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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 | |
|---|---|---|---|---|---|---|
|
VSTO
1501
CALL
DELISTED
Vista Outdoor Inc.
VSTO
| $240K | 0.01% |
8,600
+400
| +5% | +$14.3K |
|
1502
Southwest Airlines
LUV
$23.2B
| $239K | 0.01% |
6,630
-2,571
| -28% | -$111K |
|
1503
PUT
On Holding
ONON
$12.6B
| $239K | 0.01% |
+13,500
| New | +$292K |
|
1504
SIGA Technologies
SIGA
$227M
| $239K | 0.01% |
+20,635
| New | +$186K |
|
1505
Mohawk Industries
MHK
$9.07B
| $238K | 0.01% |
1,916
-242
| -11% | -$32.1K |
|
1506
Fortune Brands Innovations
FBIN
$6.13B
| $237K | 0.01% |
+4,631
| New | +$271K |
|
1507
HEICO Corp Class A
HEI.A
$37B
| $237K | 0.01% |
+2,247
| New | +$259K |
|
1508
CALL
First Majestic Silver
AG
$8.55B
| $236K | 0.01% |
32,800
+19,300
| +143% | +$188K |
|
1509
Ecolab
ECL
$79.4B
| $236K | 0.01% |
1,538
-1,562
| -50% | -$259K |
|
1510
State Street SPDR S&P Global Natural Resources ETF
GNR
$4.85B
| $236K | 0.01% |
+4,536
| New | +$272K |
|
1511
Middleby
MIDD
$6.05B
| $236K | 0.01% |
+1,881
| New | +$272K |
|
1512
CALL
Synaptics
SYNA
$4.04B
| $236K | 0.01% |
+2,000
| New | +$293K |
|
1513
LeaderShares Dynamic Yield ETF
DYLD
$40.1M
| $235K | 0.01% |
+10,416
| New | +$238K |
|
1514
EPAM Systems
EPAM
$5.1B
| $235K | 0.01% |
+798
| New | +$244K |
|
1515
CALL
Shift4
FOUR
$3.5B
| $235K | 0.01% |
7,100
+3,000
| +73% | +$142K |
|
1516
CALL
Omnicom Group
OMC
$22.5B
| $235K | 0.01% |
+3,700
| New | +$274K |
|
|
GOOS
1517
CALL
Canada Goose Holdings
GOOS
$857M
| $234K | 0.01% |
+13,000
| New | +$274K |
|
1518
Coca-Cola Femsa
KOF
$23.2B
| $234K | 0.01% |
+4,238
| New | +$238K |
|
1519
LPL Financial
LPLA
$28.1B
| $234K | 0.01% |
+1,266
| New | +$240K |
|
1520
PUT
Sunrun
RUN
$2.36B
| $234K | 0.01% |
10,000
-33,400
| -77% | -$802K |
|
|
SCHW
1521
PUT
Charles Schwab
SCHW
$186B
| $234K | 0.01% |
3,700
-1,300
| -26% | -$89.7K |
|
1522
State Street Industrial Select Sector SPDR ETF
XLI
$33.8B
| $234K | 0.01% |
2,683
-5,516
| -67% | -$520K |
|
1523
Invesco DB Commodity Index Tracking Fund
DBC
$1.65B
| $233K | 0.01% |
+8,759
| New | +$246K |
|
1524
PUT
H&R Block
HRB
$5.74B
| $233K | 0.01% |
+6,600
| New | +$204K |
|
|
PPL
1525
PPL Corp
PPL
$26.2B
| $233K | 0.01% |
8,580
-7,071
| -45% | -$203K |
|
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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.