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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
EFA icon
276
iShares MSCI EAFE ETF
EFA
$77.6B
$2.31M 0.08%
36,962
+32,121
+664% +$2.19M
W icon
277
CALL
Wayfair
W
$14B
$2.31M 0.08%
53,000
+34,300
+183% +$2.41M
RCL icon
278
CALL
Royal Caribbean
RCL
$65.7B
$2.3M 0.08%
66,000
+35,500
+116% +$2.21M
AAL icon
279
PUT
American Airlines Group
AAL
$8.58B
$2.3M 0.08%
181,500
+60,900
+50% +$1.01M
CCJ icon
280
CALL
Cameco
CCJ
$39.9B
$2.27M 0.08%
108,100
+74,100
+218% +$1.87M
ALB icon
281
Albemarle
ALB
$13.1B
$2.27M 0.08%
+10,854
New +$2.42M
NEM icon
282
CALL
Newmont
NEM
$130B
$2.27M 0.08%
38,000
+33,100
+676% +$2.34M
VLO icon
283
CALL
Valero Energy
VLO
$119B
$2.25M 0.08%
21,200
+2,400
+13% +$284K
HD icon
284
Home Depot
HD
$299B
$2.25M 0.08%
8,205
-14,226
-63% -$4.2M
RCL icon
285
PUT
Royal Caribbean
RCL
$65.7B
$2.21M 0.08%
63,300
+37,800
+148% +$2.35M
SWKS icon
286
CALL
Skyworks Solutions
SWKS
$13.4B
$2.21M 0.08%
+23,800
New +$2.57M
CCJ icon
287
PUT
Cameco
CCJ
$39.9B
$2.2M 0.08%
104,600
+81,600
+355% +$2.06M
IIPR icon
288
PUT
Innovative Industrial Properties
IIPR
$1.53B
$2.2M 0.08%
20,000
+16,800
+525% +$2.38M
EFV icon
289
iShares MSCI EAFE Value ETF
EFV
$31.4B
$2.15M 0.08%
+49,565
New +$2.36M
AZO icon
290
CALL
AutoZone
AZO
$46.6B
$2.15M 0.08%
1,000
-2,200
-69% -$4.52M
NLY icon
291
Annaly Capital Management
NLY
$15.9B
$2.14M 0.08%
90,607
+70,701
+355% +$1.83M
SBUX icon
292
Starbucks
SBUX
$109B
$2.14M 0.08%
27,964
+22,959
+459% +$1.76M
AFRM icon
293
PUT
Affirm
AFRM
$24B
$2.13M 0.08%
117,900
-151,500
-56% -$4.12M
AFRM icon
294
CALL
Affirm
AFRM
$24B
$2.11M 0.07%
116,700
-1,200
-1% -$32.6K
O icon
295
CALL
Realty Income
O
$53.6B
$2.08M 0.07%
30,500
+22,800
+296% +$1.57M
SE icon
296
PUT
Sea Limited
SE
$62.3B
$2.07M 0.07%
31,000
-16,700
-35% -$1.42M
CHTR icon
297
CALL
Charter Communications
CHTR
$14.7B
$2.06M 0.07%
4,400
-4,100
-48% -$2M
CHTR icon
298
PUT
Charter Communications
CHTR
$14.7B
$2.06M 0.07%
4,400
-5,100
-54% -$2.49M
NEE icon
299
CALL
NextEra Energy
NEE
$168B
$2.04M 0.07%
26,400
+17,200
+187% +$1.31M
RNG icon
300
PUT
RingCentral
RNG
$6B
$2.04M 0.07%
39,100
+34,700
+789% +$2.63M
10 11
12
13 14

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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.