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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 | |
|---|---|---|---|---|---|---|
1376
Allegion
ALLE
$14.3B
| $278K | 0.01% |
+2,838
| New | +$308K |
|
1377
Aon
AON
$76.4B
| $277K | 0.01% |
+1,028
| New | +$295K |
|
1378
PUT
Revolve Group
RVLV
$1.8B
| $277K | 0.01% |
+10,700
| New | +$395K |
|
1379
Vanguard International High Dividend Yield ETF
VYMI
$20.7B
| $277K | 0.01% |
+4,701
| New | +$301K |
|
1380
Sprott Physical Gold
PHYS
$15.3B
| $276K | 0.01% |
19,437
-19,620
| -50% | -$289K |
|
1381
CALL
Vistra
VST
$47.4B
| $276K | 0.01% |
12,100
+3,100
| +34% | +$76.6K |
|
1382
PUT
Willis Towers Watson
WTW
$31.4B
| $276K | 0.01% |
1,400
| – | – |
|
1383
Dover
DOV
$28.3B
| $275K | 0.01% |
2,269
+531
| +31% | +$71.8K |
|
1384
Kornit Digital
KRNT
$781M
| $275K | 0.01% |
+8,666
| New | +$459K |
|
|
SNBR
1385
PUT
DELISTED
Sleep Number
SNBR
| $275K | 0.01% |
+8,900
| New | +$378K |
|
1386
Corpay
CPAY
$25.8B
| $275K | 0.01% |
1,307
+53
| +4% | +$12.6K |
|
1387
Vanguard Ultra-Short Bond ETF
VUSB
$8.92B
| $274K | 0.01% |
+5,578
| New | +$275K |
|
|
SGI
1388
CALL
Somnigroup International
SGI
$14.6B
| $274K | 0.01% |
+12,800
| New | +$330K |
|
1389
argenx
ARGX
$54.3B
| $273K | 0.01% |
+720
| New | +$232K |
|
|
BRFS
1390
DELISTED
BRF SA
BRFS
| $273K | 0.01% |
+106,563
| New | +$314K |
|
1391
MarineMax
HZO
$796M
| $272K | 0.01% |
+7,521
| New | +$302K |
|
|
SCHW
1392
CALL
Charles Schwab
SCHW
$188B
| $272K | 0.01% |
+4,300
| New | +$297K |
|
1393
Texas Pacific Land
TPL
$26.3B
| $272K | 0.01% |
1,647
-2,061
| -56% | -$337K |
|
1394
Capri Holdings
CPRI
$1.84B
| $271K | 0.01% |
+6,600
| New | +$307K |
|
1395
PUT
Seagate
STX
$190B
| $271K | 0.01% |
+3,800
| New | +$309K |
|
|
HIBB
1396
PUT
DELISTED
Hibbett, Inc. Common Stock
HIBB
| $271K | 0.01% |
+6,200
| New | +$286K |
|
1397
PUT
Macerich
MAC
$7.2B
| $270K | 0.01% |
+31,000
| New | +$375K |
|
1398
Neurocrine Biosciences
NBIX
$16.4B
| $270K | 0.01% |
+2,773
| New | +$256K |
|
1399
Huntington Bancshares
HBAN
$35.6B
| $269K | 0.01% |
22,391
-20,721
| -48% | -$275K |
|
1400
CALL
Dave & Buster's
PLAY
$364M
| $269K | 0.01% |
+8,200
| New | +$329K |
|
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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.