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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 | |
|---|---|---|---|---|---|---|
1076
OneMain Financial
OMF
$7.52B
| $395K | 0.01% |
+10,563
| New | +$456K |
|
1077
Invesco National AMT-Free Municipal Bond ETF
PZA
$4.25B
| $395K | 0.01% |
+16,850
| New | +$400K |
|
1078
Pfizer
PFE
$145B
| $394K | 0.01% |
7,507
-869
| -10% | -$44.3K |
|
1079
CALL
GitLab
GTLB
$6.14B
| $393K | 0.01% |
+7,400
| New | +$344K |
|
1080
Kroger
KR
$34.7B
| $393K | 0.01% |
8,308
-730
| -8% | -$38.9K |
|
1081
VanEck Oil Services ETF
OIH
$1.91B
| $393K | 0.01% |
+1,691
| New | +$463K |
|
1082
AbbVie
ABBV
$434B
| $392K | 0.01% |
2,561
-6,521
| -72% | -$996K |
|
1083
International Paper
IP
$22.7B
| $392K | 0.01% |
9,364
-802
| -8% | -$37.2K |
|
1084
ProShares Ultra VIX Short-Term Futures ETF
UVXY
$232M
| $391K | 0.01% |
108
-211
| -66% | -$793K |
|
1085
iShares S&P 500 Growth ETF
IVW
$77.4B
| $390K | 0.01% |
+6,457
| New | +$427K |
|
|
TWOU
1086
DELISTED
2U Inc
TWOU
| $390K | 0.01% |
+1,243
| New | +$384K |
|
1087
PUT
AvalonBay Communities
AVB
$26.9B
| $389K | 0.01% |
2,000
-700
| -26% | -$152K |
|
1088
Bunge Global
BG
$20.7B
| $389K | 0.01% |
+4,290
| New | +$476K |
|
1089
First Trust Preferred Securities and Income ETF
FPE
$6.35B
| $389K | 0.01% |
+22,573
| New | +$408K |
|
|
P
1090
PUT
Everpure Inc
P
$28.6B
| $388K | 0.01% |
+15,100
| New | +$418K |
|
1091
Direxion Daily S&P 500 Bear 3x ETF
SPXS
$307M
| $388K | 0.01% |
+1,456
| New | +$330K |
|
|
RAD
1092
CALL
DELISTED
Rite Aid Corporation
RAD
| $388K | 0.01% |
57,500
+29,100
| +102% | +$193K |
|
1093
Global X Robotics & Artificial Intelligence ETF
BOTZ
$3.49B
| $387K | 0.01% |
+19,049
| New | +$450K |
|
1094
PUT
Cummins
CMI
$90.3B
| $387K | 0.01% |
2,000
-1,200
| -38% | -$240K |
|
1095
Procter & Gamble
PG
$342B
| $386K | 0.01% |
2,683
-24,762
| -90% | -$3.72M |
|
1096
CALL
Pool Corp
POOL
$7.44B
| $386K | 0.01% |
1,100
-1,400
| -56% | -$555K |
|
1097
CALL
Western Digital
WDC
$188B
| $386K | 0.01% |
11,378
-12,833
| -53% | -$515K |
|
1098
Nokia
NOK
$54B
| $385K | 0.01% |
83,436
+10,295
| +14% | +$51.4K |
|
1099
PUT
Ulta Beauty
ULTA
$23.1B
| $385K | 0.01% |
1,000
-3,000
| -75% | -$1.19M |
|
|
VSXY
1100
Victoria's Secret
VSXY
$7.19B
| $385K | 0.01% |
+13,772
| New | +$596K |
|
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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.