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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 | |
|---|---|---|---|---|---|---|
1201
CALL
F5
FFIV
$23.4B
| $337K | 0.01% |
2,200
+200
| +10% | +$34.8K |
|
|
HR
1202
DELISTED
Healthcare Realty Trust Incorporated
HR
| $337K | 0.01% |
+12,387
| New | +$346K |
|
1203
First Trust Indxx NextG ETF
NXTG
$555M
| $336K | 0.01% |
5,211
+720
| +16% | +$50.2K |
|
1204
Church & Dwight Co
CHD
$24.6B
| $335K | 0.01% |
+3,612
| New | +$341K |
|
|
EXAS
1205
CALL
DELISTED
Exact Sciences
EXAS
| $335K | 0.01% |
8,500
+1,500
| +21% | +$80.2K |
|
|
GTLS
1206
PUT
DELISTED
Chart Industries
GTLS
| $335K | 0.01% |
+2,000
| New | +$342K |
|
1207
Medpace
MEDP
$16.4B
| $335K | 0.01% |
+2,241
| New | +$324K |
|
1208
CALL
VeriSign
VRSN
$26.5B
| $335K | 0.01% |
2,000
+1,100
| +122% | +$202K |
|
1209
W.P. Carey
WPC
$16.4B
| $335K | 0.01% |
4,133
+1,592
| +63% | +$128K |
|
1210
CALL
Synopsys
SNPS
$76.7B
| $334K | 0.01% |
+1,100
| New | +$332K |
|
1211
CALL
AGNC Investment
AGNC
$12.6B
| $333K | 0.01% |
30,100
+9,800
| +48% | +$116K |
|
1212
PUT
Brunswick
BC
$5.43B
| $333K | 0.01% |
+5,100
| New | +$375K |
|
1213
Builders FirstSource
BLDR
$8.16B
| $333K | 0.01% |
6,198
-22,842
| -79% | -$1.4M |
|
1214
Entegris
ENTG
$22.2B
| $333K | 0.01% |
3,614
+1,606
| +80% | +$174K |
|
1215
EOG Resources
EOG
$71.5B
| $333K | 0.01% |
3,015
-4,025
| -57% | -$500K |
|
|
FL
1216
PUT
DELISTED
Foot Locker
FL
| $333K | 0.01% |
+13,200
| New | +$395K |
|
1217
Icon
ICLR
$12.6B
| $333K | 0.01% |
+1,535
| New | +$344K |
|
|
WCC
1218
WESCO International
WCC
$18.2B
| $333K | 0.01% |
3,107
+591
| +23% | +$72.8K |
|
|
CIVI
1219
DELISTED
Civitas Resources
CIVI
| $332K | 0.01% |
+6,352
| New | +$414K |
|
1220
CALL
Tyler Technologies
TYL
$12.6B
| $332K | 0.01% |
+1,000
| New | +$366K |
|
1221
Brixmor Property Group
BRX
$9.49B
| $331K | 0.01% |
16,373
+8,507
| +108% | +$201K |
|
|
1222
CALL
EOG Resources
EOG
$71.5B
| $331K | 0.01% |
+3,000
| New | +$372K |
|
|
1223
PUT
EOG Resources
EOG
$71.5B
| $331K | 0.01% |
3,000
-2,000
| -40% | -$248K |
|
1224
Mercado Libre
MELI
$97.5B
| $331K | 0.01% |
519
-55
| -10% | -$47.9K |
|
1225
Rio Tinto
RIO
$165B
| $331K | 0.01% |
5,430
+2,557
| +89% | +$183K |
|
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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.