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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
DLR icon
526
PUT
Digital Realty Trust
DLR
$69.7B
$1.23M 0.04%
8,700
+5,400
+164% +$780K
ORLY icon
527
PUT
O'Reilly Automotive
ORLY
$72.9B
$1.23M 0.04%
+27,000
New +$1.21M
MLM icon
528
PUT
Martin Marietta Materials
MLM
$31.5B
$1.23M 0.04%
3,200
+2,200
+220% +$853K
ESTC icon
529
PUT
Elastic
ESTC
$6.84B
$1.23M 0.04%
+13,800
New +$1.23M
ALNY icon
530
Alnylam Pharmaceuticals
ALNY
$27.5B
$1.23M 0.04%
7,508
+5,383
+253% +$820K
DKS icon
531
PUT
Dick's Sporting Goods
DKS
$17.5B
$1.22M 0.04%
12,200
-300
-2% -$33K
FXI icon
532
iShares China Large-Cap ETF
FXI
$4.37B
$1.22M 0.04%
+38,173
New +$1.35M
LUV icon
533
PUT
Southwest Airlines
LUV
$22B
$1.21M 0.04%
+26,500
New +$1.16M
SYNA icon
534
Synaptics
SYNA
$4.19B
$1.21M 0.04%
6,084
+4,751
+356% +$1.05M
SPCE icon
535
PUT
Virgin Galactic
SPCE
$328M
$1.21M 0.04%
+6,120
New +$1.14M
EXPE icon
536
Expedia Group
EXPE
$35.4B
$1.21M 0.04%
+6,157
New +$1.15M
ASAN icon
537
PUT
Asana
ASAN
$1.92B
$1.2M 0.04%
+29,900
New +$1.56M
ULTA icon
538
CALL
Ulta Beauty
ULTA
$22B
$1.2M 0.04%
3,000
+2,000
+200% +$753K
SPGI icon
539
CALL
S&P Global
SPGI
$121B
$1.19M 0.04%
+2,900
New +$1.18M
C icon
540
Citigroup
C
$222B
$1.18M 0.04%
22,163
+7,745
+54% +$478K
META icon
541
Meta Platforms (Facebook)
META
$1.42T
$1.18M 0.04%
5,310
-25,051
-83% -$6.26M
QDEL icon
542
PUT
QuidelOrtho
QDEL
$1.14B
$1.18M 0.04%
+10,500
New +$1.12M
NKE icon
543
Nike
NKE
$61.9B
$1.18M 0.04%
8,768
+3,780
+76% +$531K
WYNN icon
544
PUT
Wynn Resorts
WYNN
$10.3B
$1.18M 0.04%
+14,800
New +$1.25M
APD icon
545
PUT
Air Products & Chemicals
APD
$65.7B
$1.18M 0.04%
+4,700
New +$1.21M
DHR icon
546
PUT
Danaher
DHR
$137B
$1.17M 0.04%
4,512
-113
-2% -$28.3K
GOVT icon
547
iShares US Treasury Bond ETF
GOVT
$43.6B
$1.17M 0.04%
47,097
+14,222
+43% +$364K
OKTA icon
548
Okta
OKTA
$24.7B
$1.17M 0.04%
7,729
+6,431
+495% +$1.15M
FICO icon
549
CALL
Fair Isaac
FICO
$24.3B
$1.17M 0.04%
+2,500
New +$1.18M
DASH icon
550
DoorDash
DASH
$85.5B
$1.16M 0.04%
9,902
+7,960
+410% +$861K
20 21
22
23 24

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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.