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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
PM icon
1026
Philip Morris
PM
$291B
$425K 0.02%
4,303
-1,288
-23% -$131K
UUP icon
1027
Invesco DB US Dollar Index Bullish Fund
UUP
$395M
$425K 0.02%
15,204
-10,574
-41% -$290K
SMH icon
1028
VanEck Semiconductor ETF
SMH
$76.3B
$424K 0.02%
4,162
-4,010
-49% -$466K
XOM icon
1029
ExxonMobil
XOM
$655B
$424K 0.02%
4,951
-67,692
-93% -$6.11M
EXC icon
1030
Exelon
EXC
$43.4B
$423K 0.02%
+9,341
New +$439K
HLF icon
1031
CALL
Herbalife
HLF
$1.25B
$423K 0.02%
+20,700
New +$512K
IEUR icon
1032
iShares Core MSCI Europe ETF
IEUR
$9.15B
$423K 0.02%
+9,412
New +$465K
SPGI icon
1033
S&P Global
SPGI
$120B
$423K 0.02%
1,256
-602
-32% -$215K
PRGO icon
1034
CALL
Perrigo
PRGO
$1.93B
$422K 0.02%
+10,400
New +$386K
WSM icon
1035
CALL
Williams-Sonoma
WSM
$26.8B
$422K 0.02%
+7,600
New +$492K
BLV icon
1036
Vanguard Long-Term Bond ETF
BLV
$5.68B
$421K 0.01%
+5,284
New +$435K
CHGG icon
1037
PUT
Chegg
CHGG
$79.9M
$421K 0.01%
22,400
-37,700
-63% -$864K
RHI icon
1038
CALL
Robert Half
RHI
$3.81B
$419K 0.01%
+5,600
New +$531K
TOL icon
1039
Toll Brothers
TOL
$12.4B
$419K 0.01%
+9,395
New +$440K
SYY icon
1040
Sysco
SYY
$37.6B
$418K 0.01%
+4,929
New +$413K
ETR icon
1041
CALL
Entergy
ETR
$48.6B
$417K 0.01%
7,400
-2,000
-21% -$118K
META icon
1042
Meta Platforms (Facebook)
META
$1.81T
$415K 0.01%
2,573
-2,737
-52% -$528K
SPY icon
1043
CALL
State Street SPDR S&P 500 ETF Trust
SPY
$795B
$415K 0.01%
1,100
-400
-27% -$164K
MTN icon
1044
PUT
Vail Resorts
MTN
$5.02B
$414K 0.01%
+1,900
New +$465K
AAPL icon
1045
Apple
AAPL
$4.92T
$413K 0.01%
3,024
-13,596
-82% -$2.06M
OPTU
1046
PUT
Optimum Communications Inc
OPTU
$416M
$413K 0.01%
+44,700
New +$468K
FSLY icon
1047
PUT
Fastly Inc
FSLY
$4.2B
$413K 0.01%
35,600
+14,500
+69% +$205K
HES
1048
PUT
DELISTED
Hess
HES
$413K 0.01%
+3,900
New +$441K
ADM icon
1049
Archer Daniels Midland
ADM
$40.8B
$412K 0.01%
5,305
+1,100
+26% +$96.2K
DOV icon
1050
CALL
Dover
DOV
$25.1B
$412K 0.01%
3,400
-600
-15% -$81.1K
40 41
42
43 44

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CIA
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OWA
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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.