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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
CROX icon
476
Crocs
CROX
$6.14B
$1.36M 0.05%
17,760
+15,121
+573% +$1.43M
NVAX icon
477
Novavax
NVAX
$1.2B
$1.36M 0.05%
18,423
+16,600
+911% +$1.48M
BKNG icon
478
Booking.com
BKNG
$149B
$1.35M 0.05%
14,375
-3,850
-21% -$360K
SCHW
479
Charles Schwab
SCHW
$183B
$1.35M 0.05%
16,006
+8,482
+113% +$746K
SPXU icon
480
ProShares UltraPro Short S&P 500
SPXU
$406M
$1.34M 0.05%
+5,025
New +$1.47M
RIG icon
481
Transocean
RIG
$5.89B
$1.34M 0.05%
292,637
+242,845
+488% +$924K
ASML icon
482
CALL
ASML
ASML
$626B
$1.34M 0.05%
2,000
-1,000
-33% -$670K
GE icon
483
CALL
GE Aerospace
GE
$374B
$1.34M 0.05%
23,434
+2,728
+13% +$163K
EQIX icon
484
PUT
Equinix
EQIX
$101B
$1.33M 0.05%
+1,800
New +$1.3M
HAL icon
485
Halliburton
HAL
$26.9B
$1.33M 0.05%
+35,241
New +$1.14M
SLB icon
486
PUT
SLB Ltd
SLB
$73.6B
$1.33M 0.05%
+32,300
New +$1.27M
JBHT icon
487
CALL
JB Hunt Transport Services
JBHT
$25.5B
$1.32M 0.05%
+6,600
New +$1.32M
RUN icon
488
PUT
Sunrun
RUN
$2.34B
$1.32M 0.05%
+43,400
New +$1.21M
UNP icon
489
Union Pacific
UNP
$174B
$1.32M 0.05%
+4,818
New +$1.22M
PM icon
490
PUT
Philip Morris
PM
$297B
$1.31M 0.05%
+14,000
New +$1.4M
COF icon
491
PUT
Capital One
COF
$128B
$1.31M 0.05%
10,000
+5,000
+100% +$729K
CHGG icon
492
CALL
Chegg
CHGG
$110M
$1.31M 0.05%
+36,100
New +$1.09M
GNRC icon
493
PUT
Generac Holdings
GNRC
$11.6B
$1.31M 0.05%
4,400
+3,400
+340% +$1.02M
RUN icon
494
CALL
Sunrun
RUN
$2.34B
$1.31M 0.05%
+43,000
New +$1.2M
SWN
495
DELISTED
Southwestern Energy Company
SWN
$1.3M 0.05%
+181,831
New +$916K
CHRW icon
496
PUT
C.H. Robinson
CHRW
$17.4B
$1.3M 0.05%
+12,100
New +$1.23M
NET icon
497
Cloudflare
NET
$99B
$1.3M 0.05%
10,878
+7,448
+217% +$777K
SHV icon
498
iShares 0-1 Year Treasury Bond ETF
SHV
$20.8B
$1.3M 0.05%
+11,799
New +$1.3M
XLV icon
499
CALL
State Street Health Care Select Sector SPDR ETF
XLV
$41.9B
$1.3M 0.05%
9,500
+1,600
+20% +$212K
APA icon
500
CALL
APA Corp
APA
$13.2B
$1.3M 0.05%
+31,400
New +$1.1M
18 19
20
21 22

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OAM
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NOCM
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TIM
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QIM
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RB
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OMG
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MCM
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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.