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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
ASML icon
326
ASML
ASML
$608B
$2.19M 0.08%
3,284
+2,218
+208% +$1.49M
PLUG icon
327
CALL
Plug Power
PLUG
$2.73B
$2.19M 0.08%
76,500
+64,200
+522% +$1.53M
ALL icon
328
PUT
Allstate
ALL
$70.1B
$2.19M 0.08%
15,800
+13,900
+732% +$1.74M
ABNB icon
329
Airbnb
ABNB
$90.9B
$2.19M 0.08%
12,735
+8,369
+192% +$1.33M
SH icon
330
ProShares Short S&P500
SH
$914M
$2.19M 0.08%
38,797
-28,668
-42% -$1.66M
CHGG icon
331
PUT
Chegg
CHGG
$121M
$2.18M 0.08%
60,100
+52,000
+642% +$1.56M
SPOT icon
332
PUT
Spotify
SPOT
$105B
$2.17M 0.08%
14,400
+12,600
+700% +$2.15M
MRVL icon
333
CALL
Marvell Technology
MRVL
$157B
$2.17M 0.08%
30,300
+28,000
+1,217% +$2.02M
MCK icon
334
PUT
McKesson
MCK
$104B
$2.14M 0.08%
7,000
+1,700
+32% +$462K
RCL icon
335
PUT
Royal Caribbean
RCL
$86.5B
$2.14M 0.08%
25,500
+20,700
+431% +$1.63M
AGG icon
336
iShares Core US Aggregate Bond ETF
AGG
$138B
$2.13M 0.08%
+19,910
New +$2.19M
NCLH icon
337
PUT
Norwegian Cruise Line
NCLH
$9.74B
$2.13M 0.07%
97,100
-37,300
-28% -$762K
BKNG icon
338
PUT
Booking.com
BKNG
$154B
$2.11M 0.07%
22,500
– –
CSCO icon
339
Cisco
CSCO
$456B
$2.11M 0.07%
37,785
+5,666
+18% +$321K
FANG icon
340
Diamondback Energy
FANG
$53.5B
$2.09M 0.07%
+15,252
New +$1.98M
BAC icon
341
Bank of America
BAC
$439B
$2.09M 0.07%
50,653
-13,147
-21% -$593K
BIIB icon
342
Biogen
BIIB
$30.4B
$2.08M 0.07%
9,873
+8,184
+485% +$1.78M
ENPH icon
343
CALL
Enphase Energy
ENPH
$4.79B
$2.08M 0.07%
10,300
+6,100
+145% +$958K
W icon
344
CALL
Wayfair
W
$12.5B
$2.07M 0.07%
18,700
+16,000
+593% +$2.25M
W icon
345
PUT
Wayfair
W
$12.5B
$2.07M 0.07%
18,700
+17,300
+1,236% +$2.44M
DASH icon
346
PUT
DoorDash
DASH
$85.2B
$2.06M 0.07%
17,600
+13,300
+309% +$1.44M
TTWO icon
347
PUT
Take-Two Interactive
TTWO
$46.3B
$2.04M 0.07%
+13,300
New +$2.13M
QCOM icon
348
CALL
Qualcomm
QCOM
$172B
$2.03M 0.07%
13,300
-3,800
-22% -$637K
KMI icon
349
PUT
Kinder Morgan
KMI
$70.3B
$2.02M 0.07%
+107,100
New +$1.89M
CHWY icon
350
PUT
Chewy
CHWY
$9.38B
$2.02M 0.07%
+49,600
New +$2.25M
12 13
14
15 16

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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.