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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
APO icon
1001
PUT
Apollo Global Management
APO
$69.3B
$515K 0.02%
+8,300
New +$546K
BOIL icon
1002
ProShares Ultra Bloomberg Natural Gas
BOIL
$340M
$515K 0.02%
+46
New +$351K
EFA icon
1003
CALL
iShares MSCI EAFE ETF
EFA
$78.5B
$515K 0.02%
+7,000
New +$524K
FITB
1004
Fifth Third Bancorp
FITB
$51.3B
$515K 0.02%
+11,975
New +$559K
EXAS
1005
DELISTED
Exact Sciences
EXAS
$512K 0.02%
+7,324
New +$535K
IGSB icon
1006
iShares 1-5 Year Investment Grade Corporate Bond ETF
IGSB
$23B
$510K 0.02%
9,858
-3,961
-29% -$209K
NTNX icon
1007
PUT
Nutanix
NTNX
$16B
$510K 0.02%
+19,000
New +$509K
DRI icon
1008
Darden Restaurants
DRI
$23.7B
$507K 0.02%
+3,814
New +$527K
EW icon
1009
PUT
Edwards Lifesciences
EW
$50B
$506K 0.02%
+4,300
New +$482K
RY icon
1010
Royal Bank of Canada
RY
$292B
$506K 0.02%
+4,586
New +$514K
VSS icon
1011
Vanguard FTSE All-World ex-US Small-Cap Index Fund
VSS
$11.3B
$502K 0.02%
+4,053
New +$509K
EMR icon
1012
PUT
Emerson Electric
EMR
$83.3B
$500K 0.02%
+5,100
New +$483K
EXC icon
1013
CALL
Exelon
EXC
$46.6B
$500K 0.02%
+10,500
New +$445K
M icon
1014
Macy's
M
$6.56B
$500K 0.02%
+20,528
New +$526K
QRVO icon
1015
Qorvo
QRVO
$8.01B
$500K 0.02%
+4,029
New +$545K
UAL icon
1016
United Airlines
UAL
$40.1B
$500K 0.02%
10,775
-425
-4% -$18.4K
PXD
1017
PUT
DELISTED
Pioneer Natural Resource Co.
PXD
$500K 0.02%
+2,000
New +$452K
VSTO
1018
PUT
DELISTED
Vista Outdoor Inc.
VSTO
$500K 0.02%
+14,000
New +$541K
EWH icon
1019
iShares MSCI Hong Kong ETF
EWH
$1.25B
$499K 0.02%
+22,126
New +$515K
SHW icon
1020
PUT
Sherwin-Williams
SHW
$83.7B
$499K 0.02%
+2,000
New +$552K
NVCR icon
1021
PUT
NovoCure
NVCR
$1.77B
$497K 0.02%
+6,000
New +$442K
MT icon
1022
ArcelorMittal
MT
$52.3B
$495K 0.02%
15,460
-8,905
-37% -$285K
OHI icon
1023
CALL
Omega Healthcare
OHI
$15.1B
$495K 0.02%
+15,900
New +$469K
TLRY icon
1024
Tilray
TLRY
$572M
$495K 0.02%
+6,368
New +$399K
ALK icon
1025
Alaska Air
ALK
$5.27B
$494K 0.02%
+8,516
New +$464K
39 40
41
42 43

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AWP
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BCM
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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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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.