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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 | |
|---|---|---|---|---|---|---|
1651
Icahn Enterprises
IEP
$5.1B
| $225K | 0.01% |
+4,337
| New | +$232K |
|
1652
CALL
Altria Group
MO
$125B
| $225K | 0.01% |
+4,300
| New | +$219K |
|
1653
PUT
Abercrombie & Fitch
ANF
$4.55B
| $224K | 0.01% |
+7,000
| New | +$243K |
|
1654
Intrepid Potash
IPI
$476M
| $224K | 0.01% |
+2,721
| New | +$150K |
|
|
DCP
1655
DELISTED
DCP Midstream, LP
DCP
| $224K | 0.01% |
+6,689
| New | +$206K |
|
|
DOG
1656
ProShares Short Dow30
DOG
$112M
| $223K | 0.01% |
6,831
-1,039
| -13% | -$34.3K |
|
1657
IBM
IBM
$213B
| $223K | 0.01% |
1,712
+147
| +9% | +$19.2K |
|
1658
Chord Energy
CHRD
$7.68B
| $222K | 0.01% |
+1,516
| New | +$210K |
|
1659
CALL
Las Vegas Sands
LVS
$32.2B
| $222K | 0.01% |
+5,700
| New | +$236K |
|
1660
NIO
NIO
$11.9B
| $222K | 0.01% |
+10,548
| New | +$248K |
|
1661
Penumbra
PEN
$12.6B
| $222K | 0.01% |
+1,000
| New | +$222K |
|
1662
CALL
PetMed Express
PETS
$42.3M
| $222K | 0.01% |
+8,600
| New | +$223K |
|
1663
PUT
Children's Place
PLCE
$53.8M
| $222K | 0.01% |
+4,500
| New | +$286K |
|
|
SEE
1664
DELISTED
Sealed Air
SEE
| $222K | 0.01% |
+3,318
| New | +$221K |
|
1665
Steel Dynamics
STLD
$36.4B
| $222K | 0.01% |
+2,655
| New | +$179K |
|
1666
PUT
Ventas
VTR
$47.5B
| $222K | 0.01% |
+3,600
| New | +$197K |
|
|
NVTA
1667
CALL
DELISTED
Invitae Corporation
NVTA
| $222K | 0.01% |
+27,800
| New | +$280K |
|
|
KDNY
1668
DELISTED
Chinook Therapeutics, Inc. Common Stock
KDNY
| $222K | 0.01% |
+13,556
| New | +$184K |
|
1669
PUT
Dell
DELL
$239B
| $221K | 0.01% |
+4,400
| New | +$246K |
|
1670
CALL
Brinker International
EAT
$8.82B
| $221K | 0.01% |
+5,800
| New | +$217K |
|
1671
PUT
Royal Bank of Canada
RY
$287B
| $221K | 0.01% |
2,000
-1,400
| -41% | -$157K |
|
|
BIG
1672
PUT
DELISTED
Big Lots, Inc.
BIG
| $221K | 0.01% |
+6,400
| New | +$252K |
|
1673
CubeSmart
CUBE
$9.61B
| $220K | 0.01% |
4,231
+403
| +11% | +$20.4K |
|
1674
PUT
GoPro
GPRO
$120M
| $220K | 0.01% |
+25,800
| New | +$229K |
|
|
HOLX
1675
DELISTED
Hologic
HOLX
| $220K | 0.01% |
2,861
-2,611
| -48% | -$188K |
|
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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.