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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
ROST icon
776
Ross Stores
ROST
$80.5B
$614K 0.02%
+8,748
New +$779K
EWC icon
777
iShares MSCI Canada ETF
EWC
$6.19B
$609K 0.02%
+18,076
New +$669K
NET icon
778
Cloudflare
NET
$107B
$609K 0.02%
13,921
+3,043
+28% +$219K
HUBS icon
779
HubSpot
HUBS
$12.7B
$608K 0.02%
2,023
+650
+47% +$237K
YANG icon
780
Direxion Daily FTSE China Bear 3X ETF
YANG
$88.1M
$608K 0.02%
2,776
+1,832
+194% +$583K
YUMC icon
781
Yum China
YUMC
$16.4B
$607K 0.02%
12,514
+6,333
+102% +$267K
ENPH icon
782
CALL
Enphase Energy
ENPH
$5.52B
$605K 0.02%
3,100
-7,200
-70% -$1.3M
MAR icon
783
Marriott International
MAR
$90B
$605K 0.02%
4,445
-1,768
-28% -$292K
EXPD icon
784
CALL
Expeditors International
EXPD
$23.7B
$604K 0.02%
+6,200
New +$635K
HAL icon
785
Halliburton
HAL
$27B
$604K 0.02%
19,254
-15,987
-45% -$596K
GUNR icon
786
FlexShares Global Upstream Natural Resources Index Fund
GUNR
$7.24B
$602K 0.02%
+15,168
New +$685K
FIVE icon
787
PUT
Five Below
FIVE
$12.3B
$601K 0.02%
+5,300
New +$762K
HUBS icon
788
CALL
HubSpot
HUBS
$12.7B
$601K 0.02%
2,000
-1,200
-38% -$438K
UPST icon
789
CALL
Upstart Holdings
UPST
$2.9B
$601K 0.02%
19,000
-9,700
-34% -$578K
BL icon
790
BlackLine
BL
$1.94B
$599K 0.02%
+8,997
New +$616K
DE icon
791
PUT
Deere & Co
DE
$167B
$599K 0.02%
2,000
-1,000
-33% -$368K
XME icon
792
PUT
State Street SPDR S&P Metals & Mining ETF
XME
$4.12B
$599K 0.02%
13,800
+3,400
+33% +$185K
SYK icon
793
CALL
Stryker
SYK
$129B
$597K 0.02%
3,000
+1,800
+150% +$423K
UNH icon
794
UnitedHealth
UNH
$370B
$597K 0.02%
1,163
-1,003
-46% -$504K
ENB icon
795
CALL
Enbridge
ENB
$117B
$596K 0.02%
14,100
+8,100
+135% +$362K
DGRO icon
796
iShares Core Dividend Growth ETF
DGRO
$43.4B
$595K 0.02%
+12,487
New +$630K
RCL icon
797
Royal Caribbean
RCL
$87.1B
$595K 0.02%
17,040
+10,703
+169% +$666K
STNG icon
798
CALL
Scorpio Tankers
STNG
$3.83B
$594K 0.02%
+17,200
New +$497K
XBI icon
799
CALL
State Street SPDR S&P Biotech ETF
XBI
$9.92B
$594K 0.02%
8,000
+600
+8% +$45K
NVS icon
800
PUT
Novartis
NVS
$291B
$592K 0.02%
7,000
+4,400
+169% +$386K
30 31
32
33 34

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.