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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
+97.02%
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
PPG icon
2726
CALL
PPG Industries
PPG
$25.3B
– –
-2,000
Closed -$262K
PPG icon
2727
PPG Industries
PPG
$25.3B
– –
-2,711
Closed -$339K
PPL
2728
CALL
PPL Corp
PPL
$26.5B
– –
-7,600
Closed -$217K
PPL
2729
PUT
PPL Corp
PPL
$26.5B
– –
-8,200
Closed -$234K
PRU icon
2730
Prudential Financial
PRU
$42.7B
– –
-2,332
Closed -$247K
PSA icon
2731
PUT
Public Storage
PSA
$60.9B
– –
-2,300
Closed -$898K
P
2732
Everpure Inc
P
$26.6B
– –
-15,007
Closed -$415K
PSX icon
2733
Phillips 66
PSX
$82.7B
– –
-12,102
Closed -$1.12M
JF
2734
J and Friends Holdings
JF
$17.4M
– –
-4,907
Closed -$16K
PVH icon
2735
PVH
PVH
$4.09B
– –
-3,028
Closed -$232K
PVH icon
2736
PUT
PVH
PVH
$4.09B
– –
-5,400
Closed -$414K
PWR icon
2737
PUT
Quanta Services
PWR
$102B
– –
-2,000
Closed -$263K
PXS icon
2738
Pyxis Tankers
PXS
$49.7M
– –
-10,069
Closed -$21K
QDEL icon
2739
CALL
QuidelOrtho
QDEL
$1.21B
– –
-14,100
Closed -$1.59M
QDEL icon
2740
PUT
QuidelOrtho
QDEL
$1.21B
– –
-10,500
Closed -$1.18M
QFIN icon
2741
Qfin Holdings
QFIN
$1.69B
– –
-11,427
Closed -$176K
QSI icon
2742
Quantum-Si Incorporated
QSI
$162M
– –
-10,826
Closed -$51K
RACE icon
2743
PUT
Ferrari
RACE
$70.5B
– –
-3,200
Closed -$698K
REAL icon
2744
CALL
The RealReal
REAL
$1.51B
– –
-12,200
Closed -$89K
REET icon
2745
iShares Global REIT ETF
REET
$5.14B
– –
-8,050
Closed -$235K
REGN icon
2746
CALL
Regeneron Pharmaceuticals
REGN
$78.2B
– –
-1,000
Closed -$698K
REGN icon
2747
PUT
Regeneron Pharmaceuticals
REGN
$78.2B
– –
-6,100
Closed -$4.26M
REI icon
2748
Ring Energy
REI
$320M
– –
-17,633
Closed -$67K
RGEN icon
2749
PUT
Repligen
RGEN
$8.3B
– –
-3,000
Closed -$564K
RGLD icon
2750
Royal Gold
RGLD
$17.1B
– –
-2,515
Closed -$311K
108 109
110
111 112

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.