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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
AAL icon
201
CALL
American Airlines Group
AAL
$8.58B
$3.17M 0.11%
249,900
+109,100
+77% +$1.82M
MCD icon
202
PUT
McDonald's
MCD
$176B
$3.13M 0.11%
12,700
-10,200
-45% -$2.51M
MCD icon
203
CALL
McDonald's
MCD
$176B
$3.11M 0.11%
12,600
-2,100
-14% -$517K
KRE icon
204
CALL
State Street SPDR S&P Regional Banking ETF
KRE
$4.23B
$3.1M 0.11%
53,300
+44,900
+535% +$2.8M
COST icon
205
CALL
Costco
COST
$397B
$3.07M 0.11%
6,400
-20,000
-76% -$10.1M
AVGO icon
206
CALL
Broadcom
AVGO
$1.71T
$3.06M 0.11%
63,000
-73,000
-54% -$4.1M
BX icon
207
CALL
Blackstone
BX
$93.8B
$3.06M 0.11%
33,500
+27,700
+478% +$2.99M
SNAP icon
208
CALL
Snap
SNAP
$9.35B
$3.05M 0.11%
232,100
+140,900
+154% +$3.21M
PLTR icon
209
PUT
Palantir
PLTR
$427B
$3.02M 0.11%
333,100
+162,100
+95% +$1.6M
HD icon
210
PUT
Home Depot
HD
$299B
$3.02M 0.11%
11,000
-36,200
-77% -$10.7M
TXN icon
211
CALL
Texas Instruments
TXN
$244B
$3.01M 0.11%
19,600
+7,400
+61% +$1.24M
SWKS icon
212
PUT
Skyworks Solutions
SWKS
$13.4B
$3M 0.11%
32,400
+30,600
+1,700% +$3.31M
PEP icon
213
CALL
PepsiCo
PEP
$177B
$3M 0.11%
18,000
+2,100
+13% +$354K
IWM icon
214
iShares Russell 2000 ETF
IWM
$76.6B
$2.99M 0.11%
+17,638
New +$3.25M
CAT icon
215
CALL
Caterpillar
CAT
$372B
$2.98M 0.11%
16,700
+11,000
+193% +$2.32M
HPQ icon
216
CALL
HP
HPQ
$31B
$2.98M 0.11%
+90,900
New +$3.34M
BX icon
217
PUT
Blackstone
BX
$93.8B
$2.96M 0.11%
32,500
+18,200
+127% +$1.97M
UNP icon
218
CALL
Union Pacific
UNP
$166B
$2.92M 0.1%
13,700
+200
+1% +$45.5K
ISRG icon
219
Intuitive Surgical
ISRG
$139B
$2.92M 0.1%
14,540
+13,389
+1,163% +$3.14M
GM icon
220
CALL
General Motors
GM
$72.1B
$2.91M 0.1%
91,500
-12,700
-12% -$476K
NVAX icon
221
CALL
Novavax
NVAX
$1.67B
$2.91M 0.1%
56,500
+9,200
+19% +$477K
MA icon
222
PUT
Mastercard
MA
$495B
$2.87M 0.1%
9,100
-100
-1% -$34.4K
EBAY icon
223
PUT
eBay
EBAY
$49.8B
$2.86M 0.1%
68,600
+40,100
+141% +$1.95M
SLB icon
224
CALL
SLB Ltd
SLB
$75.9B
$2.81M 0.1%
+78,700
New +$3.28M
FUTU icon
225
CALL
Futu Holdings
FUTU
$15.7B
$2.79M 0.1%
53,500
+31,600
+144% +$1.19M
7 8
9
10 11

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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.