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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 | |
|---|---|---|---|---|---|---|
1676
CALL
Olin
OLN
$2.53B
| $220K | 0.01% |
+4,200
| New | +$215K |
|
1677
CALL
Raymond James Financial
RJF
$33.5B
| $220K | 0.01% |
+2,000
| New | +$212K |
|
|
SNV
1678
DELISTED
Synovus
SNV
| $219K | 0.01% |
+4,463
| New | +$226K |
|
1679
United States Natural Gas Fund
UNG
$450M
| $219K | 0.01% |
2,782
-1,548
| -36% | -$97.7K |
|
1680
Expeditors International
EXPD
$22.3B
| $218K | 0.01% |
+2,110
| New | +$233K |
|
1681
Howmet Aerospace
HWM
$109B
| $218K | 0.01% |
+6,079
| New | +$207K |
|
1682
Direxion Daily Mid Cap Bull 3X ETF
MIDU
$67.3M
| $218K | 0.01% |
+3,821
| New | +$217K |
|
1683
NorthWestern Energy
NWE
$4.34B
| $218K | 0.01% |
+3,601
| New | +$211K |
|
1684
CALL
Pan American Silver
PAAS
$17.9B
| $218K | 0.01% |
+8,000
| New | +$197K |
|
1685
W.W. Grainger
GWW
$64.2B
| $217K | 0.01% |
420
-365
| -46% | -$180K |
|
1686
Playboy Inc
PLBY
$136M
| $217K | 0.01% |
+16,554
| New | +$279K |
|
|
PPL
1687
CALL
PPL Corp
PPL
$26.9B
| $217K | 0.01% |
7,600
-7,700
| -50% | -$217K |
|
1688
Vanguard Real Estate ETF
VNQ
$39.9B
| $217K | 0.01% |
2,005
-2,279
| -53% | -$241K |
|
1689
Vodafone
VOD
$37.1B
| $217K | 0.01% |
13,086
-27,301
| -68% | -$465K |
|
1690
CALL
Healthpeak Properties
DOC
$15.5B
| $216K | 0.01% |
+6,300
| New | +$212K |
|
1691
PUT
JFrog
FROG
$8.88B
| $216K | 0.01% |
+8,000
| New | +$202K |
|
1692
Groupon
GRPN
$1.03B
| $216K | 0.01% |
+11,232
| New | +$250K |
|
1693
Kraft Heinz
KHC
$32.8B
| $216K | 0.01% |
5,483
-2,148
| -28% | -$80.4K |
|
1694
PUT
Leidos
LDOS
$14.4B
| $216K | 0.01% |
+2,000
| New | +$193K |
|
1695
Hyatt Hotels
H
$17.5B
| $215K | 0.01% |
+2,255
| New | +$212K |
|
1696
Direxion Daily Junior Gold Miners Index Bear 2X ETF
JDST
$32.2M
| $215K | 0.01% |
139
-196
| -59% | -$388K |
|
1697
Lantheus
LNTH
$6.51B
| $215K | 0.01% |
+3,883
| New | +$146K |
|
1698
PetMed Express
PETS
$42.3M
| $215K | 0.01% |
+8,330
| New | +$216K |
|
|
SPR
1699
CALL
DELISTED
Spirit AeroSystems
SPR
| $215K | 0.01% |
+4,400
| New | +$206K |
|
1700
Zoetis
ZTS
$32.7B
| $215K | 0.01% |
+1,142
| New | +$226K |
|
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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.