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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 | |
|---|---|---|---|---|---|---|
1601
PUT
XP
XP
$8.65B
| $214K | 0.01% |
+11,900
| New | +$274K |
|
|
HES
1602
CALL
DELISTED
Hess
HES
| $212K | 0.01% |
+2,000
| New | +$226K |
|
1603
Howmet Aerospace
HWM
$116B
| $212K | 0.01% |
6,747
+668
| +11% | +$22.9K |
|
1604
Interactive Brokers
IBKR
$38.7B
| $212K | 0.01% |
+15,428
| New | +$229K |
|
1605
CALL
JD.com
JD
$44.2B
| $212K | 0.01% |
3,300
-63,900
| -95% | -$3.69M |
|
1606
Schwab US Aggregate Bond ETF
SCHZ
$10.5B
| $212K | 0.01% |
+8,846
| New | +$214K |
|
1607
CALL
Xcel Energy
XEL
$48B
| $212K | 0.01% |
3,000
-4,600
| -61% | -$335K |
|
1608
CALL
American Electric Power
AEP
$68.1B
| $211K | 0.01% |
2,200
-19,800
| -90% | -$1.96M |
|
1609
Avantor
AVTR
$8.9B
| $211K | 0.01% |
6,773
-271
| -4% | -$8.46K |
|
1610
Teucrium Corn Fund
CORN
$168M
| $211K | 0.01% |
+8,402
| New | +$240K |
|
1611
Element Solutions
ESI
$9.39B
| $211K | 0.01% |
+11,873
| New | +$241K |
|
1612
Kinross Gold
KGC
$30.3B
| $211K | 0.01% |
58,818
-98,755
| -63% | -$478K |
|
1613
CALL
MGM Resorts International
MGM
$11.4B
| $211K | 0.01% |
7,300
-25,700
| -78% | -$922K |
|
|
TSI
1614
TCW Strategic Income Fund
TSI
$213M
| $211K | 0.01% |
43,752
+26,048
| +147% | +$129K |
|
1615
US Bancorp
USB
$99.3B
| $211K | 0.01% |
4,580
-2,797
| -38% | -$140K |
|
|
AMED
1616
PUT
DELISTED
Amedisys
AMED
| $210K | 0.01% |
+2,000
| New | +$256K |
|
1617
Gen Digital
GEN
$16.5B
| $210K | 0.01% |
+9,575
| New | +$235K |
|
1618
Public Service Enterprise Group
PEG
$37.5B
| $210K | 0.01% |
3,323
-282
| -8% | -$19.2K |
|
1619
Trupanion
TRUP
$1.21B
| $210K | 0.01% |
+3,478
| New | +$237K |
|
1620
PUT
Zimmer Biomet
ZBH
$18.7B
| $210K | 0.01% |
2,000
-1,000
| -33% | -$119K |
|
1621
Amphenol
APH
$211B
| $208K | 0.01% |
+6,464
| New | +$225K |
|
1622
Verisk Analytics
VRSK
$24.6B
| $208K | 0.01% |
+1,199
| New | +$224K |
|
1623
Edison International
EIX
$25.9B
| $207K | 0.01% |
+3,273
| New | +$222K |
|
1624
Essex Property Trust
ESS
$18.3B
| $207K | 0.01% |
+793
| New | +$240K |
|
1625
PUT
Perrigo
PRGO
$1.72B
| $207K | 0.01% |
5,100
-3,900
| -43% | -$145K |
|
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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.