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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
VLUE icon
2876
iShares MSCI USA Value Factor ETF
VLUE
$9.15B
– –
-12,380
Closed -$1.29M
VMC icon
2877
CALL
Vulcan Materials
VMC
$36.2B
– –
-4,900
Closed -$900K
VMC icon
2878
PUT
Vulcan Materials
VMC
$36.2B
– –
-3,000
Closed -$551K
VNQ icon
2879
PUT
Vanguard Real Estate ETF
VNQ
$39.2B
– –
-4,000
Closed -$433K
VO icon
2880
Vanguard Morningstar Mid-Cap ETF
VO
$107B
– –
-11,416
Closed -$679K
VOD icon
2881
Vodafone
VOD
$36B
– –
-13,086
Closed -$217K
VPL icon
2882
Vanguard FTSE Pacific ETF
VPL
$8.09B
– –
-7,281
Closed -$539K
VT icon
2883
Vanguard Total World Stock ETF
VT
$77.7B
– –
-7,852
Closed -$795K
VTEB icon
2884
Vanguard Tax-Exempt Bond Index Fund
VTEB
$45B
– –
-5,078
Closed -$262K
VTR icon
2885
PUT
Ventas
VTR
$47.2B
– –
-3,600
Closed -$222K
VUZI icon
2886
CALL
Vuzix
VUZI
$202M
– –
-17,200
Closed -$114K
VIVO
2887
VivoPower PLC
VIVO
$111M
– –
-1,076
Closed -$19K
VXUS icon
2888
Vanguard Total International Stock ETF
VXUS
$155B
– –
-5,338
Closed -$319K
VYGR icon
2889
Voyager Therapeutics
VYGR
$180M
– –
-11,268
Closed -$86K
WAT icon
2890
CALL
Waters Corp
WAT
$36.8B
– –
-4,000
Closed -$1.24M
WBD icon
2891
CALL
Warner Bros
WBD
$65.7B
– –
-22,500
Closed -$561K
WBD icon
2892
Warner Bros
WBD
$65.7B
– –
-31,550
Closed -$786K
WBD icon
2893
PUT
Warner Bros
WBD
$65.7B
– –
-67,600
Closed -$1.69M
WCC
2894
PUT
WESCO International
WCC
$17.4B
– –
-2,000
Closed -$260K
WEC icon
2895
CALL
WEC Energy
WEC
$35.6B
– –
-2,300
Closed -$230K
WELL icon
2896
Welltower
WELL
$169B
– –
-2,458
Closed -$219K
WELL icon
2897
PUT
Welltower
WELL
$169B
– –
-10,900
Closed -$1.05M
WEN icon
2898
Wendy's
WEN
$1.42B
– –
-9,734
Closed -$214K
WIMI
2899
WiMi Hologram Cloud
WIMI
$22.6M
– –
-1,057
Closed -$28K
WING icon
2900
Wingstop
WING
$3.5B
– –
-2,344
Closed -$204K
114 115
116
117 118

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OAM
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NOCM
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TIM
Total Investment Management Scottsdale, Arizona $858M AUM 9.96% 1-Year Est. Return
QIM
Quest Investment Management Lake Oswego, Oregon $857M AUM 21.67% 1-Year Est. Return
RB
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OMG
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MCM
Makena Capital Management Menlo Park, California $866M AUM 17.79% 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.