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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
ACWI icon
1001
iShares MSCI ACWI ETF
ACWI
$33.5B
$438K 0.02%
+5,225
New +$476K
DAR icon
1002
PUT
Darling Ingredients
DAR
$9.31B
$437K 0.02%
+7,300
New +$554K
GPC icon
1003
Genuine Parts
GPC
$18.3B
$437K 0.02%
+3,287
New +$438K
HZO icon
1004
PUT
MarineMax
HZO
$810M
$437K 0.02%
+12,100
New +$486K
PGF icon
1005
Invesco Financial Preferred ETF
PGF
$675M
$436K 0.02%
28,045
+14,156
+102% +$222K
GOVT icon
1006
iShares US Treasury Bond ETF
GOVT
$43.6B
$435K 0.02%
18,195
-28,902
-61% -$695K
NRGU icon
1007
MicroSectors U.S. Big Oil 3x Leveraged ETNs due Feb 17 2045
NRGU
$18.9M
$435K 0.02%
+1,335
New +$669K
MRO
1008
DELISTED
Marathon Oil Corporation
MRO
$435K 0.02%
19,343
-93,820
-83% -$2.51M
WES icon
1009
Western Midstream Partners
WES
$19.1B
$434K 0.02%
+17,869
New +$457K
XLB icon
1010
PUT
State Street Materials Select Sector SPDR ETF
XLB
$8.64B
$434K 0.02%
11,800
-3,600
-23% -$151K
GWW icon
1011
W.W. Grainger
GWW
$61.2B
$433K 0.02%
953
+533
+127% +$259K
NRG icon
1012
NRG Energy
NRG
$25B
$432K 0.02%
+11,311
New +$462K
RS icon
1013
Reliance Steel & Aluminium
RS
$21.3B
$431K 0.02%
+2,539
New +$474K
RSPT icon
1014
Invesco S&P 500 Equal Weight Technology ETF
RSPT
$5.83B
$431K 0.02%
+18,230
New +$472K
XBI icon
1015
PUT
State Street SPDR S&P Biotech ETF
XBI
$10B
$431K 0.02%
5,800
+2,900
+100% +$218K
AR icon
1016
Antero Resources
AR
$10.7B
$430K 0.02%
+14,041
New +$514K
STLD icon
1017
PUT
Steel Dynamics
STLD
$38.4B
$430K 0.02%
6,500
-8,300
-56% -$665K
BKR icon
1018
Baker Hughes
BKR
$60.9B
$429K 0.02%
14,845
+3,098
+26% +$105K
GILD icon
1019
Gilead Sciences
GILD
$163B
$429K 0.02%
+6,943
New +$430K
FLR icon
1020
CALL
Fluor
FLR
$7.12B
$428K 0.02%
17,600
-8,500
-33% -$228K
TPR icon
1021
Tapestry
TPR
$32.3B
$427K 0.02%
14,004
+6,883
+97% +$225K
BLK icon
1022
PUT
Blackrock
BLK
$176B
$426K 0.02%
+700
New +$456K
SKYY icon
1023
First Trust Cloud Computing ETF
SKYY
$3.08B
$426K 0.02%
+6,470
New +$476K
SPLK
1024
DELISTED
Splunk Inc
SPLK
$426K 0.02%
+4,815
New +$530K
APPS icon
1025
PUT
Digital Turbine
APPS
$1.56B
$425K 0.02%
24,300
-8,600
-26% -$233K
39 40
41
42 43

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.