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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
GSG icon
1251
iShares S&P GSCI Commodity-Indexed Trust
GSG
$952M
$317K 0.01%
13,702
+3,574
+35% +$86.4K
INTC icon
1252
Intel
INTC
$510B
$317K 0.01%
8,468
-12,280
-59% -$531K
TXN icon
1253
Texas Instruments
TXN
$254B
$317K 0.01%
2,063
-2,765
-57% -$465K
CGEM icon
1254
Cullinan Oncology
CGEM
$1.08B
$316K 0.01%
+24,640
New +$279K
DTE icon
1255
DTE Energy
DTE
$29.1B
$316K 0.01%
+2,496
New +$326K
HIBS icon
1256
Direxion Daily S&P 500 High Beta Bear 3X ETF
HIBS
$17.8M
$316K 0.01%
+246
New +$257K
SPTM icon
1257
State Street SPDR Portfolio S&P 1500 Composite Stock Market ETF
SPTM
$14B
$316K 0.01%
6,791
+2,391
+54% +$121K
AAP icon
1258
Advance Auto Parts
AAP
$3.59B
$315K 0.01%
+1,819
New +$361K
ACH
1259
PUT
Accendra Health
ACH
$227M
$315K 0.01%
+10,000
New +$362K
VSTO
1260
PUT
DELISTED
Vista Outdoor Inc.
VSTO
$315K 0.01%
11,300
-2,700
-19% -$96.4K
LIN icon
1261
Linde
LIN
$226B
$314K 0.01%
1,093
-1,140
-51% -$356K
LYFT icon
1262
Lyft
LYFT
$6.26B
$314K 0.01%
23,678
-4,471
-16% -$104K
ARCH
1263
DELISTED
Arch Resources, Inc.
ARCH
$314K 0.01%
2,193
-411
-16% -$65.4K
COO icon
1264
PUT
Cooper Companies
COO
$14.6B
$313K 0.01%
4,000
-4,000
-50% -$354K
LYV icon
1265
Live Nation Entertainment
LYV
$42.8B
$313K 0.01%
3,789
-871
-19% -$83.8K
PLAY icon
1266
Dave & Buster's
PLAY
$364M
$313K 0.01%
9,542
+4,412
+86% +$177K
NBIS
1267
Nebius Group N.V.
NBIS
$55.6B
$313K 0.01%
20,972
– –
TOL icon
1268
PUT
Toll Brothers
TOL
$14.5B
$312K 0.01%
+7,000
New +$328K
EQR icon
1269
CALL
Equity Residential
EQR
$25.4B
$311K 0.01%
4,300
-3,800
-47% -$302K
B
1270
PUT
Barrick Mining
B
$68.8B
$311K 0.01%
17,600
-19,000
-52% -$412K
PMT
1271
PennyMac Mortgage Investment
PMT
$824M
$311K 0.01%
+22,456
New +$343K
THO icon
1272
Thor Industries
THO
$4.14B
$311K 0.01%
+4,165
New +$323K
TRP icon
1273
PUT
TC Energy
TRP
$66.5B
$311K 0.01%
6,000
+2,000
+50% +$112K
AEO icon
1274
American Eagle Outfitters
AEO
$2.99B
$310K 0.01%
+27,758
New +$391K
FMC icon
1275
PUT
FMC
FMC
$1.35B
$310K 0.01%
2,900
+1,000
+53% +$122K
49 50
51
52 53

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.