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
ENPH icon
651
PUT
Enphase Energy
ENPH
$5.52B
$781K 0.03%
4,000
-6,900
-63% -$1.25M
DHI icon
652
D.R. Horton
DHI
$42.1B
$780K 0.03%
11,790
+5,659
+92% +$398K
PATH icon
653
PUT
UiPath
PATH
$7.31B
$780K 0.03%
+42,900
New +$802K
KMX icon
654
PUT
CarMax
KMX
$8.16B
$778K 0.03%
+8,600
New +$809K
WDAY icon
655
Workday
WDAY
$42.3B
$776K 0.03%
+5,558
New +$1.01M
ULTA icon
656
CALL
Ulta Beauty
ULTA
$23.4B
$771K 0.03%
2,000
-1,000
-33% -$397K
PM icon
657
CALL
Philip Morris
PM
$291B
$770K 0.03%
7,800
-3,600
-32% -$367K
KHC icon
658
PUT
Kraft Heinz
KHC
$31.6B
$767K 0.03%
20,100
+5,400
+37% +$216K
PDD icon
659
CALL
Pinduoduo
PDD
$130B
$766K 0.03%
12,400
-26,500
-68% -$1.24M
BURL icon
660
CALL
Burlington
BURL
$23.2B
$763K 0.03%
+5,600
New +$1.01M
BIG
661
DELISTED
Big Lots, Inc.
BIG
$762K 0.03%
36,355
+27,623
+316% +$813K
CHGG icon
662
CALL
Chegg
CHGG
$115M
$761K 0.03%
40,500
+4,400
+12% +$101K
NCLH icon
663
Norwegian Cruise Line
NCLH
$9.22B
$759K 0.03%
68,258
-5,091
-7% -$85.3K
WHR icon
664
CALL
Whirlpool
WHR
$2.89B
$759K 0.03%
4,900
-3,500
-42% -$609K
WHR icon
665
PUT
Whirlpool
WHR
$2.89B
$759K 0.03%
4,900
+3,500
+250% +$609K
DAC icon
666
PUT
Danaos Corp
DAC
$2.53B
$757K 0.03%
12,000
-2,800
-19% -$224K
BALL icon
667
PUT
Ball Corp
BALL
$17B
$756K 0.03%
11,000
+6,300
+134% +$478K
B
668
Barrick Mining
B
$64B
$756K 0.03%
42,736
-189,987
-82% -$4.12M
GNRC icon
669
Generac Holdings
GNRC
$12.9B
$755K 0.03%
+3,585
New +$882K
KHC icon
670
Kraft Heinz
KHC
$31.6B
$755K 0.03%
19,789
+14,306
+261% +$573K
LEVI icon
671
Levi Strauss
LEVI
$9.43B
$755K 0.03%
+46,251
New +$835K
WOLF icon
672
PUT
Wolfspeed
WOLF
$1.41B
$755K 0.03%
+11,900
New +$989K
WGO icon
673
CALL
Winnebago Industries
WGO
$901M
$753K 0.03%
15,500
+10,600
+216% +$548K
CVX icon
674
Chevron
CVX
$379B
$752K 0.03%
5,193
-22,164
-81% -$3.66M
JACK icon
675
PUT
Jack in the Box
JACK
$329M
$751K 0.03%
13,400
+10,600
+379% +$805K
25 26
27
28 29

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
EI
EAM Investors Solana Beach, California $866M AUM 377.14% 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.