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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
BMBL icon
1151
CALL
Bumble
BMBL
$397M
$360K 0.01%
+12,800
New +$348K
CCS icon
1152
CALL
Century Communities
CCS
$2.03B
$360K 0.01%
+8,000
New +$404K
TER icon
1153
Teradyne
TER
$60.9B
$360K 0.01%
+4,025
New +$419K
ALLY icon
1154
PUT
Ally Financial
ALLY
$13.6B
$359K 0.01%
10,700
+5,000
+88% +$200K
ASO icon
1155
PUT
Academy Sports + Outdoors
ASO
$2.97B
$359K 0.01%
10,100
-10,200
-50% -$373K
PSLV icon
1156
Sprott Physical Silver Trust
PSLV
$12.9B
$359K 0.01%
+51,981
New +$407K
HIG icon
1157
Hartford Financial Services
HIG
$39.4B
$357K 0.01%
+5,450
New +$382K
TRV icon
1158
Travelers Companies
TRV
$79.8B
$357K 0.01%
2,108
+239
+13% +$41.5K
WY icon
1159
Weyerhaeuser
WY
$18.6B
$357K 0.01%
+10,794
New +$412K
FITB
1160
CALL
Fifth Third Bancorp
FITB
$52.2B
$356K 0.01%
+10,600
New +$398K
MRSH
1161
Marsh
MRSH
$91.4B
$355K 0.01%
+2,288
New +$367K
S icon
1162
PUT
SentinelOne
S
$7.2B
$355K 0.01%
15,200
-3,200
-17% -$89.8K
SOXL icon
1163
Direxion Daily Semiconductor Bull 3X ETF
SOXL
$22.4B
$355K 0.01%
+27,081
New +$611K
BCD icon
1164
abrdn Bloomberg All Commodity Longer Dated Strategy K-1 Free ETF
BCD
$400M
$354K 0.01%
+9,810
New +$391K
CAKE icon
1165
PUT
Cheesecake Factory
CAKE
$5.23B
$354K 0.01%
+13,400
New +$445K
LDUR icon
1166
PIMCO Enhanced Low Duration Active Exchange-Traded Fund
LDUR
$1.37B
$354K 0.01%
+3,682
New +$357K
SGEN
1167
PUT
DELISTED
Seagen Inc. Common Stock
SGEN
$354K 0.01%
+2,000
New +$288K
KNX icon
1168
CALL
Knight Transportation
KNX
$11.5B
$352K 0.01%
+7,600
New +$360K
LDOS icon
1169
PUT
Leidos
LDOS
$16B
$352K 0.01%
3,500
+1,500
+75% +$155K
IDXX icon
1170
PUT
Idexx Laboratories
IDXX
$46.1B
$351K 0.01%
1,000
-1,000
-50% -$408K
VOYA icon
1171
CALL
Voya Financial
VOYA
$9.08B
$351K 0.01%
+5,900
New +$380K
BKNG icon
1172
PUT
Booking.com
BKNG
$160B
$350K 0.01%
5,000
-17,500
-78% -$1.49M
MTN icon
1173
CALL
Vail Resorts
MTN
$5.39B
$349K 0.01%
1,600
-400
-20% -$97.8K
PAYX icon
1174
Paychex
PAYX
$42.1B
$348K 0.01%
3,058
+379
+14% +$47.6K
SYF icon
1175
PUT
Synchrony
SYF
$25.8B
$348K 0.01%
+12,600
New +$437K
45 46
47
48 49

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.