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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
CAH icon
651
PUT
Cardinal Health
CAH
$53.9B
$924K 0.03%
+16,300
New +$873K
LUV icon
652
CALL
Southwest Airlines
LUV
$22B
$921K 0.03%
+20,100
New +$884K
USB icon
653
CALL
US Bancorp
USB
$98.2B
$919K 0.03%
+17,300
New +$994K
ALGN icon
654
CALL
Align Technology
ALGN
$12.1B
$916K 0.03%
2,100
+1,500
+250% +$730K
IWN icon
655
iShares Russell 2000 Value ETF
IWN
$14.3B
$915K 0.03%
5,672
+4,287
+310% +$683K
PGR icon
656
PUT
Progressive
PGR
$123B
$912K 0.03%
+8,000
New +$865K
LOW icon
657
CALL
Lowe's Companies
LOW
$117B
$910K 0.03%
4,500
-800
-15% -$184K
WDC icon
658
CALL
Western Digital
WDC
$188B
$909K 0.03%
+24,211
New +$994K
CCI icon
659
CALL
Crown Castle
CCI
$33.3B
$905K 0.03%
+4,900
New +$872K
EWQ icon
660
iShares MSCI France ETF
EWQ
$335M
$905K 0.03%
+25,623
New +$939K
IEI icon
661
iShares 3-7 Year Treasury Bond ETF
IEI
$18.1B
$905K 0.03%
7,411
+5,277
+247% +$662K
RVTY icon
662
Revvity
RVTY
$12.6B
$905K 0.03%
+5,188
New +$922K
AMT icon
663
PUT
American Tower
AMT
$80.8B
$904K 0.03%
+3,600
New +$878K
LAD icon
664
PUT
Lithia Motors
LAD
$8.47B
$900K 0.03%
+3,000
New +$937K
VMC icon
665
CALL
Vulcan Materials
VMC
$34.8B
$900K 0.03%
+4,900
New +$915K
WAT icon
666
PUT
Waters Corp
WAT
$37B
$900K 0.03%
+2,900
New +$944K
INDA icon
667
iShares MSCI India ETF
INDA
$6.89B
$899K 0.03%
20,167
-4,752
-19% -$213K
B
668
PUT
Barrick Mining
B
$61.5B
$898K 0.03%
36,600
+21,200
+138% +$456K
PSA icon
669
PUT
Public Storage
PSA
$60.5B
$898K 0.03%
+2,300
New +$835K
KWEB icon
670
KraneShares CSI China Internet ETF
KWEB
$5.64B
$897K 0.03%
+31,454
New +$1.05M
PARA
671
PUT
DELISTED
Paramount Global Class B
PARA
$896K 0.03%
+23,700
New +$807K
NOC icon
672
PUT
Northrop Grumman
NOC
$77.1B
$894K 0.03%
2,000
+200
+11% +$82.6K
ANET icon
673
PUT
Arista Networks
ANET
$227B
$889K 0.03%
+25,600
New +$809K
GDX icon
674
VanEck Gold Miners ETF
GDX
$22.7B
$889K 0.03%
23,194
-9,536
-29% -$324K
TXN icon
675
Texas Instruments
TXN
$252B
$886K 0.03%
4,828
-2,956
-38% -$521K
25 26
27
28 29

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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.