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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
+97.03%
10 Year Est. Return
+293.07%
AUM
$2.82B
AUM Growth
-$18M
Cap. Flow
+$774M
Cap. Flow %
27.44%
Top 10 Hldgs %
9.67%
Holding
3,026
New
938
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
PXF icon
1526
Invesco FTSE RAFI Developed Markets ex-US ETF
PXF
$2.93B
$233K 0.01%
+5,846
New +$254K
APTV icon
1527
PUT
Aptiv
APTV
$9.72B
$232K 0.01%
2,600
+600
+30% +$61.2K
JBHT icon
1528
JB Hunt Transport Services
JBHT
$25.4B
$232K 0.01%
1,475
+90
+6% +$15.2K
RY icon
1529
CALL
Royal Bank of Canada
RY
$293B
$232K 0.01%
+2,400
New +$245K
CG icon
1530
PUT
Carlyle Group
CG
$17.4B
$231K 0.01%
+7,300
New +$280K
THC icon
1531
CALL
Tenet Healthcare
THC
$20.9B
$231K 0.01%
4,400
-1,900
-30% -$132K
WRK
1532
PUT
DELISTED
WestRock Company
WRK
$231K 0.01%
+5,800
New +$273K
BURL icon
1533
Burlington
BURL
$23.2B
$230K 0.01%
+1,687
New +$305K
CFR icon
1534
Cullen/Frost Bankers
CFR
$10.3B
$230K 0.01%
+1,977
New +$253K
FFIV icon
1535
PUT
F5
FFIV
$23.5B
$230K 0.01%
+1,500
New +$261K
IP icon
1536
PUT
International Paper
IP
$21.8B
$230K 0.01%
5,500
-12,400
-69% -$575K
EIX icon
1537
CALL
Edison International
EIX
$25.9B
$228K 0.01%
+3,600
New +$244K
RVLV icon
1538
CALL
Revolve Group
RVLV
$1.75B
$228K 0.01%
+8,800
New +$325K
SPIP icon
1539
State Street SPDR Portfolio TIPS ETF
SPIP
$999M
$228K 0.01%
+8,293
New +$238K
FAZ
1540
Direxion Daily Financial Bear 3x ETF
FAZ
$86.2M
$227K 0.01%
786
-1,028
-57% -$250K
JAZZ icon
1541
Jazz Pharmaceuticals
JAZZ
$16.8B
$227K 0.01%
1,458
-643
-31% -$99K
KKR icon
1542
CALL
KKR & Co
KKR
$91.9B
$227K 0.01%
+4,900
New +$257K
NSC icon
1543
PUT
Norfolk Southern
NSC
$77B
$227K 0.01%
1,000
-1,000
-50% -$246K
SWAN icon
1544
Amplify BlackSwan Growth & Treasure Core ETF
SWAN
$160M
$227K 0.01%
8,392
-408
-5% -$11.6K
ALGT icon
1545
PUT
Allegiant Air
ALGT
$2.7B
$226K 0.01%
+2,000
New +$288K
BOND icon
1546
PIMCO Active Bond Exchange-Traded Fund
BOND
$8.45B
$226K 0.01%
2,371
-7,502
-76% -$729K
CHKP icon
1547
Check Point Software Technologies
CHKP
$12.6B
$226K 0.01%
+1,859
New +$239K
DRI icon
1548
PUT
Darden Restaurants
DRI
$23.8B
$226K 0.01%
2,000
-1,300
-39% -$162K
GIS icon
1549
PUT
General Mills
GIS
$19.2B
$226K 0.01%
+3,000
New +$210K
IGSB icon
1550
iShares 1-5 Year Investment Grade Corporate Bond ETF
IGSB
$23B
$226K 0.01%
4,461
-5,397
-55% -$275K
60 61
62
63 64

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 $774M of net new capital in Q2 2022, opening 938 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 938 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.