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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 | |
|---|---|---|---|---|---|---|
1551
Tetra Tech
TTEK
$8.87B
| $226K | 0.01% |
+8,275
| New | +$227K |
|
1552
CALL
Leggett & Platt
LEG
$1.35B
| $225K | 0.01% |
+6,500
| New | +$238K |
|
1553
Visa
V
$687B
| $225K | 0.01% |
1,144
-6,651
| -85% | -$1.37M |
|
1554
PUT
Bausch Health
BHC
$2.23B
| $224K | 0.01% |
+26,800
| New | +$375K |
|
1555
CALL
Franco-Nevada
FNV
$44.2B
| $224K | 0.01% |
+1,700
| New | +$251K |
|
1556
IPG Photonics
IPGP
$3.8B
| $224K | 0.01% |
+2,379
| New | +$235K |
|
1557
PUT
Teradyne
TER
$60.3B
| $224K | 0.01% |
+2,500
| New | +$260K |
|
|
BRSL
1558
CALL
Brightstar Lottery PLC
BRSL
$1.99B
| $223K | 0.01% |
+12,000
| New | +$256K |
|
1559
LXP Industrial Trust
LXP
$3.57B
| $223K | 0.01% |
+4,147
| New | +$249K |
|
1560
McDonald's
MCD
$195B
| $223K | 0.01% |
903
-3,771
| -81% | -$929K |
|
1561
Robert Half
RHI
$4.19B
| $223K | 0.01% |
2,983
+536
| +22% | +$50.8K |
|
1562
Xcel Energy
XEL
$47.8B
| $223K | 0.01% |
+3,156
| New | +$230K |
|
|
PXD
1563
CALL
DELISTED
Pioneer Natural Resource Co.
PXD
| $223K | 0.01% |
1,000
-2,000
| -67% | -$507K |
|
|
PXD
1564
PUT
DELISTED
Pioneer Natural Resource Co.
PXD
| $223K | 0.01% |
1,000
-1,000
| -50% | -$254K |
|
1565
CALL
DuPont de Nemours
DD
$19.8B
| $222K | 0.01% |
3,187
-1,991
| -38% | -$163K |
|
1566
Sunoco
SUN
$13.8B
| $222K | 0.01% |
+5,965
| New | +$243K |
|
1567
VanEck Intermediate Muni ETF
ITM
$2.14B
| $221K | 0.01% |
+4,837
| New | +$221K |
|
1568
Match Group
MTCH
$8.53B
| $221K | 0.01% |
3,175
+741
| +30% | +$60.1K |
|
1569
PUT
ScottsMiracle-Gro
SMG
$3.66B
| $221K | 0.01% |
2,800
-3,600
| -56% | -$356K |
|
1570
PUT
Targa Resources
TRGP
$57.1B
| $221K | 0.01% |
+3,700
| New | +$266K |
|
|
HIBB
1571
DELISTED
Hibbett, Inc. Common Stock
HIBB
| $221K | 0.01% |
+5,047
| New | +$233K |
|
1572
Golub Capital BDC
GBDC
$3.4B
| $220K | 0.01% |
+16,982
| New | +$243K |
|
1573
3M
MMM
$92.6B
| $220K | 0.01% |
2,030
-4,265
| -68% | -$515K |
|
|
1574
ScottsMiracle-Gro
SMG
$3.66B
| $220K | 0.01% |
+2,789
| New | +$276K |
|
1575
CALL
Viatris
VTRS
$19.7B
| $220K | 0.01% |
+21,000
| New | +$230K |
|
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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.