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
RGLD icon
2751
PUT
Royal Gold
RGLD
$17.1B
– –
-2,900
Closed -$410K
RGR icon
2752
Sturm, Ruger & Co
RGR
$616M
– –
-6,982
Closed -$470K
RJF icon
2753
CALL
Raymond James Financial
RJF
$34.1B
– –
-2,000
Closed -$220K
RL icon
2754
Ralph Lauren
RL
$22.6B
– –
-2,350
Closed -$267K
ROP icon
2755
Roper Technologies
ROP
$38.8B
– –
-1,375
Closed -$649K
ROP icon
2756
PUT
Roper Technologies
ROP
$38.8B
– –
-700
Closed -$331K
RRC icon
2757
PUT
Range Resources
RRC
$9.43B
– –
-9,000
Closed -$273K
RRR icon
2758
CALL
Red Rock Resorts
RRR
$3.84B
– –
-7,800
Closed -$379K
RRR icon
2759
Red Rock Resorts
RRR
$3.84B
– –
-5,476
Closed -$219K
RS icon
2760
PUT
Reliance Steel & Aluminium
RS
$20.9B
– –
-1,300
Closed -$238K
RUN icon
2761
CALL
Sunrun
RUN
$2.49B
– –
-43,000
Closed -$1.31M
RVTY icon
2762
Revvity
RVTY
$12.9B
– –
-5,188
Closed -$905K
RVTY icon
2763
PUT
Revvity
RVTY
$12.9B
– –
-2,500
Closed -$436K
RWR icon
2764
State Street SPDR Dow Jones REIT ETF
RWR
$1.99B
– –
-2,368
Closed -$278K
RY icon
2765
Royal Bank of Canada
RY
$292B
– –
-4,586
Closed -$469K
S icon
2766
SentinelOne
S
$6.87B
– –
-10,816
Closed -$303K
SABR icon
2767
Sabre
SABR
$779M
– –
-19,807
Closed -$165K
SAM icon
2768
Boston Beer
SAM
$1.94B
– –
-2,526
Closed -$879K
SAND
2769
DELISTED
Sandstorm Gold
SAND
– –
-17,127
Closed -$138K
SARK icon
2770
Tradr 2X Long Innovation ETFShort Innovation Daily ETF
SARK
$45.2M
– –
-1,739
Closed -$241K
SBAC icon
2771
PUT
SBA Communications
SBAC
$19B
– –
-900
Closed -$310K
SBSW icon
2772
Sibanye-Stillwater
SBSW
$6.33B
– –
-11,152
Closed -$181K
SCHM icon
2773
Schwab US Mid-Cap ETF
SCHM
$14.7B
– –
-13,923
Closed -$352K
SCHP icon
2774
Schwab US TIPS ETF
SCHP
$16.2B
– –
-73,944
Closed -$2.25M
SCHW
2775
Charles Schwab
SCHW
$184B
– –
-16,006
Closed -$1.1M
109 110
111
112 113

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.