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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
(-0.63%)
Cap. Flow
+$775M
Cap. Flow
% of AUM
27.45%
Top 10 Holdings %
Top 10 Hldgs %
9.67%
Holding
3,026
New
940
Increased
665
Reduced
522
Closed
865
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
NVIDIA
NVDA
|
+$15.1M |
| 2 |
Alcoa
AA
|
+$7.48M |
| 3 |
State Street Energy Select Sector SPDR ETF
XLE
|
+$6.82M |
| 4 |
Micron Technology
MU
|
+$6.56M |
| 5 |
TSMC
TSM
|
+$6.42M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Alibaba
BABA
|
+$9.07M |
| 2 |
Occidental Petroleum
OXY
|
+$7.09M |
| 3 |
Lockheed Martin
LMT
|
+$6.99M |
| 4 |
iShares 1-3 Year Treasury Bond ETF
SHY
|
+$6.92M |
| 5 |
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 | |
|---|---|---|---|---|---|---|
801
PUT
Builders FirstSource
BLDR
$8.11B
| $591K | 0.02% |
11,000
+2,700
| +33% | +$166K |
|
802
Pool Corp
POOL
$7.39B
| $591K | 0.02% |
1,684
+841
| +100% | +$333K |
|
803
PUT
American Eagle Outfitters
AEO
$3.03B
| $590K | 0.02% |
52,800
+8,300
| +19% | +$117K |
|
804
CALL
Crown Castle
CCI
$33.9B
| $589K | 0.02% |
3,500
-1,400
| -29% | -$255K |
|
805
CALL
Cenovus Energy
CVE
$53B
| $589K | 0.02% |
+31,000
| New | +$617K |
|
806
Gerdau
GGB
$10B
| $587K | 0.02% |
+172,263
| New | +$766K |
|
807
Danaher
DHR
$137B
| $586K | 0.02% |
+2,607
| New | +$600K |
|
808
State Street SPDR Bloomberg Short Term High Yield Bond ETF
SJNK
$4.76B
| $586K | 0.02% |
24,313
-105,415
| -81% | -$2.66M |
|
809
Darling Ingredients
DAR
$9.56B
| $584K | 0.02% |
+9,763
| New | +$741K |
|
810
PUT
Helmerich & Payne
HP
$3.45B
| $581K | 0.02% |
13,500
+8,700
| +181% | +$404K |
|
811
Papa John's
PZZA
$1.01B
| $580K | 0.02% |
+6,941
| New | +$625K |
|
|
AMJ
812
DELISTED
JP Morgan Alerian MLP Index ETN 5/24/24
AMJ
| $579K | 0.02% |
+30,513
| New | +$643K |
|
|
K
813
CALL
DELISTED
Kellanova
K
| $578K | 0.02% |
8,627
+852
| +11% | +$55.4K |
|
814
PUT
Li Auto
LI
$13.4B
| $578K | 0.02% |
15,100
-44,700
| -75% | -$1.19M |
|
|
LTHM
815
DELISTED
Livent Corporation
LTHM
| $577K | 0.02% |
25,448
+16,430
| +182% | +$423K |
|
816
Amgen
AMGN
$210B
| $576K | 0.02% |
2,368
-8,699
| -79% | -$2.13M |
|
817
CALL
FIVE9
FIVN
$2.28B
| $574K | 0.02% |
6,300
-800
| -11% | -$80.9K |
|
|
SPR
818
CALL
DELISTED
Spirit AeroSystems
SPR
| $574K | 0.02% |
19,600
+15,200
| +345% | +$544K |
|
819
PUT
Alaska Air
ALK
$5.86B
| $573K | 0.02% |
+14,300
| New | +$698K |
|
820
iShares MSCI Emerging Markets ex China ETF
EMXC
$24.3B
| $573K | 0.02% |
+11,993
| New | +$638K |
|
|
VTLE
821
CALL
DELISTED
Vital Energy
VTLE
| $572K | 0.02% |
+8,300
| New | +$666K |
|
822
PUT
TJX Companies
TJX
$174B
| $570K | 0.02% |
10,200
+6,200
| +155% | +$375K |
|
823
iShares Russell 2000 Growth ETF
IWO
$15B
| $569K | 0.02% |
2,757
+1,798
| +187% | +$401K |
|
824
PUT
Equifax
EFX
$20.8B
| $567K | 0.02% |
+3,100
| New | +$620K |
|
|
DISH
825
DELISTED
DISH Network Corp.
DISH
| $566K | 0.02% |
+31,587
| New | +$766K |
|
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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.