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
OKTA icon
451
Okta
OKTA
$24.6B
$1.21M 0.04%
13,393
+5,664
+73% +$612K
BIDU icon
452
Baidu
BIDU
$38.3B
$1.21M 0.04%
8,135
-13,450
-62% -$1.78M
DASH icon
453
PUT
DoorDash
DASH
$87.4B
$1.21M 0.04%
18,800
+1,200
+7% +$95.3K
SE icon
454
CALL
Sea Limited
SE
$68.1B
$1.2M 0.04%
18,000
-35,100
-66% -$2.99M
DASH icon
455
CALL
DoorDash
DASH
$87.4B
$1.2M 0.04%
18,700
+9,900
+113% +$786K
GLDM icon
456
SPDR Gold MiniShares Trust
GLDM
$27.5B
$1.2M 0.04%
+33,359
New +$1.24M
U icon
457
CALL
Unity
U
$14.6B
$1.2M 0.04%
32,500
+100
+0.3% +$5.68K
TWLO icon
458
Twilio
TWLO
$29.8B
$1.19M 0.04%
14,251
+2,109
+17% +$236K
VEEV icon
459
PUT
Veeva Systems
VEEV
$33.5B
$1.19M 0.04%
+6,000
New +$1.1M
ADSK icon
460
CALL
Autodesk
ADSK
$49.6B
$1.19M 0.04%
6,900
-1,900
-22% -$365K
ASAN icon
461
PUT
Asana
ASAN
$1.97B
$1.19M 0.04%
67,400
+37,500
+125% +$944K
MRK icon
462
CALL
Merck
MRK
$316B
$1.19M 0.04%
13,000
-148,600
-92% -$13.2M
CMG icon
463
CALL
Chipotle Mexican Grill
CMG
$47.4B
$1.18M 0.04%
45,000
+25,000
+125% +$697K
IEMG icon
464
iShares Core MSCI Emerging Markets ETF
IEMG
$152B
$1.18M 0.04%
23,952
-91,006
-79% -$4.7M
VCSH icon
465
Vanguard Short-Term Corporate Bond ETF
VCSH
$44.6B
$1.17M 0.04%
15,386
+6,590
+75% +$506K
CMCSA icon
466
Comcast
CMCSA
$87.2B
$1.16M 0.04%
29,616
+21,690
+274% +$930K
GIS icon
467
CALL
General Mills
GIS
$19.2B
$1.16M 0.04%
+15,400
New +$1.08M
BP icon
468
PUT
BP
BP
$114B
$1.16M 0.04%
40,900
+17,400
+74% +$533K
BLK icon
469
CALL
Blackrock
BLK
$175B
$1.16M 0.04%
+1,900
New +$1.24M
BND icon
470
Vanguard Total Bond Market
BND
$157B
$1.15M 0.04%
+15,318
New +$1.17M
EEM icon
471
iShares MSCI Emerging Markets ETF
EEM
$28.9B
$1.15M 0.04%
28,744
+21,742
+311% +$912K
LOW icon
472
CALL
Lowe's Companies
LOW
$119B
$1.15M 0.04%
6,600
+2,100
+47% +$405K
TWTR
473
CALL
DELISTED
Twitter, Inc.
TWTR
$1.14M 0.04%
30,600
-152,500
-83% -$6.54M
APA icon
474
APA Corp
APA
$13B
$1.14M 0.04%
32,691
+12,700
+64% +$540K
K
475
PUT
DELISTED
Kellanova
K
$1.14M 0.04%
17,040
+8,413
+98% +$547K
17 18
19
20 21

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.