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TSS

Two Sigma Securities Portfolio holdings

AUM $1.16B
1-Year Est. Return 36.23%
This Fund
S&P 500
This Quarter Est. Return
-0.22%
1 Year Est. Return
+36.23%
3 Year Est. Return
+108.69%
5 Year Est. Return
+124.54%
10 Year Est. Return
+352.99%
AUM
$2.84B
AUM Growth
+$542M
Cap. Flow
+$225M
Cap. Flow %
7.92%
Top 10 Hldgs %
9.77%
Holding
2,720
New
1,210
Increased
565
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 Miscellaneous 81.37%
2 Technology 3.54%
3 Consumer Discretionary 2.57%
4 Financials 2.45%
5 Healthcare 2.32%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
SHYG icon
976
iShares 0-5 Year High Yield Corporate Bond ETF
SHYG
$7.73B
$529K 0.02%
12,038
+7,026
+140% +$311K
TBF icon
977
ProShares Short 20+ Year Treasury ETF
TBF
$120M
$528K 0.02%
+29,864
New +$511K
VLO icon
978
PUT
Valero Energy
VLO
$116B
$528K 0.02%
+5,200
New +$451K
CFG icon
979
Citizens Financial Group
CFG
$28.2B
$527K 0.02%
+11,627
New +$598K
MAR icon
980
CALL
Marriott International
MAR
$87.3B
$527K 0.02%
3,000
-5,300
-64% -$881K
DOCN icon
981
PUT
DigitalOcean
DOCN
$14.6B
$526K 0.02%
+9,100
New +$531K
NXPI icon
982
NXP Semiconductors
NXPI
$55.2B
$526K 0.02%
2,842
-409
-13% -$80.6K
SLAB icon
983
CALL
Silicon Laboratories
SLAB
$7.33B
$526K 0.02%
+3,500
New +$559K
PM icon
984
Philip Morris
PM
$299B
$525K 0.02%
5,591
+2,131
+62% +$213K
WEAT icon
985
Teucrium Wheat Fund
WEAT
$322M
$524K 0.02%
+10,637
New +$458K
AZN icon
986
AstraZeneca
AZN
$253B
$523K 0.02%
+3,940
New +$472K
K
987
PUT
DELISTED
Kellanova
K
$522K 0.02%
+8,627
New +$519K
ERIC icon
988
Ericsson
ERIC
$32.7B
$521K 0.02%
56,959
+35,133
+161% +$366K
MTN icon
989
CALL
Vail Resorts
MTN
$4.99B
$521K 0.02%
+2,000
New +$544K
CTAS icon
990
Cintas
CTAS
$79.8B
$520K 0.02%
+4,888
New +$475K
QSR icon
991
PUT
Restaurant Brands International
QSR
$26.1B
$520K 0.02%
+8,900
New +$506K
AFL icon
992
Aflac
AFL
$58.6B
$519K 0.02%
8,062
+3,315
+70% +$208K
KR icon
993
Kroger
KR
$36.4B
$519K 0.02%
+9,038
New +$449K
M icon
994
CALL
Macy's
M
$5.7B
$519K 0.02%
+21,300
New +$546K
MKC icon
995
CALL
McCormick & Company Non-Voting
MKC
$13.5B
$519K 0.02%
+5,200
New +$508K
ACN icon
996
Accenture
ACN
$116B
$518K 0.02%
1,536
-710
-32% -$239K
AAP icon
997
CALL
Advance Auto Parts
AAP
$2.53B
$517K 0.02%
+2,500
New +$550K
LAD icon
998
Lithia Motors
LAD
$7.46B
$517K 0.02%
+1,722
New +$538K
LEN icon
999
Lennar Class A
LEN
$18.9B
$517K 0.02%
+6,585
New +$593K
RNG icon
1000
PUT
RingCentral
RNG
$6.14B
$516K 0.02%
+4,400
New +$647K
38 39
40
41 42

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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 $225M of net new capital in Q1 2022, opening 1,210 new positions and adding to 565 existing holdings. Its largest new stake was Alibaba: 101,246 shares worth $11M.

By sector, the portfolio is most concentrated in Miscellaneous at 81% of assets, down from 85% a quarter earlier, followed by Technology and Consumer Discretionary.

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.