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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 | |
|---|---|---|---|---|---|---|
1026
Philip Morris
PM
$290B
| $425K | 0.02% |
4,303
-1,288
| -23% | -$131K |
|
1027
Invesco DB US Dollar Index Bullish Fund
UUP
$423M
| $425K | 0.02% |
15,204
-10,574
| -41% | -$290K |
|
1028
VanEck Semiconductor ETF
SMH
$71.7B
| $424K | 0.02% |
4,162
-4,010
| -49% | -$466K |
|
1029
ExxonMobil
XOM
$629B
| $424K | 0.02% |
4,951
-67,692
| -93% | -$6.11M |
|
1030
Exelon
EXC
$46.8B
| $423K | 0.02% |
+9,341
| New | +$439K |
|
1031
CALL
Herbalife
HLF
$1.33B
| $423K | 0.02% |
+20,700
| New | +$512K |
|
1032
iShares Core MSCI Europe ETF
IEUR
$9.1B
| $423K | 0.02% |
+9,412
| New | +$465K |
|
1033
S&P Global
SPGI
$122B
| $423K | 0.02% |
1,256
-602
| -32% | -$215K |
|
1034
CALL
Perrigo
PRGO
$1.86B
| $422K | 0.02% |
+10,400
| New | +$386K |
|
1035
CALL
Williams-Sonoma
WSM
$29.3B
| $422K | 0.02% |
+7,600
| New | +$492K |
|
1036
Vanguard Long-Term Bond ETF
BLV
$5.77B
| $421K | 0.01% |
+5,284
| New | +$435K |
|
1037
PUT
Chegg
CHGG
$114M
| $421K | 0.01% |
22,400
-37,700
| -63% | -$864K |
|
1038
CALL
Robert Half
RHI
$4.12B
| $419K | 0.01% |
+5,600
| New | +$531K |
|
1039
Toll Brothers
TOL
$14.5B
| $419K | 0.01% |
+9,395
| New | +$440K |
|
1040
Sysco
SYY
$40.5B
| $418K | 0.01% |
+4,929
| New | +$413K |
|
1041
CALL
Entergy
ETR
$49.6B
| $417K | 0.01% |
7,400
-2,000
| -21% | -$118K |
|
1042
Meta Platforms (Facebook)
META
$1.51T
| $415K | 0.01% |
2,573
-2,737
| -52% | -$528K |
|
1043
CALL
State Street SPDR S&P 500 ETF Trust
SPY
$823B
| $415K | 0.01% |
1,100
-400
| -27% | -$164K |
|
1044
PUT
Vail Resorts
MTN
$5.38B
| $414K | 0.01% |
+1,900
| New | +$465K |
|
1045
Apple
AAPL
$4.54T
| $413K | 0.01% |
3,024
-13,596
| -82% | -$2.06M |
|
|
OPTU
1046
PUT
Optimum Communications Inc
OPTU
$321M
| $413K | 0.01% |
+44,700
| New | +$468K |
|
1047
PUT
Fastly Inc
FSLY
$4.18B
| $413K | 0.01% |
35,600
+14,500
| +69% | +$205K |
|
|
HES
1048
PUT
DELISTED
Hess
HES
| $413K | 0.01% |
+3,900
| New | +$441K |
|
1049
Archer Daniels Midland
ADM
$37.5B
| $412K | 0.01% |
5,305
+1,100
| +26% | +$96.2K |
|
1050
CALL
Dover
DOV
$28.5B
| $412K | 0.01% |
3,400
-600
| -15% | -$81.1K |
|
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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.