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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
CPRI icon
2301
CALL
Capri Holdings
CPRI
$1.84B
– –
-4,700
Closed -$242K
CPRI icon
2302
PUT
Capri Holdings
CPRI
$1.84B
– –
-10,900
Closed -$560K
CPSS icon
2303
Consumer Portfolio Services
CPSS
$199M
– –
-11,536
Closed -$117K
CREX icon
2304
Creative Realities
CREX
$39.9M
– –
-5,211
Closed -$13K
CRF
2305
Cornerstone Total Return Fund
CRF
$1.16B
– –
-10,505
Closed -$143K
CRL icon
2306
PUT
Charles River Laboratories
CRL
$12.6B
– –
-1,400
Closed -$398K
CRON
2307
Cronos Group
CRON
$1.02B
– –
-23,978
Closed -$93K
CROX icon
2308
Crocs
CROX
$6.58B
– –
-17,760
Closed -$1.08M
CRUS icon
2309
PUT
Cirrus Logic
CRUS
$6.53B
– –
-3,600
Closed -$305K
CRVO icon
2310
CervoMed
CRVO
$26M
– –
-206
Closed -$4K
CRWD icon
2311
CrowdStrike
CRWD
$214B
– –
-14,436
Closed -$654K
CTAS icon
2312
CALL
Cintas
CTAS
$80.6B
– –
-5,200
Closed -$553K
CTMX icon
2313
CytomX Therapeutics
CTMX
$729M
– –
-11,591
Closed -$31K
CTSH icon
2314
Cognizant
CTSH
$25.1B
– –
-7,306
Closed -$655K
CTSH icon
2315
PUT
Cognizant
CTSH
$25.1B
– –
-5,000
Closed -$448K
CTVA icon
2316
Corteva
CTVA
$52.5B
– –
-11,132
Closed -$640K
CUBE icon
2317
CubeSmart
CUBE
$9.5B
– –
-4,231
Closed -$220K
CWB icon
2318
State Street SPDR Bloomberg Convertible Securities ETF
CWB
$5.72B
– –
-11,363
Closed -$874K
HELP
2319
Cybin Inc
HELP
$653M
– –
-481
Closed -$15K
CYBR
2320
CALL
DELISTED
CyberArk
CYBR
– –
-1,700
Closed -$287K
D icon
2321
Dominion Energy
D
$60B
– –
-3,107
Closed -$257K
D icon
2322
PUT
Dominion Energy
D
$60B
– –
-3,000
Closed -$255K
DASH icon
2323
DoorDash
DASH
$90.3B
– –
-9,902
Closed -$786K
DB icon
2324
Deutsche Bank
DB
$71.5B
– –
-42,293
Closed -$451K
DBA icon
2325
Invesco DB Agriculture Fund
DBA
$1.23B
– –
-10,898
Closed -$238K
91 92
93
94 95

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.