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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
IJS icon
1226
iShares S&P Small-Cap 600 Value ETF
IJS
$8.12B
$374K 0.01%
+3,649
New +$372K
XLU icon
1227
PUT
State Street Utilities Select Sector SPDR ETF
XLU
$23B
$372K 0.01%
10,000
-127,800
-93% -$4.43M
CAH icon
1228
Cardinal Health
CAH
$53.2B
$371K 0.01%
+6,539
New +$350K
CAKE icon
1229
Cheesecake Factory
CAKE
$5.03B
$371K 0.01%
+9,322
New +$356K
CMCSA icon
1230
Comcast
CMCSA
$84B
$371K 0.01%
+7,926
New +$382K
CNC icon
1231
Centene
CNC
$30.1B
$371K 0.01%
+4,407
New +$361K
MTDR icon
1232
CALL
Matador Resources
MTDR
$6B
$371K 0.01%
+7,000
New +$331K
FNGA
1233
DELISTED
MicroSectors FANG+ Index 3X Leveraged ETNs due January 8, 2038
FNGA
$369K 0.01%
+1,620
New +$403K
CLR
1234
CALL
DELISTED
CONTINENTAL RESOURCES INC.
CLR
$368K 0.01%
+6,000
New +$333K
FSLY icon
1235
PUT
Fastly Inc
FSLY
$3.37B
$367K 0.01%
+21,100
New +$493K
SHAK icon
1236
PUT
Shake Shack
SHAK
$2.54B
$367K 0.01%
+5,400
New +$372K
COTY icon
1237
Coty
COTY
$2.37B
$366K 0.01%
40,745
+5,071
+14% +$45.2K
PAYX icon
1238
Paychex
PAYX
$41.4B
$366K 0.01%
2,679
-6,227
-70% -$764K
PODD icon
1239
Insulet
PODD
$11.5B
$366K 0.01%
+1,375
New +$337K
CTLT
1240
PUT
DELISTED
CATALENT, INC.
CTLT
$366K 0.01%
+3,300
New +$345K
DT icon
1241
CALL
Dynatrace
DT
$12.8B
$363K 0.01%
7,700
+3,000
+64% +$141K
XM
1242
DELISTED
Qualtrics International Inc. Class A Common Stock
XM
$363K 0.01%
+12,700
New +$367K
FLGT icon
1243
CALL
Fulgent Genetics
FLGT
$574M
$362K 0.01%
+5,800
New +$382K
NRG icon
1244
CALL
NRG Energy
NRG
$28.3B
$361K 0.01%
+9,400
New +$366K
SFM icon
1245
PUT
Sprouts Farmers Market
SFM
$8.17B
$361K 0.01%
+11,300
New +$338K
TD icon
1246
Toronto Dominion Bank
TD
$198B
$361K 0.01%
4,551
-3,900
-46% -$314K
DXD icon
1247
ProShares UltraShort Dow 30
DXD
$42.6M
$359K 0.01%
8,343
+5,881
+239% +$258K
MSGS icon
1248
PUT
Madison Square Garden
MSGS
$9.75B
$359K 0.01%
+2,000
New +$341K
AKAM icon
1249
PUT
Akamai
AKAM
$16.5B
$358K 0.01%
+3,000
New +$336K
MRSH
1250
CALL
Marsh
MRSH
$91.4B
$358K 0.01%
+2,100
New +$331K
48 49
50
51 52

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AWP
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BCM
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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
RB
Rodgers Brothers Harmony, Pennsylvania $866M AUM 30.05% 1-Year Est. Return
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.