We are live on ! Find out more
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
HD icon
76
Home Depot
HD
$343B
$6.71M 0.24%
22,431
+21,140
+1,637% +$7.33M
CRM icon
77
PUT
Salesforce
CRM
$149B
$6.67M 0.23%
31,400
+27,700
+749% +$5.96M
NKE icon
78
CALL
Nike
NKE
$63.9B
$6.65M 0.23%
49,400
+19,200
+64% +$2.7M
BA icon
79
CALL
Boeing
BA
$175B
$6.61M 0.23%
34,500
+30,600
+785% +$6.14M
RBLX icon
80
PUT
Roblox
RBLX
$35.4B
$6.59M 0.23%
142,600
+135,900
+2,028% +$8.2M
NFLX icon
81
PUT
Netflix
NFLX
$301B
$6.55M 0.23%
175,000
+119,000
+213% +$4.95M
OXY icon
82
Occidental Petroleum
OXY
$53.6B
$6.55M 0.23%
115,380
+107,904
+1,443% +$4.77M
AZO icon
83
CALL
AutoZone
AZO
$50.9B
$6.54M 0.23%
+3,200
New +$6.25M
BAC icon
84
CALL
Bank of America
BAC
$439B
$6.53M 0.23%
158,300
-12,300
-7% -$555K
FDX icon
85
CALL
FedEx
FDX
$74B
$6.5M 0.23%
28,100
+25,800
+1,122% +$6.06M
MOS icon
86
The Mosaic Company
MOS
$7.34B
$6.44M 0.23%
+96,823
New +$4.84M
ORCL icon
87
CALL
Oracle
ORCL
$346B
$6.43M 0.23%
+77,700
New +$6.29M
IEMG icon
88
iShares Core MSCI Emerging Markets ETF
IEMG
$147B
$6.39M 0.22%
+114,958
New +$6.64M
HD icon
89
CALL
Home Depot
HD
$343B
$6.38M 0.22%
21,300
+15,700
+280% +$5.45M
SE icon
90
CALL
Sea Limited
SE
$65.8B
$6.36M 0.22%
53,100
+29,400
+124% +$4.14M
U icon
91
PUT
Unity
U
$13.9B
$6.36M 0.22%
64,100
+61,500
+2,365% +$6.37M
VRTX icon
92
Vertex Pharmaceuticals
VRTX
$124B
$6.34M 0.22%
24,303
+18,557
+323% +$4.4M
BNTX icon
93
PUT
BioNTech
BNTX
$23.4B
$6.22M 0.22%
36,500
+34,800
+2,047% +$5.85M
MU icon
94
PUT
Micron Technology
MU
$927B
$6.16M 0.22%
79,100
+52,500
+197% +$4.48M
F icon
95
CALL
Ford
F
$59.6B
$6.09M 0.21%
360,300
+335,500
+1,353% +$6.38M
MRNA icon
96
Moderna
MRNA
$22.1B
$6.06M 0.21%
35,193
+32,887
+1,426% +$5.54M
CCL icon
97
CALL
Carnival Corporation Ltd
CCL
$38.7B
$6.05M 0.21%
299,400
+285,700
+2,085% +$5.78M
XOM icon
98
ExxonMobil
XOM
$634B
$6M 0.21%
72,643
+69,234
+2,031% +$5.38M
DIS icon
99
PUT
Walt Disney
DIS
$172B
$5.91M 0.21%
43,100
+25,700
+148% +$3.72M
PYPL icon
100
PUT
PayPal
PYPL
$51.4B
$5.91M 0.21%
51,100
+31,500
+161% +$4.19M
2 3
4
5 6

Similar funds

AWP
Ascent Wealth Partners New Hartford, New York $860M AUM 23.3% 1-Year Est. Return
BCM
Benchstone Capital Management New York $860M AUM 32.46% 1-Year Est. Return
OAM
Ophir Asset Management Sydney, Australia $859M AUM 59.08% 1-Year Est. Return
NOCM
Night Owl Capital Management Greenwich, Connecticut $858M AUM 31.41% 1-Year Est. Return
TIM
Total Investment Management Scottsdale, Arizona $858M AUM 9.96% 1-Year Est. Return
QIM
Quest Investment Management Lake Oswego, Oregon $857M AUM 21.67% 1-Year Est. Return
SLT
St Louis Trust Saint Louis, Missouri $856M AUM 18.9% 1-Year Est. Return
RB
Rodgers Brothers Harmony, Pennsylvania $866M AUM 30.05% 1-Year Est. Return

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.