We are live on ! Find out more
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
AIHS icon
2176
Senmiao Technology Ltd
AIHS
$21.1M
– –
-220
Closed -$5K
AJG icon
2177
Arthur J. Gallagher & Co
AJG
$64.3B
– –
-1,456
Closed -$254K
AKAM icon
2178
PUT
Akamai
AKAM
$17.8B
– –
-3,000
Closed -$358K
ALB icon
2179
CALL
Albemarle
ALB
$14B
– –
-1,300
Closed -$287K
ALL icon
2180
CALL
Allstate
ALL
$68.1B
– –
-5,300
Closed -$734K
ALLY icon
2181
Ally Financial
ALLY
$13.6B
– –
-10,230
Closed -$409K
ALNY icon
2182
CALL
Alnylam Pharmaceuticals
ALNY
$30.6B
– –
-4,200
Closed -$686K
ALNY icon
2183
PUT
Alnylam Pharmaceuticals
ALNY
$30.6B
– –
-2,000
Closed -$327K
AME icon
2184
PUT
Ametek
AME
$58.4B
– –
-2,000
Closed -$266K
AMRX icon
2185
Amneal Pharmaceuticals
AMRX
$5.89B
– –
-14,392
Closed -$60K
AMT icon
2186
CALL
American Tower
AMT
$78.3B
– –
-1,000
Closed -$251K
AMT icon
2187
PUT
American Tower
AMT
$78.3B
– –
-3,600
Closed -$904K
AMWL icon
2188
American Well
AMWL
$218M
– –
-1,586
Closed -$134K
ANF icon
2189
Abercrombie & Fitch
ANF
$4.86B
– –
-9,830
Closed -$314K
ANF icon
2190
PUT
Abercrombie & Fitch
ANF
$4.86B
– –
-7,000
Closed -$224K
AOK icon
2191
iShares Core Conservative Allocation ETF
AOK
$796M
– –
-6,596
Closed -$248K
AOSL icon
2192
Alpha and Omega Semiconductor
AOSL
$974M
– –
-8,073
Closed -$441K
APD icon
2193
CALL
Air Products & Chemicals
APD
$65.7B
– –
-5,100
Closed -$1.27M
APD icon
2194
PUT
Air Products & Chemicals
APD
$65.7B
– –
-4,700
Closed -$1.18M
APO icon
2195
Apollo Global Management
APO
$74.8B
– –
-6,505
Closed -$354K
APPN icon
2196
CALL
Appian
APPN
$2.2B
– –
-6,500
Closed -$395K
APPN icon
2197
PUT
Appian
APPN
$2.2B
– –
-9,600
Closed -$584K
AQB icon
2198
AquaBounty Technologies
AQB
$5.1M
– –
-531
Closed -$20K
ARKF icon
2199
ARK Blockchain & Fintech Innovation ETF
ARKF
$760M
– –
-19,340
Closed -$562K
ARTL icon
2200
Artelo Biosciences
ARTL
$2.62M
– –
-68
Closed -$8K
86 87
88
89 90

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.