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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
PLD icon
801
CALL
Prologis
PLD
$135B
$694K 0.02%
+4,300
New +$656K
GAP
802
The Gap Inc
GAP
$7.23B
$694K 0.02%
+49,297
New +$786K
SBNY
803
DELISTED
Signature Bank
SBNY
$692K 0.02%
+2,359
New +$766K
APPN icon
804
Appian
APPN
$1.98B
$691K 0.02%
11,367
+5,186
+84% +$294K
BP icon
805
PUT
BP
BP
$116B
$691K 0.02%
+23,500
New +$716K
CHKP icon
806
CALL
Check Point Software Technologies
CHKP
$13B
$691K 0.02%
+5,000
New +$653K
WIX icon
807
CALL
WIX.com
WIX
$2.3B
$689K 0.02%
+6,600
New +$720K
VCSH icon
808
Vanguard Short-Term Corporate Bond ETF
VCSH
$44.7B
$687K 0.02%
+8,796
New +$700K
ALNY icon
809
CALL
Alnylam Pharmaceuticals
ALNY
$27.5B
$686K 0.02%
+4,200
New +$640K
FSLR icon
810
First Solar
FSLR
$22.7B
$686K 0.02%
+8,190
New +$627K
BBWI icon
811
CALL
Bath & Body Works
BBWI
$4.06B
$684K 0.02%
14,300
+9,900
+225% +$534K
USFR icon
812
WisdomTree Floating Rate Treasury Fund
USFR
$18.1B
$684K 0.02%
+13,606
New +$684K
MELI icon
813
Mercado Libre
MELI
$95.2B
$683K 0.02%
+574
New +$625K
COF icon
814
Capital One
COF
$128B
$680K 0.02%
5,182
-31
-0.6% -$4.52K
MKTX icon
815
PUT
MarketAxess Holdings
MKTX
$5.71B
$680K 0.02%
+2,000
New +$725K
NOC icon
816
Northrop Grumman
NOC
$77.1B
$679K 0.02%
+1,519
New +$627K
VO icon
817
Vanguard Morningstar Mid-Cap ETF
VO
$106B
$679K 0.02%
+11,416
New +$670K
XLB icon
818
PUT
State Street Materials Select Sector SPDR ETF
XLB
$8.5B
$679K 0.02%
+15,400
New +$657K
KHC icon
819
CALL
Kraft Heinz
KHC
$30.7B
$678K 0.02%
+17,200
New +$644K
UUP icon
820
Invesco DB US Dollar Index Bullish Fund
UUP
$420M
$678K 0.02%
25,778
+2,733
+12% +$70.9K
CMI icon
821
CALL
Cummins
CMI
$87.5B
$677K 0.02%
+3,300
New +$714K
SPY icon
822
CALL
State Street SPDR S&P 500 ETF Trust
SPY
$790B
$677K 0.02%
1,500
-53,700
-97% -$23.9M
FIS icon
823
PUT
Fidelity National Information Services
FIS
$23.1B
$673K 0.02%
+6,700
New +$701K
ROK icon
824
CALL
Rockwell Automation
ROK
$53.4B
$672K 0.02%
+2,400
New +$689K
AVB icon
825
PUT
AvalonBay Communities
AVB
$26.5B
$671K 0.02%
+2,700
New +$660K
31 32
33
34 35

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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.