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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 | |
|---|---|---|---|---|---|---|
1176
State Street SPDR S&P Retail ETF
XRT
$329M
| $348K | 0.01% |
5,988
-23,937
| -80% | -$1.63M |
|
1177
Dollar General
DG
$28B
| $347K | 0.01% |
+1,415
| New | +$330K |
|
1178
CALL
Zimmer Biomet
ZBH
$19B
| $347K | 0.01% |
3,300
-1,100
| -25% | -$131K |
|
1179
Teck Resources
TECK
$32.4B
| $346K | 0.01% |
11,326
-15,612
| -58% | -$616K |
|
1180
CALL
Oshkosh
OSK
$9.43B
| $345K | 0.01% |
+4,200
| New | +$386K |
|
1181
Sony
SONY
$132B
| $345K | 0.01% |
+21,095
| New | +$374K |
|
1182
Accenture
ACN
$104B
| $344K | 0.01% |
1,238
-298
| -19% | -$89.5K |
|
|
CADE
1183
DELISTED
Cadence Bank
CADE
| $344K | 0.01% |
14,638
+7,688
| +111% | +$198K |
|
1184
CALL
Public Storage
PSA
$61.1B
| $344K | 0.01% |
1,100
+100
| +10% | +$34.6K |
|
1185
PUT
Texas Roadhouse
TXRH
$13.7B
| $344K | 0.01% |
4,700
-400
| -8% | -$31.4K |
|
1186
Ares Capital
ARCC
$13.9B
| $343K | 0.01% |
+19,155
| New | +$378K |
|
1187
PUT
PPG Industries
PPG
$26.5B
| $343K | 0.01% |
+3,000
| New | +$375K |
|
1188
Scorpio Tankers
STNG
$3.71B
| $343K | 0.01% |
+9,929
| New | +$287K |
|
1189
PUT
Dell
DELL
$299B
| $342K | 0.01% |
7,400
+3,000
| +68% | +$142K |
|
1190
Lamb Weston
LW
$7.33B
| $342K | 0.01% |
+4,787
| New | +$316K |
|
1191
State Street SPDR Portfolio Developed World ex-US ETF
SPDW
$41.3B
| $341K | 0.01% |
11,808
-58,531
| -83% | -$1.85M |
|
1192
Li Auto
LI
$13.3B
| $340K | 0.01% |
+8,868
| New | +$237K |
|
1193
Vanguard Short-Term Bond ETF
BSV
$44.6B
| $339K | 0.01% |
4,411
-3,577
| -45% | -$276K |
|
1194
CALL
LGI Homes
LGIH
$1.43B
| $339K | 0.01% |
+3,900
| New | +$362K |
|
1195
PUT
ArcelorMittal
MT
$56.8B
| $339K | 0.01% |
15,000
-25,100
| -63% | -$736K |
|
1196
Northrop Grumman
NOC
$79.2B
| $339K | 0.01% |
708
-811
| -53% | -$372K |
|
1197
CALL
Akamai
AKAM
$17.8B
| $338K | 0.01% |
+3,700
| New | +$386K |
|
1198
Old Dominion Freight Line
ODFL
$44.8B
| $338K | 0.01% |
2,640
+606
| +30% | +$79.4K |
|
1199
Invesco S&P 500 Downside Hedged ETF
PHDG
$64.9M
| $338K | 0.01% |
+10,373
| New | +$354K |
|
1200
Enovis
ENOV
$1.74B
| $337K | 0.01% |
+6,122
| New | +$395K |
|
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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.