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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 | |
|---|---|---|---|---|---|---|
926
UiPath
PATH
$7.31B
| $494K | 0.02% |
+27,158
| New | +$508K |
|
927
CALL
Parker-Hannifin
PH
$126B
| $492K | 0.02% |
2,000
-200
| -9% | -$53.5K |
|
928
CALL
Sabre
SABR
$779M
| $492K | 0.02% |
+84,400
| New | +$705K |
|
929
CALL
Teradata
TDC
$3.24B
| $492K | 0.02% |
+13,300
| New | +$531K |
|
930
CALL
Dollar General
DG
$28.2B
| $491K | 0.02% |
2,000
-1,000
| -33% | -$233K |
|
931
CALL
Lumen
LUMN
$6.91B
| $491K | 0.02% |
+45,000
| New | +$505K |
|
932
CALL
Archer Daniels Midland
ADM
$37.6B
| $489K | 0.02% |
+6,300
| New | +$551K |
|
933
CALL
Hyatt Hotels
H
$16.2B
| $488K | 0.02% |
+6,600
| New | +$573K |
|
|
934
PUT
Hyatt Hotels
H
$16.2B
| $488K | 0.02% |
6,600
+1,000
| +18% | +$86.8K |
|
935
CALL
Brunswick
BC
$5.16B
| $484K | 0.02% |
+7,400
| New | +$544K |
|
936
CALL
Estee Lauder
EL
$31.5B
| $484K | 0.02% |
1,900
-1,100
| -37% | -$279K |
|
937
CALL
L3Harris
LHX
$51.7B
| $483K | 0.02% |
+2,000
| New | +$483K |
|
938
iShares S&P 100 ETF
OEF
$20.5B
| $483K | 0.02% |
2,800
+469
| +20% | +$87.6K |
|
939
PUT
OneMain Financial
OMF
$7.44B
| $482K | 0.02% |
+12,900
| New | +$557K |
|
940
PUT
Bunge Global
BG
$20.2B
| $481K | 0.02% |
+5,300
| New | +$588K |
|
941
CALL
Goodyear
GT
$2.02B
| $479K | 0.02% |
44,700
+18,300
| +69% | +$229K |
|
942
CALL
Lamb Weston
LW
$7.29B
| $479K | 0.02% |
+6,700
| New | +$443K |
|
943
PUT
Arista Networks
ANET
$240B
| $478K | 0.02% |
20,400
-5,200
| -20% | -$143K |
|
944
ProShares Short VIX Short-Term Futures ETF
SVXY
$202M
| $478K | 0.02% |
19,810
-2,550
| -11% | -$63.7K |
|
945
CALL
Datadog
DDOG
$103B
| $476K | 0.02% |
5,000
-46,500
| -90% | -$5.11M |
|
946
Corning
GLW
$137B
| $476K | 0.02% |
15,102
+7,078
| +88% | +$244K |
|
|
SPR
947
PUT
DELISTED
Spirit AeroSystems
SPR
| $475K | 0.02% |
16,200
+9,200
| +131% | +$329K |
|
948
Vistra
VST
$48.3B
| $473K | 0.02% |
20,681
+11,956
| +137% | +$295K |
|
949
PUT
Ambarella
AMBA
$3.63B
| $471K | 0.02% |
+7,200
| New | +$580K |
|
950
iShares US Basic Materials ETF
IYM
$1.21B
| $471K | 0.02% |
+3,998
| New | +$553K |
|
Similar funds
BCM
OAM
NOCM
QIM
RB
OMG
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.