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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
SPXL icon
951
Direxion Daily S&P 500 Bull 3x ETF
SPXL
$7.38B
$471K 0.02%
+7,174
New +$630K
LH icon
952
CALL
Labcorp
LH
$25.3B
$469K 0.02%
2,328
-8,614
-79% -$1.84M
LH icon
953
PUT
Labcorp
LH
$25.3B
$469K 0.02%
2,328
-12,106
-84% -$2.58M
DPZ icon
954
CALL
Domino's
DPZ
$12.2B
$468K 0.02%
1,200
+200
+20% +$74K
HRB icon
955
H&R Block
HRB
$5.84B
$468K 0.02%
+13,246
New +$409K
UPST icon
956
PUT
Upstart Holdings
UPST
$2.9B
$468K 0.02%
14,800
-63,200
-81% -$3.76M
CAG icon
957
Conagra Brands
CAG
$7.18B
$467K 0.02%
+13,647
New +$465K
CMA
958
DELISTED
Comerica
CMA
$467K 0.02%
+6,360
New +$514K
CNQ icon
959
CALL
Canadian Natural Resources
CNQ
$96.3B
$467K 0.02%
+17,765
New +$540K
ILMN icon
960
Illumina
ILMN
$30.7B
$467K 0.02%
+2,605
New +$665K
MMM icon
961
PUT
3M
MMM
$93.6B
$466K 0.02%
4,306
-6,936
-62% -$838K
STZ icon
962
PUT
Constellation Brands
STZ
$22.4B
$466K 0.02%
2,000
+1,000
+100% +$243K
ZTS icon
963
Zoetis
ZTS
$31.9B
$466K 0.02%
2,709
+1,567
+137% +$271K
HZNP
964
DELISTED
Horizon Therapeutics Public Limited Company Ordinary Shares
HZNP
$466K 0.02%
5,848
-3,216
-35% -$305K
DINO icon
965
CALL
HF Sinclair
DINO
$15.7B
$465K 0.02%
10,300
+4,400
+75% +$197K
RGR icon
966
PUT
Sturm, Ruger & Co
RGR
$625M
$465K 0.02%
+7,300
New +$491K
VEA icon
967
Vanguard FTSE Developed Markets ETF
VEA
$234B
$465K 0.02%
+11,398
New +$507K
NI icon
968
NiSource
NI
$21.3B
$464K 0.02%
+15,735
New +$477K
ASO icon
969
CALL
Academy Sports + Outdoors
ASO
$3.02B
$462K 0.02%
13,000
+4,900
+60% +$179K
LITE icon
970
CALL
Lumentum
LITE
$66.1B
$461K 0.02%
+5,800
New +$495K
USO icon
971
United States Oil Fund
USO
$1.81B
$461K 0.02%
+5,741
New +$465K
VSTO
972
DELISTED
Vista Outdoor Inc.
VSTO
$461K 0.02%
16,531
-630
-4% -$22.5K
KBWB icon
973
Invesco KBW Bank ETF
KBWB
$6.92B
$460K 0.02%
8,890
+2,588
+41% +$148K
CMS icon
974
CMS Energy
CMS
$22.5B
$458K 0.02%
+6,778
New +$468K
EXC icon
975
CALL
Exelon
EXC
$47.2B
$458K 0.02%
10,100
-400
-4% -$18.8K
37 38
39
40 41

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
WFAL
Wedbush Fund Advisers, LLC Pasadena, California $863M AUM
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

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.