We are live on ! Find out more
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
+97.02%
10 Year Est. Return
+293.06%
AUM
$2.82B
AUM Growth
-$18M
Cap. Flow
+$775M
Cap. Flow %
27.45%
Top 10 Hldgs %
9.67%
Holding
3,026
New
940
Increased
665
Reduced
522
Closed
865

Top Buys

Rank Stock Value
1
NVDA icon
NVIDIA
NVDA
+$15.1M
2
AA icon
Alcoa
AA
+$7.48M
3
XLE icon
State Street Energy Select Sector SPDR ETF
XLE
+$6.82M
4
MU icon
Micron Technology
MU
+$6.56M
5
TSM icon
TSMC
TSM
+$6.42M

Top Sells

Rank Stock Value
1
BABA icon
Alibaba
BABA
+$9.07M
2
OXY icon
Occidental Petroleum
OXY
+$7.09M
3
LMT icon
Lockheed Martin
LMT
+$6.99M
4
SHY icon
iShares 1-3 Year Treasury Bond ETF
SHY
+$6.92M
5
VRTX icon
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
KRE icon
226
PUT
State Street SPDR S&P Regional Banking ETF
KRE
$4.69B
$2.79M 0.1%
48,000
+43,800
+1,043% +$2.74M
FDX icon
227
FedEx
FDX
$73.2B
$2.77M 0.1%
12,234
+10,471
+594% +$2.23M
BLK icon
228
Blackrock
BLK
$175B
$2.77M 0.1%
+4,542
New +$2.96M
X
229
DELISTED
US Steel
X
$2.77M 0.1%
154,400
+106,910
+225% +$2.92M
MOS icon
230
CALL
The Mosaic Company
MOS
$6.93B
$2.75M 0.1%
58,300
+32,800
+129% +$2.01M
CSCO icon
231
CALL
Cisco
CSCO
$457B
$2.75M 0.1%
64,500
+6,800
+12% +$326K
COUP
232
CALL
DELISTED
Coupa Software Incorporated
COUP
$2.73M 0.1%
47,900
+39,500
+470% +$3.04M
HPQ icon
233
PUT
HP
HPQ
$24.8B
$2.73M 0.1%
83,200
+75,100
+927% +$2.76M
MRVL icon
234
CALL
Marvell Technology
MRVL
$174B
$2.71M 0.1%
62,300
+32,000
+106% +$1.81M
TXN icon
235
PUT
Texas Instruments
TXN
$246B
$2.7M 0.1%
17,600
+3,400
+24% +$572K
UAL icon
236
PUT
United Airlines
UAL
$41.7B
$2.7M 0.1%
76,300
+19,900
+35% +$873K
V icon
237
PUT
Visa
V
$683B
$2.7M 0.1%
13,700
-9,700
-41% -$2M
LOW icon
238
PUT
Lowe's Companies
LOW
$119B
$2.69M 0.1%
15,400
+13,400
+670% +$2.58M
TQQQ icon
239
ProShares UltraPro QQQ
TQQQ
$34.6B
$2.67M 0.09%
222,542
+143,828
+183% +$2.55M
TWLO icon
240
CALL
Twilio
TWLO
$29.8B
$2.65M 0.09%
31,600
+13,900
+79% +$1.56M
MRVL icon
241
Marvell Technology
MRVL
$174B
$2.64M 0.09%
60,604
+45,293
+296% +$2.57M
DAL icon
242
PUT
Delta Air Lines
DAL
$60.2B
$2.6M 0.09%
89,800
+72,000
+404% +$2.74M
ZS icon
243
PUT
Zscaler
ZS
$25B
$2.6M 0.09%
17,400
+10,000
+135% +$1.77M
PYPL icon
244
PayPal
PYPL
$49.5B
$2.59M 0.09%
37,025
+27,994
+310% +$2.43M
XOP icon
245
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$3.68B
$2.58M 0.09%
+21,560
New +$3.03M
PG icon
246
CALL
Procter & Gamble
PG
$338B
$2.57M 0.09%
17,900
+12,800
+251% +$1.92M
LYV icon
247
PUT
Live Nation Entertainment
LYV
$42.3B
$2.57M 0.09%
31,100
+10,600
+52% +$1.02M
ORCL icon
248
CALL
Oracle
ORCL
$409B
$2.56M 0.09%
36,700
-41,000
-53% -$3M
PENN icon
249
CALL
PENN Entertainment
PENN
$2.67B
$2.56M 0.09%
84,300
+23,400
+38% +$790K
BKNG icon
250
Booking.com
BKNG
$149B
$2.55M 0.09%
36,450
+22,075
+154% +$1.88M
8 9
10
11 12

Similar funds

BCM
Benchstone Capital Management New York $860M AUM 32.46% 1-Year Est. Return
OAM
Ophir Asset Management Sydney, Australia $859M AUM 59.08% 1-Year Est. Return
NOCM
Night Owl Capital Management Greenwich, Connecticut $858M AUM 31.41% 1-Year Est. Return
QIM
Quest Investment Management Lake Oswego, Oregon $857M AUM 21.67% 1-Year Est. Return
RB
Rodgers Brothers Harmony, Pennsylvania $866M AUM 30.05% 1-Year Est. Return
OMG
One Madison Group New York $866M AUM 33.81% 1-Year Est. Return
MCM
Makena Capital Management Menlo Park, California $866M AUM 17.79% 1-Year Est. Return
NEPWA
New England Private Wealth Advisors Wellesley, Massachusetts $866M AUM 15.25% 1-Year Est. Return

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 $775M of net new capital in Q2 2022, opening 940 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 940 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.