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TSS

Two Sigma Securities Portfolio holdings

AUM $861M
1-Year Est. Return 21.33%
This Fund
S&P 500
This Quarter Est. Return
-17.15%
1 Year Est. Return
+21.33%
3 Year Est. Return
+86.85%
5 Year Est. Return
+97.02%
10 Year Est. Return
+293.06%
AUM
$2.82B
AUM Growth
-$18M
Cap. Flow
+$775M
Cap. Flow %
27.45%
Top 10 Hldgs %
9.67%
Holding
3,026
New
940
Increased
665
Reduced
522
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 Technology 3.55%
2 Consumer Discretionary 2.24%
3 Healthcare 1.68%
4 Financials 1.47%
5 Industrials 1.08%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
EFA icon
276
iShares MSCI EAFE ETF
EFA
$78.4B
$2.31M 0.08%
36,962
+32,121
+664% +$2.19M
W icon
277
CALL
Wayfair
W
$11.8B
$2.31M 0.08%
53,000
+34,300
+183% +$2.41M
RCL icon
278
CALL
Royal Caribbean
RCL
$86.7B
$2.3M 0.08%
66,000
+35,500
+116% +$2.21M
AAL icon
279
PUT
American Airlines Group
AAL
$10.6B
$2.3M 0.08%
181,500
+60,900
+50% +$1.01M
CCJ icon
280
CALL
Cameco
CCJ
$39.1B
$2.27M 0.08%
108,100
+74,100
+218% +$1.87M
ALB icon
281
Albemarle
ALB
$14B
$2.27M 0.08%
+10,854
New +$2.42M
NEM icon
282
CALL
Newmont
NEM
$100B
$2.27M 0.08%
38,000
+33,100
+676% +$2.34M
VLO icon
283
CALL
Valero Energy
VLO
$88.5B
$2.25M 0.08%
21,200
+2,400
+13% +$284K
HD icon
284
Home Depot
HD
$339B
$2.25M 0.08%
8,205
-14,226
-63% -$4.2M
RCL icon
285
PUT
Royal Caribbean
RCL
$86.7B
$2.21M 0.08%
63,300
+37,800
+148% +$2.35M
SWKS icon
286
CALL
Skyworks Solutions
SWKS
$9.22B
$2.21M 0.08%
+23,800
New +$2.57M
CCJ icon
287
PUT
Cameco
CCJ
$39.1B
$2.2M 0.08%
104,600
+81,600
+355% +$2.06M
IIPR icon
288
PUT
Innovative Industrial Properties
IIPR
$1.7B
$2.2M 0.08%
20,000
+16,800
+525% +$2.38M
EFV icon
289
iShares MSCI EAFE Value ETF
EFV
$29B
$2.15M 0.08%
+49,565
New +$2.36M
AZO icon
290
CALL
AutoZone
AZO
$48.8B
$2.15M 0.08%
1,000
-2,200
-69% -$4.52M
NLY icon
291
Annaly Capital Management
NLY
$17.2B
$2.14M 0.08%
90,607
+70,701
+355% +$1.83M
SBUX icon
292
Starbucks
SBUX
$118B
$2.14M 0.08%
27,964
+22,959
+459% +$1.76M
AFRM icon
293
PUT
Affirm
AFRM
$25.3B
$2.13M 0.08%
117,900
-151,500
-56% -$4.12M
AFRM icon
294
CALL
Affirm
AFRM
$25.3B
$2.11M 0.07%
116,700
-1,200
-1% -$32.6K
O icon
295
CALL
Realty Income
O
$59.2B
$2.08M 0.07%
30,500
+22,800
+296% +$1.57M
SE icon
296
PUT
Sea Limited
SE
$68.1B
$2.07M 0.07%
31,000
-16,700
-35% -$1.42M
CHTR icon
297
CALL
Charter Communications
CHTR
$17.2B
$2.06M 0.07%
4,400
-4,100
-48% -$2M
CHTR icon
298
PUT
Charter Communications
CHTR
$17.2B
$2.06M 0.07%
4,400
-5,100
-54% -$2.49M
NEE icon
299
CALL
NextEra Energy
NEE
$181B
$2.04M 0.07%
26,400
+17,200
+187% +$1.31M
RNG icon
300
PUT
RingCentral
RNG
$4.81B
$2.04M 0.07%
39,100
+34,700
+789% +$2.63M
10 11
12
13 14

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NOCM
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QIM
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RB
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MCM
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NEPWA
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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 deployed $775M of net new capital in Q2 2022, opening 940 new positions and adding to 665 existing holdings. Its largest new stake was State Street Energy Select Sector SPDR ETF: 170,100 shares worth $6.08M.

By sector, the portfolio is most concentrated in Technology at 3.6% of assets, up from 3.5% a quarter earlier, followed by Consumer Discretionary and Healthcare.

On the sell side, the largest reduction was Alibaba, an estimated $9.07M trimmed.

  • 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 940 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.