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
MRSH
851
PUT
Marsh
MRSH
$91.4B
$543K 0.02%
3,500
-800
-19% -$128K
EG icon
852
Everest Group
EG
$14.2B
$542K 0.02%
+1,932
New +$546K
VSS icon
853
Vanguard FTSE All-World ex-US Small-Cap Index Fund
VSS
$11.6B
$542K 0.02%
5,253
+1,200
+30% +$136K
ANSS
854
DELISTED
Ansys
ANSS
$540K 0.02%
+2,255
New +$597K
INTU icon
855
CALL
Intuit
INTU
$88.5B
$540K 0.02%
1,400
-700
-33% -$290K
ADP icon
856
Automatic Data Processing
ADP
$108B
$539K 0.02%
2,567
– –
OLED icon
857
Universal Display
OLED
$3.96B
$538K 0.02%
5,319
+3,702
+229% +$476K
AI icon
858
PUT
C3.ai
AI
$1.56B
$537K 0.02%
29,400
-52,000
-64% -$956K
SPHR icon
859
PUT
Sphere Entertainment
SPHR
$5.69B
$537K 0.02%
+10,200
New +$689K
WMB icon
860
PUT
Williams Companies
WMB
$87.5B
$537K 0.02%
17,200
-8,700
-34% -$300K
CRSP icon
861
PUT
CRISPR Therapeutics
CRSP
$5.23B
$535K 0.02%
8,800
-3,600
-29% -$212K
DPZ icon
862
Domino's
DPZ
$12.2B
$534K 0.02%
+1,371
New +$507K
KHC icon
863
CALL
Kraft Heinz
KHC
$31.6B
$534K 0.02%
14,000
-3,200
-19% -$128K
NVAX icon
864
Novavax
NVAX
$1.26B
$534K 0.02%
10,385
-8,038
-44% -$416K
STLA icon
865
Stellantis
STLA
$22.1B
$533K 0.02%
+43,122
New +$610K
DGX icon
866
PUT
Quest Diagnostics
DGX
$25.8B
$532K 0.02%
4,000
-3,300
-45% -$450K
FXI icon
867
PUT
iShares China Large-Cap ETF
FXI
$4.33B
$532K 0.02%
15,700
-43,900
-74% -$1.38M
CSIQ icon
868
Canadian Solar
CSIQ
$1.11B
$531K 0.02%
17,062
-450
-3% -$13.8K
ABB
869
DELISTED
ABB Ltd
ABB
$531K 0.02%
+19,858
New +$590K
AMBA icon
870
CALL
Ambarella
AMBA
$3.61B
$530K 0.02%
+8,100
New +$653K
APPS icon
871
Digital Turbine
APPS
$1.15B
$530K 0.02%
30,329
+10,579
+54% +$287K
QSR icon
872
Restaurant Brands International
QSR
$25.6B
$530K 0.02%
10,568
-522
-5% -$27.9K
GWRE icon
873
Guidewire Software
GWRE
$13.3B
$529K 0.02%
+7,446
New +$609K
RKT icon
874
CALL
Rocket Companies
RKT
$39.9B
$526K 0.02%
+71,500
New +$618K
DT icon
875
CALL
Dynatrace
DT
$13.3B
$525K 0.02%
13,300
+5,600
+73% +$223K
33 34
35
36 37

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.