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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
ENPH icon
651
PUT
Enphase Energy
ENPH
$4.58B
$781K 0.03%
4,000
-6,900
-63% -$1.25M
DHI icon
652
D.R. Horton
DHI
$38.6B
$780K 0.03%
11,790
+5,659
+92% +$398K
PATH icon
653
PUT
UiPath
PATH
$6.98B
$780K 0.03%
+42,900
New +$802K
KMX icon
654
PUT
CarMax
KMX
$8.12B
$778K 0.03%
+8,600
New +$809K
WDAY icon
655
Workday
WDAY
$46.7B
$776K 0.03%
+5,558
New +$1.01M
ULTA icon
656
CALL
Ulta Beauty
ULTA
$23.1B
$771K 0.03%
2,000
-1,000
-33% -$397K
PM icon
657
CALL
Philip Morris
PM
$294B
$770K 0.03%
7,800
-3,600
-32% -$367K
KHC icon
658
PUT
The Kraft Heinz Company
KHC
$29B
$767K 0.03%
20,100
+5,400
+37% +$216K
PDD icon
659
CALL
Pinduoduo
PDD
$112B
$766K 0.03%
12,400
-26,500
-68% -$1.24M
BURL icon
660
CALL
Burlington
BURL
$14.9B
$763K 0.03%
+5,600
New +$1.01M
BIG
661
DELISTED
Big Lots, Inc.
BIG
$762K 0.03%
36,355
+27,623
+316% +$813K
CHGG icon
662
CALL
Chegg
CHGG
$77.2M
$761K 0.03%
40,500
+4,400
+12% +$101K
NCLH icon
663
Norwegian Cruise Line
NCLH
$6.48B
$759K 0.03%
68,258
-5,091
-7% -$85.3K
WHR icon
664
CALL
Whirlpool
WHR
$2.08B
$759K 0.03%
4,900
-3,500
-42% -$609K
WHR icon
665
PUT
Whirlpool
WHR
$2.08B
$759K 0.03%
4,900
+3,500
+250% +$609K
DAC icon
666
PUT
Danaos Corp
DAC
$2.93B
$757K 0.03%
12,000
-2,800
-19% -$224K
BALL icon
667
PUT
Ball Corp
BALL
$15.9B
$756K 0.03%
11,000
+6,300
+134% +$478K
B
668
Barrick Mining
B
$71.3B
$756K 0.03%
42,736
-189,987
-82% -$4.12M
GNRC icon
669
Generac Holdings
GNRC
$12.3B
$755K 0.03%
+3,585
New +$882K
KHC icon
670
The Kraft Heinz Company
KHC
$29B
$755K 0.03%
19,789
+14,306
+261% +$573K
LEVI icon
671
Levi Strauss
LEVI
$7.63B
$755K 0.03%
+46,251
New +$835K
WOLF icon
672
PUT
Wolfspeed
WOLF
$1.35B
$755K 0.03%
+11,900
New +$989K
WGO icon
673
CALL
Winnebago Industries
WGO
$747M
$753K 0.03%
15,500
+10,600
+216% +$548K
CVX icon
674
Chevron
CVX
$411B
$752K 0.03%
5,193
-22,164
-81% -$3.66M
JACK icon
675
PUT
Jack in the Box
JACK
$250M
$751K 0.03%
13,400
+10,600
+379% +$805K
25 26
27
28 29

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MFA
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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.