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
OLB icon
2676
OLB
OLB
$4.65M
– –
-1,256
Closed -$22K
OLN icon
2677
CALL
Olin
OLN
$2.12B
– –
-4,200
Closed -$220K
OLN icon
2678
PUT
Olin
OLN
$2.12B
– –
-4,000
Closed -$209K
OPEN icon
2679
CALL
Opendoor
OPEN
$3.8B
– –
-54,663
Closed -$458K
ORLY icon
2680
PUT
O'Reilly Automotive
ORLY
$73.3B
– –
-27,000
Closed -$1.23M
OXLC
2681
Oxford Lane Capital
OXLC
$903M
– –
-4,019
Closed -$145K
OXY icon
2682
Occidental Petroleum
OXY
$55.2B
– –
-115,380
Closed -$7.09M
PAAS icon
2683
CALL
Pan American Silver
PAAS
$18.4B
– –
-8,000
Closed -$218K
PAAS icon
2684
Pan American Silver
PAAS
$18.4B
– –
-12,345
Closed -$337K
PAGS icon
2685
CALL
PagSeguro Digital
PAGS
$2.68B
– –
-12,600
Closed -$253K
PAGS icon
2686
PagSeguro Digital
PAGS
$2.68B
– –
-12,488
Closed -$250K
PALL icon
2687
abrdn Physical Palladium Shares ETF
PALL
$608M
– –
-11,185
Closed -$467K
PANL icon
2688
Pangaea Logistics
PANL
$498M
– –
-10,680
Closed -$59K
PARA
2689
DELISTED
Paramount Global Class B
PARA
– –
-8,663
Closed -$264K
PBP icon
2690
Invesco S&P 500 BuyWrite ETF
PBP
$361M
– –
-11,539
Closed -$268K
PCAR icon
2691
CALL
PACCAR
PCAR
$69.5B
– –
-4,500
Closed -$264K
PCAR icon
2692
PACCAR
PCAR
$69.5B
– –
-9,551
Closed -$561K
PCAR icon
2693
PUT
PACCAR
PCAR
$69.5B
– –
-7,950
Closed -$467K
PCOR icon
2694
Procore
PCOR
$8.34B
– –
-3,533
Closed -$205K
PCTY icon
2695
CALL
Paylocity
PCTY
$7.48B
– –
-1,400
Closed -$288K
PCTY icon
2696
Paylocity
PCTY
$7.48B
– –
-1,160
Closed -$239K
PECO icon
2697
Phillips Edison & Co
PECO
$5.42B
– –
-8,930
Closed -$307K
PEN icon
2698
Penumbra
PEN
$12.7B
– –
-1,000
Closed -$159K
PEP icon
2699
PUT
PepsiCo
PEP
$191B
– –
-10,300
Closed -$1.72M
PETS icon
2700
CALL
PetMed Express
PETS
$42.3M
– –
-8,600
Closed -$222K
106 107
108
109 110

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.