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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
(+24%)
Cap. Flow
+$762M
Cap. Flow
% of AUM
26.83%
Top 10 Holdings %
Top 10 Hldgs %
9.77%
Holding
2,720
New
1,210
Increased
566
Reduced
284
Closed
637
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Alibaba
BABA
|
+$11.7M |
| 2 |
Home Depot
HD
|
+$7.33M |
| 3 |
iShares Core MSCI Emerging Markets ETF
IEMG
|
+$6.64M |
| 4 |
Zoom
ZM
|
+$5.63M |
| 5 |
Moderna
MRNA
|
+$5.54M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Amazon
AMZN
|
+$9.11M |
| 2 |
iShares MSCI Emerging Markets ETF
EEM
|
+$9.04M |
| 3 |
Meta Platforms (Facebook)
META
|
+$6.26M |
| 4 |
Vanguard FTSE Developed Markets ETF
VEA
|
+$5.46M |
| 5 |
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 | |
|---|---|---|---|---|---|---|
1626
CALL
Builders FirstSource
BLDR
$7.29B
| $232K | 0.01% |
+3,600
| New | +$261K |
|
1627
iShares Global Financials ETF
IXG
$669M
| $232K | 0.01% |
+2,919
| New | +$236K |
|
1628
PVH
PVH
$4.07B
| $232K | 0.01% |
+3,028
| New | +$280K |
|
1629
Dropbox
DBX
$7.78B
| $231K | 0.01% |
+9,947
| New | +$232K |
|
1630
CALL
IQVIA
IQV
$40.7B
| $231K | 0.01% |
+1,000
| New | +$237K |
|
1631
Rio Tinto
RIO
$152B
| $231K | 0.01% |
+2,873
| New | +$218K |
|
1632
AutoNation
AN
$7.7B
| $230K | 0.01% |
+2,314
| New | +$256K |
|
1633
PUT
BJs Wholesale Club
BJ
$12.8B
| $230K | 0.01% |
+3,400
| New | +$213K |
|
1634
CALL
ArcelorMittal
MT
$49.5B
| $230K | 0.01% |
+7,200
| New | +$231K |
|
1635
PUT
Constellation Brands
STZ
$22.5B
| $230K | 0.01% |
1,000
-900
| -47% | -$208K |
|
1636
CALL
WEC Energy
WEC
$36.3B
| $230K | 0.01% |
+2,300
| New | +$217K |
|
1637
iPath Bloomberg Commodity Index Total Return ETN due 12 June 2036
DJP
$801M
| $229K | 0.01% |
+6,194
| New | +$208K |
|
1638
iShares S&P GSCI Commodity-Indexed Trust
GSG
$1B
| $229K | 0.01% |
+10,128
| New | +$208K |
|
1639
PUT
Sonos
SONO
$2.09B
| $229K | 0.01% |
+8,100
| New | +$215K |
|
1640
iShares Core MSCI EAFE ETF
IEFA
$186B
| $228K | 0.01% |
3,286
-4,475
| -58% | -$317K |
|
1641
PUT
Novartis
NVS
$302B
| $228K | 0.01% |
+2,600
| New | +$225K |
|
1642
CALL
Progressive
PGR
$128B
| $228K | 0.01% |
+2,000
| New | +$216K |
|
1643
Marriott Vacations Worldwide
VAC
$3.53B
| $228K | 0.01% |
+1,443
| New | +$232K |
|
1644
ImmunityBio
IBRX
$7.15B
| $227K | 0.01% |
+40,502
| New | +$248K |
|
1645
Medifast
MED
$107M
| $227K | 0.01% |
+1,332
| New | +$251K |
|
1646
Seagate
STX
$173B
| $227K | 0.01% |
+2,521
| New | +$258K |
|
|
DFS
1647
DELISTED
Discover Financial Services
DFS
| $226K | 0.01% |
+2,050
| New | +$241K |
|
1648
Fidelity National Information Services
FIS
$24.2B
| $226K | 0.01% |
+2,250
| New | +$235K |
|
1649
Sabre
SABR
$716M
| $226K | 0.01% |
19,807
+2,369
| +14% | +$23.2K |
|
1650
PUT
TC Energy
TRP
$70.1B
| $226K | 0.01% |
+4,000
| New | +$210K |
|
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AWP
BCM
OAM
NOCM
TIM
QIM
SLT
RB
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.