We are live on
!
Find out more
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 | |
|---|---|---|---|---|---|---|
976
CALL
XPO
XPO
$23.8B
| $458K | 0.02% |
15,989
+9,762
| +157% | +$310K |
|
977
Scotiabank
BNS
$106B
| $457K | 0.02% |
+7,714
| New | +$501K |
|
|
JWN
978
DELISTED
Nordstrom
JWN
| $457K | 0.02% |
+21,627
| New | +$552K |
|
979
C.H. Robinson
CHRW
$18.1B
| $456K | 0.02% |
+4,497
| New | +$469K |
|
980
CALL
Guardant Health
GH
$21.4B
| $456K | 0.02% |
+11,300
| New | +$560K |
|
981
Rockwell Automation
ROK
$49.5B
| $454K | 0.02% |
+2,279
| New | +$515K |
|
982
Aflac
AFL
$63.7B
| $451K | 0.02% |
8,152
+90
| +1% | +$5.31K |
|
983
Allegiant Air
ALGT
$2.82B
| $451K | 0.02% |
+3,987
| New | +$574K |
|
984
RingCentral
RNG
$5.09B
| $451K | 0.02% |
+8,627
| New | +$655K |
|
985
PUT
D.R. Horton
DHI
$42.1B
| $450K | 0.02% |
+6,800
| New | +$478K |
|
986
Kimberly-Clark
KMB
$37B
| $450K | 0.02% |
3,328
-3,805
| -53% | -$501K |
|
987
PUT
Lumen
LUMN
$6.91B
| $449K | 0.02% |
+41,200
| New | +$462K |
|
988
eBay
EBAY
$48.7B
| $448K | 0.02% |
+10,758
| New | +$524K |
|
989
Matsons
MATX
$6.46B
| $448K | 0.02% |
+6,141
| New | +$528K |
|
990
PUT
Paycom
PAYC
$8.17B
| $448K | 0.02% |
+1,600
| New | +$472K |
|
991
CALL
Sherwin-Williams
SHW
$87.8B
| $448K | 0.02% |
2,000
+300
| +18% | +$77K |
|
992
PUT
Citizens Financial Group
CFG
$31.1B
| $446K | 0.02% |
+12,500
| New | +$494K |
|
993
CALL
Hilton Worldwide
HLT
$70.2B
| $446K | 0.02% |
+4,000
| New | +$553K |
|
994
Vanguard Russell 1000 Value ETF
VONV
$21.1B
| $445K | 0.02% |
+7,009
| New | +$482K |
|
995
CALL
Trade Desk
TTD
$9.09B
| $444K | 0.02% |
10,600
-13,000
| -55% | -$712K |
|
996
New York Times
NYT
$12.2B
| $443K | 0.02% |
+15,869
| New | +$573K |
|
997
Bank of America
BAC
$440B
| $441K | 0.02% |
14,154
-36,499
| -72% | -$1.31M |
|
|
SBNY
998
DELISTED
Signature Bank
SBNY
| $441K | 0.02% |
2,459
+100
| +4% | +$22.4K |
|
999
MarketAxess Holdings
MKTX
$5.71B
| $440K | 0.02% |
1,720
+691
| +67% | +$189K |
|
1000
CALL
BP
BP
$109B
| $439K | 0.02% |
15,500
-11,000
| -42% | -$337K |
|
Similar funds
BCM
OAM
WFAL
NOCM
QIM
RB
OMG
MCM
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.