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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
WELL icon
1051
CALL
Welltower
WELL
$170B
$412K 0.01%
5,000
– –
DELL icon
1052
CALL
Dell
DELL
$306B
$411K 0.01%
+8,900
New +$420K
DOCS icon
1053
CALL
Doximity
DOCS
$3.94B
$411K 0.01%
11,800
+6,800
+136% +$268K
THO icon
1054
CALL
Thor Industries
THO
$4.14B
$411K 0.01%
+5,500
New +$427K
YETI icon
1055
CALL
Yeti Holdings
YETI
$3.97B
$411K 0.01%
9,500
+4,100
+76% +$199K
MO icon
1056
Altria Group
MO
$113B
$410K 0.01%
9,819
+664
+7% +$34.4K
BBJP icon
1057
JPMorgan BetaBuilders Japan ETF
BBJP
$18.6B
$408K 0.01%
9,250
+3,809
+70% +$178K
CPNG icon
1058
PUT
Coupang
CPNG
$29.5B
$408K 0.01%
32,000
-16,300
-34% -$222K
GSK icon
1059
GSK
GSK
$103B
$407K 0.01%
+7,487
New +$413K
JCI icon
1060
CALL
Johnson Controls International
JCI
$93.8B
$407K 0.01%
+8,500
New +$473K
WTW icon
1061
Willis Towers Watson
WTW
$31.5B
$407K 0.01%
2,061
+332
+19% +$71.2K
INMD icon
1062
CALL
InMode
INMD
$872M
$403K 0.01%
+18,000
New +$473K
FICO icon
1063
PUT
Fair Isaac
FICO
$23.7B
$401K 0.01%
1,000
-1,000
-50% -$394K
WOLF icon
1064
CALL
Wolfspeed
WOLF
$1.32B
$400K 0.01%
+6,300
New +$524K
ALK icon
1065
Alaska Air
ALK
$5.85B
$398K 0.01%
9,933
+1,417
+17% +$69.2K
KMX icon
1066
CALL
CarMax
KMX
$8.04B
$398K 0.01%
4,400
+200
+5% +$18.8K
PAG icon
1067
Penske Automotive Group
PAG
$14.2B
$398K 0.01%
+3,799
New +$407K
R icon
1068
PUT
Ryder
R
$10.2B
$398K 0.01%
+5,600
New +$411K
VTLE
1069
DELISTED
Vital Energy
VTLE
$398K 0.01%
5,771
+2,668
+86% +$214K
ALB icon
1070
PUT
Albemarle
ALB
$14.2B
$397K 0.01%
1,900
+600
+46% +$134K
HST icon
1071
Host Hotels & Resorts
HST
$17.3B
$397K 0.01%
25,319
-20,012
-44% -$382K
BIO icon
1072
CALL
Bio-Rad Laboratories Class A
BIO
$9.14B
$396K 0.01%
+800
New +$417K
WTM icon
1073
White Mountains Insurance
WTM
$5.24B
$396K 0.01%
318
+36
+13% +$41.8K
CS
1074
DELISTED
Credit Suisse Group
CS
$396K 0.01%
69,867
-39,689
-36% -$269K
HUM icon
1075
Humana
HUM
$43.8B
$395K 0.01%
+844
New +$376K
41 42
43
44 45

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
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.