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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
GS icon
26
CALL
Goldman Sachs
GS
$305B
$11.9M 0.42%
36,000
+34,600
+2,471% +$12.2M
GS icon
27
PUT
Goldman Sachs
GS
$305B
$11.9M 0.42%
35,900
+31,900
+798% +$11.3M
PFE icon
28
CALL
Pfizer
PFE
$144B
$11.7M 0.41%
225,100
+185,600
+470% +$9.63M
META icon
29
PUT
Meta Platforms (Facebook)
META
$1.51T
$11.5M 0.4%
51,700
+13,200
+34% +$3.3M
CME icon
30
CME Group
CME
$93.5B
$11.2M 0.39%
47,051
+1,778
+4% +$418K
BABA icon
31
Alibaba
BABA
$276B
$11M 0.39%
+101,246
New +$11.7M
SPY icon
32
PUT
State Street SPDR S&P 500 ETF Trust
SPY
$783B
$10.6M 0.37%
23,500
-3,600
-13% -$1.6M
MRNA icon
33
PUT
Moderna
MRNA
$22.1B
$10.6M 0.37%
61,300
+58,200
+1,877% +$9.8M
IBM icon
34
CALL
IBM
IBM
$214B
$10.3M 0.36%
79,600
+75,500
+1,841% +$9.85M
INTC icon
35
CALL
Intel
INTC
$435B
$10M 0.35%
+202,200
New +$10M
SHOP icon
36
PUT
Shopify
SHOP
$169B
$9.94M 0.35%
147,000
+121,000
+465% +$9.93M
NKE icon
37
PUT
Nike
NKE
$63.9B
$9.82M 0.35%
73,000
+57,600
+374% +$8.09M
C icon
38
PUT
Citigroup
C
$222B
$9.79M 0.34%
183,300
+158,600
+642% +$9.8M
WMT icon
39
PUT
Walmart Inc
WMT
$900B
$9.77M 0.34%
196,800
+144,600
+277% +$6.79M
CRWD icon
40
PUT
CrowdStrike
CRWD
$185B
$9.7M 0.34%
170,800
+153,200
+870% +$7.14M
CVX icon
41
PUT
Chevron
CVX
$374B
$9.1M 0.32%
55,900
+52,300
+1,453% +$7.5M
JPM icon
42
CALL
JPMorgan Chase
JPM
$950B
$9.08M 0.32%
66,600
+65,100
+4,340% +$9.61M
ABBV icon
43
CALL
AbbVie
ABBV
$465B
$8.95M 0.32%
+55,200
New +$8.02M
WMT icon
44
CALL
Walmart Inc
WMT
$900B
$8.92M 0.31%
179,700
+8,700
+5% +$408K
DDOG icon
45
PUT
Datadog
DDOG
$89.3B
$8.85M 0.31%
+58,400
New +$8.54M
CRWD icon
46
CALL
CrowdStrike
CRWD
$185B
$8.81M 0.31%
155,200
+150,800
+3,427% +$7.03M
SNOW icon
47
CALL
Snowflake
SNOW
$93.7B
$8.75M 0.31%
38,200
+36,500
+2,147% +$9.43M
AMGN icon
48
PUT
Amgen
AMGN
$212B
$8.71M 0.31%
+36,000
New +$8.27M
SHOP icon
49
CALL
Shopify
SHOP
$169B
$8.65M 0.3%
128,000
+106,000
+482% +$8.7M
AVGO icon
50
CALL
Broadcom
AVGO
$1.81T
$8.56M 0.3%
136,000
+108,000
+386% +$6.41M
1
2
3 4 5

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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.