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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 | |
|---|---|---|---|---|---|---|
|
PPLT
1401
abrdn Physical Platinum Shares ETF
PPLT
$2B
| $269K | 0.01% |
+32,320
| New | +$288K |
|
1402
Schwab Emerging Markets Equity ETF
SCHE
$12.8B
| $269K | 0.01% |
10,583
-4,717
| -31% | -$123K |
|
|
VSXY
1403
CALL
Victoria's Secret
VSXY
$7.14B
| $269K | 0.01% |
+9,600
| New | +$416K |
|
|
HTLF
1404
DELISTED
Heartland Financial USA, Inc.
HTLF
| $269K | 0.01% |
+6,478
| New | +$285K |
|
1405
DuPont de Nemours
DD
$19.9B
| $268K | 0.01% |
3,839
-4,152
| -52% | -$340K |
|
1406
Nordson
NDSN
$17.3B
| $267K | 0.01% |
1,318
+291
| +28% | +$62.1K |
|
1407
PUT
TripAdvisor
TRIP
$1.63B
| $267K | 0.01% |
+15,000
| New | +$356K |
|
1408
Vanguard Industrials ETF
VIS
$8.42B
| $267K | 0.01% |
+1,635
| New | +$289K |
|
1409
CALL
CME Group
CME
$95.2B
| $266K | 0.01% |
+1,300
| New | +$276K |
|
1410
PUT
Genuine Parts
GPC
$18.1B
| $266K | 0.01% |
2,000
| – | – |
|
1411
PUT
Coherent
COHR
$64.2B
| $265K | 0.01% |
+5,200
| New | +$317K |
|
1412
CALL
FirstEnergy
FE
$27.7B
| $265K | 0.01% |
6,900
-15,300
| -69% | -$653K |
|
|
GOOS
1413
PUT
Canada Goose Holdings
GOOS
$861M
| $265K | 0.01% |
+14,700
| New | +$310K |
|
1414
iShares Core S&P Mid-Cap ETF
IJH
$125B
| $265K | 0.01% |
5,855
-9,855
| -63% | -$486K |
|
|
IRBT
1415
CALL
DELISTED
iRobot
IRBT
| $265K | 0.01% |
+7,200
| New | +$348K |
|
1416
PUT
United Parks & Resorts
PRKS
$2.17B
| $265K | 0.01% |
+6,000
| New | +$349K |
|
1417
State Street SPDR MSCI ACWI ex-US ETF
CWI
$2.84B
| $264K | 0.01% |
+11,105
| New | +$283K |
|
1418
Dillards
DDS
$9.63B
| $264K | 0.01% |
1,198
+266
| +29% | +$76.8K |
|
1419
Nasdaq
NDAQ
$52.9B
| $264K | 0.01% |
+5,193
| New | +$275K |
|
1420
CALL
Southern Company
SO
$107B
| $264K | 0.01% |
3,700
-5,400
| -59% | -$396K |
|
1421
Direxion Daily S&P 500 Bear 1X ETF
SPDN
$224M
| $264K | 0.01% |
15,514
+4,222
| +37% | +$67.3K |
|
1422
NNN REIT
NNN
$9.01B
| $263K | 0.01% |
+6,111
| New | +$269K |
|
1423
PUT
Sonos
SONO
$1.88B
| $263K | 0.01% |
14,600
+6,500
| +80% | +$146K |
|
1424
CALL
Sysco
SYY
$40.3B
| $263K | 0.01% |
3,100
-1,000
| -24% | -$83.8K |
|
|
1425
CALL
TripAdvisor
TRIP
$1.63B
| $263K | 0.01% |
14,800
+1,700
| +13% | +$40.3K |
|
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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.