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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
CCL icon
101
PUT
Carnival Corporation Ltd
CCL
$29.9B
$6.47M 0.23%
747,900
+528,500
+241% +$7.76M
SHOP icon
102
PUT
Shopify
SHOP
$165B
$6.4M 0.23%
204,800
+57,800
+39% +$2.47M
NET icon
103
CALL
Cloudflare
NET
$115B
$6.31M 0.22%
144,200
+129,500
+881% +$9.33M
AA icon
104
Alcoa
AA
$11.7B
$6.13M 0.22%
134,564
+115,298
+598% +$7.48M
GOOGL icon
105
PUT
Alphabet (Google) Class A
GOOGL
$4.27T
$6.1M 0.22%
56,000
-54,000
-49% -$6.36M
XLE icon
106
State Street Energy Select Sector SPDR ETF
XLE
$42.2B
$6.08M 0.22%
+170,100
New +$6.82M
MU icon
107
Micron Technology
MU
$1.15T
$6.04M 0.21%
109,361
+96,551
+754% +$6.56M
MS icon
108
CALL
Morgan Stanley
MS
$318B
$5.99M 0.21%
78,700
+52,800
+204% +$4.32M
ZM icon
109
CALL
Zoom
ZM
$25.9B
$5.94M 0.21%
55,000
-3,400
-6% -$359K
NKE icon
110
CALL
Nike
NKE
$52.7B
$5.91M 0.21%
57,800
+8,400
+17% +$993K
F icon
111
CALL
Ford
F
$52.7B
$5.84M 0.21%
525,000
+164,700
+46% +$2.26M
TSM icon
112
TSMC
TSM
$2.25T
$5.68M 0.2%
+69,436
New +$6.42M
JPM icon
113
PUT
JPMorgan Chase
JPM
$929B
$5.65M 0.2%
50,200
-4,200
-8% -$520K
SH icon
114
ProShares Short S&P500
SH
$913M
$5.65M 0.2%
85,652
+46,855
+121% +$2.89M
DVN icon
115
PUT
Devon Energy
DVN
$53.5B
$5.63M 0.2%
102,200
+21,800
+27% +$1.42M
CVS icon
116
PUT
CVS Health
CVS
$114B
$5.61M 0.2%
60,500
+28,400
+88% +$2.77M
BA icon
117
PUT
Boeing
BA
$157B
$5.5M 0.19%
40,200
-3,300
-8% -$487K
PANW icon
118
PUT
Palo Alto Networks
PANW
$297B
$5.43M 0.19%
66,000
+30,000
+83% +$2.66M
BIL icon
119
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
BIL
$47B
$5.41M 0.19%
+59,111
New +$5.4M
XLF icon
120
PUT
State Street Financial Select Sector SPDR ETF
XLF
$53.4B
$5.33M 0.19%
169,500
+128,800
+316% +$4.45M
LNG icon
121
CALL
Cheniere Energy
LNG
$55.4B
$5.31M 0.19%
39,900
+28,400
+247% +$3.87M
LMT icon
122
PUT
Lockheed Martin
LMT
$123B
$5.29M 0.19%
12,300
+2,500
+26% +$1.1M
ETSY icon
123
PUT
Etsy
ETSY
$6.66B
$5.29M 0.19%
72,200
+56,200
+351% +$5.13M
WDAY icon
124
CALL
Workday
WDAY
$46.7B
$5.26M 0.19%
37,700
+35,100
+1,350% +$6.38M
UBER icon
125
CALL
Uber
UBER
$144B
$5.25M 0.19%
256,500
+120,800
+89% +$3.21M
3 4
5
6 7

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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.