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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
ASAN icon
2201
Asana
ASAN
$2.05B
– –
-12,023
Closed -$303K
ASM
2202
Avino Silver & Gold Mines
ASM
$1.14B
– –
-14,891
Closed -$14K
ASML icon
2203
CALL
ASML
ASML
$645B
– –
-2,000
Closed -$1.34M
ASML icon
2204
PUT
ASML
ASML
$645B
– –
-2,100
Closed -$1.4M
ASX icon
2205
ASE Group
ASX
$80.9B
– –
-13,714
Closed -$97K
ATHE
2206
Alterity Therapeutics
ATHE
$79.2M
– –
-1,021
Closed -$8K
AUUD
2207
Auddia
AUUD
$5.52M
– –
-5
Closed -$32K
AVPT icon
2208
AvePoint
AVPT
$2.84B
– –
-12,547
Closed -$66K
AXON
2209
Axon Enterprise
AXON
$49.1B
– –
-1,702
Closed -$180K
AYI icon
2210
CALL
Acuity Brands
AYI
$10.7B
– –
-1,100
Closed -$208K
AYI icon
2211
Acuity Brands
AYI
$10.7B
– –
-1,492
Closed -$282K
AZN icon
2212
AstraZeneca
AZN
$250B
– –
-3,940
Closed -$517K
AZO icon
2213
PUT
AutoZone
AZO
$50.1B
– –
-1,200
Closed -$2.45M
BAB icon
2214
Invesco Taxable Municipal Bond ETF
BAB
$1.02B
– –
-19,538
Closed -$580K
BAC.PRL icon
2215
Bank of America Series L
BAC.PRL
$3.99B
– –
-239
Closed -$314K
BAX icon
2216
CALL
Baxter International
BAX
$14.1B
– –
-3,300
Closed -$256K
BBDC icon
2217
Barings BDC
BBDC
$882M
– –
-28,854
Closed -$298K
BBEU icon
2218
JPMorgan BetaBuilders Europe ETF
BBEU
$9.47B
– –
-6,491
Closed -$356K
BBVA icon
2219
Banco Bilbao Vizcaya Argentaria
BBVA
$155B
– –
-13,070
Closed -$74K
BDX icon
2220
CALL
Becton Dickinson
BDX
$47B
– –
-1,333
Closed -$346K
BFLY icon
2221
Butterfly Network
BFLY
$2.24B
– –
-10,906
Closed -$52K
BHC icon
2222
Bausch Health
BHC
$2.35B
– –
-42,941
Closed -$600K
BHP icon
2223
BHP
BHP
$227B
– –
-3,763
Closed -$259K
CMRC
2224
CALL
Commerce.com Inc Series 1
CMRC
$281M
– –
-11,100
Closed -$243K
BIIB icon
2225
Biogen
BIIB
$30.5B
– –
-9,873
Closed -$2.02M
87 88
89
90 91

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.