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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
EWJ icon
2401
iShares MSCI Japan ETF
EWJ
$22.6B
– –
-4,605
Closed -$284K
EWL icon
2402
iShares MSCI Switzerland ETF
EWL
$2.22B
– –
-11,283
Closed -$554K
EWQ icon
2403
iShares MSCI France ETF
EWQ
$343M
– –
-25,623
Closed -$905K
EWZ icon
2404
CALL
iShares MSCI Brazil ETF
EWZ
$9.16B
– –
-86,500
Closed -$3.27M
EWZ icon
2405
iShares MSCI Brazil ETF
EWZ
$9.16B
– –
-40,256
Closed -$1.52M
EWZ icon
2406
PUT
iShares MSCI Brazil ETF
EWZ
$9.16B
– –
-6,700
Closed -$253K
EXPD icon
2407
Expeditors International
EXPD
$23.6B
– –
-2,110
Closed -$216K
EXPE icon
2408
Expedia Group
EXPE
$38B
– –
-6,157
Closed -$872K
EXR icon
2409
CALL
Extra Space Storage
EXR
$31.5B
– –
-2,000
Closed -$411K
EXR icon
2410
PUT
Extra Space Storage
EXR
$31.5B
– –
-2,600
Closed -$535K
F icon
2411
Ford
F
$56.7B
– –
-35,735
Closed -$489K
FANG icon
2412
CALL
Diamondback Energy
FANG
$52.7B
– –
-16,700
Closed -$2.29M
FAST icon
2413
Fastenal
FAST
$57.4B
– –
-26,048
Closed -$774K
FCEL icon
2414
PUT
FuelCell Energy
FCEL
$1.73B
– –
-1,660
Closed -$287K
FCNCA icon
2415
First Citizens BancShares
FCNCA
$25.4B
– –
-835
Closed -$556K
FE icon
2416
PUT
FirstEnergy
FE
$27.6B
– –
-8,900
Closed -$408K
FEP icon
2417
First Trust Europe AlphaDEX Fund
FEP
$530M
– –
-8,034
Closed -$310K
FISV
2418
CALL
Fiserv Inc
FISV
$28.9B
– –
-7,400
Closed -$750K
FISV
2419
Fiserv Inc
FISV
$28.9B
– –
-2,397
Closed -$243K
FISV
2420
PUT
Fiserv Inc
FISV
$28.9B
– –
-9,400
Closed -$953K
FIS icon
2421
CALL
Fidelity National Information Services
FIS
$22.2B
– –
-6,000
Closed -$603K
FIS icon
2422
PUT
Fidelity National Information Services
FIS
$22.2B
– –
-6,700
Closed -$673K
FITB
2423
Fifth Third Bancorp
FITB
$52.5B
– –
-11,975
Closed -$450K
FIVN icon
2424
FIVE9
FIVN
$2.28B
– –
-2,394
Closed -$242K
FIXD icon
2425
First Trust Smith Opportunistic Fixed Income ETF
FIXD
$3.25B
– –
-10,781
Closed -$535K
95 96
97
98 99

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OAM
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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.