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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
BHC icon
626
Bausch Health
BHC
$2.58B
$981K 0.03%
+42,941
New +$1.05M
SAM icon
627
Boston Beer
SAM
$1.91B
$981K 0.03%
2,526
+763
+43% +$318K
KLIC icon
628
Kulicke & Soffa
KLIC
$4.67B
$975K 0.03%
17,406
+13,651
+364% +$754K
CWH icon
629
PUT
Camping World
CWH
$639M
$973K 0.03%
+34,800
New +$1.14M
POOL icon
630
PUT
Pool Corp
POOL
$6.75B
$973K 0.03%
2,300
+1,500
+188% +$700K
WDC icon
631
PUT
Western Digital
WDC
$188B
$973K 0.03%
+25,931
New +$1.06M
CROX icon
632
CALL
Crocs
CROX
$6.14B
$970K 0.03%
+12,700
New +$1.2M
MAR icon
633
PUT
Marriott International
MAR
$98.3B
$967K 0.03%
5,500
+3,200
+139% +$532K
SRE icon
634
PUT
Sempra
SRE
$57.9B
$958K 0.03%
+11,400
New +$819K
HZNP
635
DELISTED
Horizon Therapeutics Public Limited Company Ordinary Shares
HZNP
$954K 0.03%
9,064
+6,096
+205% +$594K
FISV
636
PUT
Fiserv Inc
FISV
$28.8B
$953K 0.03%
9,400
+6,500
+224% +$658K
ORLY icon
637
O'Reilly Automotive
ORLY
$72.9B
$947K 0.03%
20,730
+16,215
+359% +$724K
UPS icon
638
CALL
United Parcel Service
UPS
$88.6B
$944K 0.03%
4,400
+1,400
+47% +$297K
ITW icon
639
CALL
Illinois Tool Works
ITW
$82.6B
$942K 0.03%
+4,500
New +$1.01M
BP icon
640
BP
BP
$116B
$941K 0.03%
31,995
+15,598
+95% +$476K
CHKP icon
641
PUT
Check Point Software Technologies
CHKP
$13B
$940K 0.03%
+6,800
New +$888K
BKNG icon
642
CALL
Booking.com
BKNG
$149B
$939K 0.03%
10,000
-17,500
-64% -$1.64M
HAL icon
643
PUT
Halliburton
HAL
$26.9B
$939K 0.03%
+24,800
New +$802K
FVD icon
644
First Trust Value Line Dividend Fund
FVD
$8.32B
$938K 0.03%
+22,180
New +$923K
M icon
645
PUT
Macy's
M
$6.53B
$938K 0.03%
+38,500
New +$987K
SOXS icon
646
Direxion Daily Semiconductor Bear 3X ETF
SOXS
$1.93B
$937K 0.03%
13
-3
-19% -$258K
FICO icon
647
PUT
Fair Isaac
FICO
$24.3B
$933K 0.03%
+2,000
New +$944K
MDB icon
648
PUT
MongoDB
MDB
$27.1B
$932K 0.03%
2,100
+1,700
+425% +$665K
FTNT icon
649
Fortinet
FTNT
$119B
$929K 0.03%
+13,590
New +$845K
KGC icon
650
Kinross Gold
KGC
$27.4B
$927K 0.03%
157,573
+106,036
+206% +$591K
24 25
26
27 28

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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.