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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
-0.22%
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
$2.84B
AUM Growth
+$542M
Cap. Flow
+$762M
Cap. Flow %
26.83%
Top 10 Hldgs %
9.77%
Holding
2,720
New
1,210
Increased
566
Reduced
284
Closed
637

Top Buys

Rank Stock Value
1
BABA icon
Alibaba
BABA
+$11.7M
2
HD icon
Home Depot
HD
+$7.33M
3
IEMG icon
iShares Core MSCI Emerging Markets ETF
IEMG
+$6.64M
4
ZM icon
Zoom
ZM
+$5.63M
5
MRNA icon
Moderna
MRNA
+$5.54M

Top Sells

Rank Stock Value
1
AMZN icon
Amazon
AMZN
+$9.11M
2
EEM icon
iShares MSCI Emerging Markets ETF
EEM
+$9.04M
3
META icon
Meta Platforms (Facebook)
META
+$6.26M
4
VEA icon
Vanguard FTSE Developed Markets ETF
VEA
+$5.46M
5
MSFT icon
Microsoft
MSFT
+$4.67M

Sector Composition

Rank Sector Weight
1 Technology 3.53%
2 Consumer Discretionary 2.57%
3 Financials 2.41%
4 Healthcare 2.3%
5 Energy 1.78%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
CF icon
301
PUT
CF Industries
CF
$18.9B
$2.37M 0.08%
+23,000
New +$1.86M
LMND icon
302
CALL
Lemonade
LMND
$4.77B
$2.37M 0.08%
+89,800
New +$2.54M
TGT icon
303
CALL
Target
TGT
$65.5B
$2.36M 0.08%
11,100
+6,000
+118% +$1.3M
PLTR icon
304
PUT
Palantir
PLTR
$296B
$2.35M 0.08%
171,000
+90,900
+113% +$1.21M
NOW icon
305
PUT
ServiceNow
NOW
$114B
$2.34M 0.08%
+21,000
New +$2.35M
DOW icon
306
PUT
Dow Inc
DOW
$20.8B
$2.32M 0.08%
+36,400
New +$2.2M
CSCO icon
307
PUT
Cisco
CSCO
$456B
$2.31M 0.08%
41,400
+21,000
+103% +$1.19M
INTU icon
308
PUT
Intuit
INTU
$85.6B
$2.31M 0.08%
4,800
+4,100
+586% +$2.1M
XOP icon
309
CALL
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$3.42B
$2.3M 0.08%
17,100
+13,100
+328% +$1.51M
CPE
310
PUT
DELISTED
Callon Petroleum Company
CPE
$2.3M 0.08%
+38,900
New +$2.13M
TWLO icon
311
PUT
Twilio
TWLO
$29.5B
$2.29M 0.08%
13,900
+13,100
+1,638% +$2.39M
TQQQ icon
312
ProShares UltraPro QQQ
TQQQ
$30.5B
$2.29M 0.08%
+78,714
New +$2.26M
FANG icon
313
CALL
Diamondback Energy
FANG
$53.5B
$2.29M 0.08%
16,700
+14,100
+542% +$1.83M
MDB icon
314
MongoDB
MDB
$25B
$2.28M 0.08%
5,144
+4,544
+757% +$1.78M
MS icon
315
CALL
Morgan Stanley
MS
$333B
$2.26M 0.08%
+25,900
New +$2.5M
XRT icon
316
State Street SPDR S&P Retail ETF
XRT
$458M
$2.26M 0.08%
29,925
+16,631
+125% +$1.32M
IWM icon
317
PUT
iShares Russell 2000 ETF
IWM
$80.4B
$2.26M 0.08%
11,000
-6,500
-37% -$1.33M
SBUX icon
318
PUT
Starbucks
SBUX
$118B
$2.26M 0.08%
24,800
+14,200
+134% +$1.34M
SCHP icon
319
Schwab US TIPS ETF
SCHP
$16.4B
$2.25M 0.08%
73,944
+65,876
+817% +$2.02M
TXN icon
320
CALL
Texas Instruments
TXN
$253B
$2.24M 0.08%
12,200
+11,100
+1,009% +$1.96M
XLV icon
321
PUT
State Street Health Care Select Sector SPDR ETF
XLV
$43.2B
$2.22M 0.08%
16,200
+14,100
+671% +$1.87M
SQQQ icon
322
ProShares UltraPro Short QQQ
SQQQ
$2.17B
$2.2M 0.08%
2,617
-1
-0% -$979
AAL icon
323
PUT
American Airlines Group
AAL
$10.2B
$2.2M 0.08%
120,600
+87,300
+262% +$1.48M
ENPH icon
324
PUT
Enphase Energy
ENPH
$4.79B
$2.2M 0.08%
10,900
+6,700
+160% +$1.05M
AEP icon
325
CALL
American Electric Power
AEP
$72.4B
$2.19M 0.08%
22,000
+11,400
+108% +$1.04M
11 12
13
14 15

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AWP
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BCM
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OAM
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NOCM
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TIM
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QIM
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SLT
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RB
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Two Sigma Securities's Q1 2022 Portfolio in Review

As of Q1 2022, Two Sigma Securities held 2,720 positions worth $2.84B, up 24% from $2.3B the previous quarter. Its ten largest holdings account for 9.8% of the portfolio.

Two Sigma Securities deployed $762M of net new capital in Q1 2022, opening 1,210 new positions and adding to 566 existing holdings. Its largest new stake was Alibaba: 101,246 shares worth $11M.

By sector, the portfolio is most concentrated in Technology at 3.5% of assets, down from 3.8% a quarter earlier, followed by Consumer Discretionary and Financials.

On the sell side, the largest reduction was Amazon, an estimated $9.11M trimmed.

  • Two Sigma Securities's largest Q1 2022 buy was Alibaba: 101,246 shares worth $11M.
  • Two Sigma Securities added most to Home Depot in Q1 2022, an estimated $7.33M increase.
  • Two Sigma Securities's biggest Q1 2022 reduction was Amazon, cutting an estimated $9.11M.
  • Two Sigma Securities fully exited Vanguard FTSE Developed Markets ETF in Q1 2022, selling an estimated $5.46M.
  • Two Sigma Securities's ten largest holdings make up 9.8% of its $2.84B portfolio in Q1 2022.
  • Two Sigma Securities opened 1,210 new positions and closed 637 in Q1 2022.
  • Two Sigma Securities's portfolio value rose 24% quarter-over-quarter to $2.84B.

Based on Two Sigma Securities's 13F filing for Q1 2022, filed 16 May 2022.