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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 | |
|---|---|---|---|---|---|---|
876
Direxion Daily Technology Bear 3x ETF
TECS
$56.4M
| $524K | 0.02% |
105
-75
| -42% | -$322K |
|
877
GE Aerospace
GE
$391B
| $522K | 0.02% |
+13,149
| New | +$637K |
|
878
PUT
Credit Acceptance
CACC
$5.99B
| $521K | 0.02% |
1,100
-1,800
| -62% | -$993K |
|
879
Caterpillar
CAT
$382B
| $520K | 0.02% |
2,910
-4,706
| -62% | -$992K |
|
|
BIG
880
PUT
DELISTED
Big Lots, Inc.
BIG
| $520K | 0.02% |
24,800
+18,400
| +288% | +$541K |
|
881
PUT
BlackLine
BL
$1.92B
| $519K | 0.02% |
+7,800
| New | +$534K |
|
882
Bank of Montreal
BMO
$126B
| $517K | 0.02% |
+5,373
| New | +$571K |
|
883
Darden Restaurants
DRI
$23.6B
| $517K | 0.02% |
4,566
+752
| +20% | +$93.9K |
|
884
IAMGOLD
IAG
$8.53B
| $517K | 0.02% |
+321,137
| New | +$808K |
|
885
RH
RH
$3.29B
| $517K | 0.02% |
2,436
+1,637
| +205% | +$486K |
|
|
PXD
886
DELISTED
Pioneer Natural Resource Co.
PXD
| $517K | 0.02% |
+2,317
| New | +$588K |
|
887
CALL
Humana
HUM
$45B
| $515K | 0.02% |
+1,100
| New | +$489K |
|
|
SGI
888
PUT
Somnigroup International
SGI
$14B
| $515K | 0.02% |
+24,100
| New | +$621K |
|
889
CALL
UnitedHealth
UNH
$370B
| $514K | 0.02% |
+1,000
| New | +$502K |
|
890
CALL
Macy's
M
$6.83B
| $513K | 0.02% |
28,000
+6,700
| +31% | +$152K |
|
891
PUT
Old Dominion Freight Line
ODFL
$44B
| $513K | 0.02% |
4,000
+2,000
| +100% | +$262K |
|
892
Qorvo
QRVO
$7.89B
| $513K | 0.02% |
5,444
+1,415
| +35% | +$153K |
|
893
PUT
ChargePoint
CHPT
$143M
| $512K | 0.02% |
1,870
-140
| -7% | -$38.8K |
|
894
CarGurus
CARG
$3.33B
| $511K | 0.02% |
+23,783
| New | +$704K |
|
|
NEWR
895
PUT
DELISTED
New Relic, Inc.
NEWR
| $511K | 0.02% |
+10,200
| New | +$566K |
|
896
CALL
Fastly Inc
FSLY
$3.9B
| $510K | 0.02% |
43,900
+25,900
| +144% | +$365K |
|
897
VanEck Fallen Angel High Yield Bond ETF
ANGL
$3.05B
| $508K | 0.02% |
18,811
+4,340
| +30% | +$124K |
|
898
Diamondback Energy
FANG
$55.9B
| $508K | 0.02% |
4,190
-11,062
| -73% | -$1.52M |
|
899
CALL
Helmerich & Payne
HP
$3.41B
| $508K | 0.02% |
+11,800
| New | +$548K |
|
900
CALL
Tyson Foods
TSN
$21B
| $508K | 0.02% |
5,900
-6,400
| -52% | -$573K |
|
Similar funds
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RB
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MCM
EI
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.