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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
+97.03%
10 Year Est. Return
+293.07%
AUM
$2.82B
AUM Growth
-$18M
(-0.63%)
Cap. Flow
+$774M
Cap. Flow
% of AUM
27.44%
Top 10 Holdings %
Top 10 Hldgs %
9.67%
Holding
3,026
New
938
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 | |
|---|---|---|---|---|---|---|
1351
Markel Group
MKL
$23.3B
| $286K | 0.01% |
221
-17
| -7% | -$23.3K |
|
1352
PUT
Kroger
KR
$34.7B
| $284K | 0.01% |
6,000
-12,000
| -67% | -$640K |
|
1353
Franklin Resources
BEN
$17.7B
| $283K | 0.01% |
12,142
+473
| +4% | +$12.1K |
|
1354
PUT
FIVE9
FIVN
$2.28B
| $283K | 0.01% |
3,100
-9,300
| -75% | -$941K |
|
|
MPT
1355
Medical Properties Trust
MPT
$2.79B
| $283K | 0.01% |
+18,502
| New | +$333K |
|
1356
CALL
Meritage Homes
MTH
$4.88B
| $283K | 0.01% |
+7,800
| New | +$311K |
|
|
P
1357
CALL
Everpure Inc
P
$27.8B
| $283K | 0.01% |
+11,000
| New | +$304K |
|
1358
iShares MSCI USA Quality Factor ETF
QUAL
$47.7B
| $283K | 0.01% |
2,529
+778
| +44% | +$94.9K |
|
1359
Williams-Sonoma
WSM
$29.2B
| $283K | 0.01% |
+5,106
| New | +$330K |
|
1360
PUT
Doximity
DOCS
$3.99B
| $282K | 0.01% |
+8,100
| New | +$319K |
|
1361
Direxion Daily Energy Bear 2X ETF
ERY
$42.2M
| $282K | 0.01% |
5,395
+867
| +19% | +$40.1K |
|
|
SPWR
1362
DELISTED
SunPower Corporation Common Stock
SPWR
| $282K | 0.01% |
+17,851
| New | +$322K |
|
1363
CALL
Shutterstock
SSTK
$229M
| $281K | 0.01% |
+4,900
| New | +$328K |
|
1364
TE Connectivity
TEL
$63.1B
| $281K | 0.01% |
+2,485
| New | +$308K |
|
|
TELL
1365
DELISTED
Tellurian Inc.
TELL
| $281K | 0.01% |
94,283
-6,747
| -7% | -$31.2K |
|
1366
PUT
Molina Healthcare
MOH
$10.2B
| $280K | 0.01% |
+1,000
| New | +$302K |
|
1367
CALL
Paycom
PAYC
$8.15B
| $280K | 0.01% |
+1,000
| New | +$295K |
|
|
OPTU
1368
Optimum Communications Inc
OPTU
$307M
| $279K | 0.01% |
+30,145
| New | +$316K |
|
1369
IDEX
IEX
$17.5B
| $279K | 0.01% |
+1,534
| New | +$289K |
|
1370
PUT
Lamb Weston
LW
$7.33B
| $279K | 0.01% |
+3,900
| New | +$258K |
|
|
MRSH
1371
CALL
Marsh
MRSH
$91.4B
| $279K | 0.01% |
1,800
-300
| -14% | -$48.1K |
|
|
NVO
1372
CALL
Novo Nordisk
NVO
$197B
| $279K | 0.01% |
+5,000
| New | +$277K |
|
1373
PUT
Dave & Buster's
PLAY
$364M
| $279K | 0.01% |
+8,500
| New | +$341K |
|
1374
Steris
STE
$22.7B
| $279K | 0.01% |
+1,353
| New | +$305K |
|
1375
Truist Financial
TFC
$64.6B
| $279K | 0.01% |
5,881
-4,051
| -41% | -$200K |
|
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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 $774M of net new capital in Q2 2022, opening 938 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 938 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.