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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
ABBV icon
451
AbbVie
ABBV
$470B
$1.47M 0.05%
9,082
+6,029
+197% +$876K
WHR icon
452
CALL
Whirlpool
WHR
$2.45B
$1.45M 0.05%
+8,400
New +$1.7M
APPS icon
453
PUT
Digital Turbine
APPS
$997M
$1.44M 0.05%
+32,900
New +$1.48M
MGM icon
454
PUT
MGM Resorts International
MGM
$11.7B
$1.43M 0.05%
+34,100
New +$1.47M
BBWI icon
455
PUT
Bath & Body Works
BBWI
$3.95B
$1.43M 0.05%
+29,900
New +$1.61M
ON icon
456
ON Semiconductor
ON
$31.3B
$1.42M 0.05%
22,711
+18,297
+415% +$1.12M
WFC icon
457
CALL
Wells Fargo
WFC
$257B
$1.42M 0.05%
29,300
-10,900
-27% -$583K
AEO icon
458
CALL
American Eagle Outfitters
AEO
$2.91B
$1.41M 0.05%
+84,000
New +$1.78M
AMAT icon
459
CALL
Applied Materials
AMAT
$354B
$1.41M 0.05%
10,700
+8,900
+494% +$1.23M
ASML icon
460
PUT
ASML
ASML
$593B
$1.4M 0.05%
2,100
-100
-5% -$67K
MMM icon
461
PUT
3M
MMM
$92.6B
$1.4M 0.05%
+11,242
New +$1.49M
ALC icon
462
CALL
Alcon
ALC
$34B
$1.4M 0.05%
17,600
+1,800
+11% +$139K
BA icon
463
Boeing
BA
$167B
$1.39M 0.05%
7,274
-11,881
-62% -$2.38M
KMB icon
464
PUT
Kimberly-Clark
KMB
$37.5B
$1.39M 0.05%
11,300
+9,700
+606% +$1.28M
IJR icon
465
iShares Core S&P Small-Cap ETF
IJR
$109B
$1.39M 0.05%
12,872
+7,604
+144% +$821K
ISRG icon
466
PUT
Intuitive Surgical
ISRG
$127B
$1.39M 0.05%
+4,600
New +$1.34M
FXI icon
467
CALL
iShares China Large-Cap ETF
FXI
$4.32B
$1.39M 0.05%
+43,400
New +$1.53M
MGM icon
468
CALL
MGM Resorts International
MGM
$11.7B
$1.38M 0.05%
+33,000
New +$1.42M
DVN icon
469
Devon Energy
DVN
$51B
$1.38M 0.05%
+23,271
New +$1.26M
BILI icon
470
PUT
Bilibili
BILI
$7.79B
$1.37M 0.05%
+53,600
New +$1.72M
FIVN icon
471
PUT
FIVE9
FIVN
$2.11B
$1.37M 0.05%
+12,400
New +$1.44M
DAL icon
472
Delta Air Lines
DAL
$57.1B
$1.36M 0.05%
34,391
+20,299
+144% +$790K
IP icon
473
CALL
International Paper
IP
$22.6B
$1.36M 0.05%
+29,500
New +$1.36M
TMO icon
474
CALL
Thermo Fisher Scientific
TMO
$214B
$1.36M 0.05%
2,300
+1,100
+92% +$632K
CHTR icon
475
Charter Communications
CHTR
$17.1B
$1.36M 0.05%
+2,487
New +$1.46M
17 18
19
20 21

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OAM
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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.