19,600
+57% +$2.89M
DAL icon
81
CALL
Delta Air Lines
DAL
$52.4B
$7.37M 0.26%
254,300
+213,500
+523% +$8.14M
DOCU
82
CALL
DocuSign
DOCU
$12.9B
$7.34M 0.26%
127,900
+90,200
+239% +$7.3M
DOCU
83
PUT
DocuSign
DOCU
$12.9B
$7.3M 0.26%
127,300
+55,200
+77% +$4.47M
FDX icon
84
PUT
FedEx
FDX
$71.9B
$7.23M 0.26%
31,900
+8,100
+34% +$1.73M
MS icon
85
PUT
Morgan Stanley
MS
$318B
$7.23M 0.26%
95,000
+43,200
+83% +$3.54M
FDX icon
86
CALL
FedEx
FDX
$71.9B
$7.21M 0.26%
31,800
+3,700
+13% +$790K
F icon
87
PUT
Ford
F
$52.7B
$7.19M 0.25%
646,000
+381,900
+145% +$5.23M
CRWD icon
88
CALL
CrowdStrike
CRWD
$243B
$7.16M 0.25%
170,000
+14,800
+10% +$670K
CLF icon
89
PUT
Cleveland-Cliffs
CLF
$7.13B
$7.08M 0.25%
460,500
+347,000
+306% +$8.29M
COST icon
90
PUT
Costco
COST
$397B
$7.04M 0.25%
14,700
-10,300
-41% -$5.23M
XLF icon
91
CALL
State Street Financial Select Sector SPDR ETF
XLF
$53.4B
$7.02M 0.25%
223,300
+203,900
+1,051% +$7.05M
WBA
92
CALL
DELISTED
Walgreens Boots Alliance
WBA
$6.97M 0.25%
184,000
+125,400
+214% +$5.39M
WFC icon
93
PUT
Wells Fargo
WFC
$260B
$6.94M 0.25%
177,100
+81,500
+85% +$3.58M
PTON icon
94
CALL
Peloton Interactive
PTON
$2.18B
$6.93M 0.25%
755,300
+478,100
+172% +$7.67M
C icon
95
PUT
Citigroup
C
$221B
$6.89M 0.24%
149,800
-33,500
-18% -$1.68M
COIN icon
96
CALL
Coinbase
COIN
$51.3B
$6.74M 0.24%
143,400
+124,700
+667% +$11.9M
CRM icon
97
CALL
Salesforce
CRM
$196B
$6.73M 0.24%
40,800
+25,400
+165% +$4.49M
LMT icon
98
CALL
Lockheed Martin
LMT
$123B
$6.66M 0.24%
15,500
+12,900
+496% +$5.66M
NET icon
99
PUT
Cloudflare
NET
$115B
$6.61M 0.23%
151,000
+124,700
+474% +$8.98M
MSFT icon
100
Microsoft
MSFT
$3.67T
$6.6M 0.23%
25,702
+17,959
+232% +$4.87M
2 3
4
5 6

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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.