We are live on ! Find out more
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
WMT icon
126
PUT
Walmart Inc
WMT
$847B
$5.24M 0.19%
129,300
-67,500
-34% -$3.11M
CROX icon
127
PUT
Crocs
CROX
$5.86B
$5.18M 0.18%
106,400
+86,100
+424% +$5.23M
GS icon
128
PUT
Goldman Sachs
GS
$274B
$5.08M 0.18%
17,100
-18,800
-52% -$5.85M
CVNA icon
129
CALL
Carvana
CVNA
$46.9B
$5.07M 0.18%
1,122,000
+993,000
+770% +$10.4M
UBER icon
130
PUT
Uber
UBER
$144B
$5.01M 0.18%
245,000
+195,500
+395% +$5.19M
GOOGL icon
131
CALL
Alphabet (Google) Class A
GOOGL
$4.27T
$5.01M 0.18%
46,000
-122,000
-73% -$14.4M
ETSY icon
132
CALL
Etsy
ETSY
$6.66B
$5.01M 0.18%
68,400
+60,300
+744% +$5.51M
BRK.B icon
133
CALL
Berkshire Hathaway Class B
BRK.B
$1.09T
$4.97M 0.18%
18,200
+11,300
+164% +$3.55M
CRM icon
134
PUT
Salesforce
CRM
$196B
$4.82M 0.17%
29,200
-2,200
-7% -$389K
XLE icon
135
CALL
State Street Energy Select Sector SPDR ETF
XLE
$42.2B
$4.72M 0.17%
132,000
+16,400
+14% +$658K
RH icon
136
PUT
RH
RH
$2.4B
$4.69M 0.17%
22,100
+21,100
+2,110% +$6.26M
SPY icon
137
State Street SPDR S&P 500 ETF Trust
SPY
$803B
$4.68M 0.17%
12,406
+2,238
+22% +$917K
BNTX icon
138
PUT
BioNTech
BNTX
$24.1B
$4.64M 0.16%
31,100
-5,400
-15% -$825K
XOP icon
139
CALL
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$4B
$4.62M 0.16%
38,700
+21,600
+126% +$3.03M
QCOM icon
140
CALL
Qualcomm
QCOM
$190B
$4.61M 0.16%
36,100
+22,800
+171% +$3.1M
CVX icon
141
CALL
Chevron
CVX
$411B
$4.52M 0.16%
31,200
+11,700
+60% +$1.93M
VLO icon
142
PUT
Valero Energy
VLO
$119B
$4.52M 0.16%
42,500
+37,300
+717% +$4.42M
MPC icon
143
CALL
Marathon Petroleum
MPC
$119B
$4.48M 0.16%
54,500
+11,200
+26% +$1.05M
BIIB icon
144
CALL
Biogen
BIIB
$31.8B
$4.47M 0.16%
21,900
+15,900
+265% +$3.25M
MRVL icon
145
PUT
Marvell Technology
MRVL
$220B
$4.43M 0.16%
101,700
+26,500
+35% +$1.5M
CVNA icon
146
PUT
Carvana
CVNA
$46.9B
$4.37M 0.15%
967,500
+801,500
+483% +$8.43M
AMAT icon
147
CALL
Applied Materials
AMAT
$353B
$4.34M 0.15%
47,700
+37,000
+346% +$4.06M
CROX icon
148
CALL
Crocs
CROX
$5.86B
$4.3M 0.15%
88,400
+75,700
+596% +$4.6M
BIIB icon
149
PUT
Biogen
BIIB
$31.8B
$4.24M 0.15%
20,800
+11,900
+134% +$2.43M
CCL icon
150
Carnival Corporation Ltd
CCL
$29.9B
$4.15M 0.15%
479,442
+396,139
+476% +$5.81M
4 5
6
7 8

Similar funds

SMM
Stadion Money Management Watkinsville, Georgia $1.16B AUM 20.57% 1-Year Est. Return
TPWA
TRUE Private Wealth Advisors Salem, Oregon $1.16B AUM 36.18% 1-Year Est. Return
CIA
Compass Ion Advisors Conshohocken, Pennsylvania $1.16B AUM 17.72% 1-Year Est. Return
OWA
Octavia Wealth Advisors Cincinnati, Ohio $1.16B AUM 25.42% 1-Year Est. Return
FFS
Forge Financial Services Edmond, Oklahoma $1.16B AUM 20.7% 1-Year Est. Return
MFA
Mayflower Financial Advisors Boston, Massachusetts $1.16B AUM 24.36% 1-Year Est. Return
LA
LVW Advisors Pittsford, New York $1.16B AUM 26.37% 1-Year Est. Return
PGCM
Prescott Group Capital Management Tulsa, Oklahoma $1.16B AUM 53.61% 1-Year Est. Return

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.