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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
SNAP icon
176
PUT
Snap
SNAP
$8.02B
$3.91M 0.14%
108,600
+102,200
+1,597% +$3.7M
JD icon
177
CALL
JD.com
JD
$42.9B
$3.89M 0.14%
+67,200
New +$4.57M
AA icon
178
CALL
Alcoa
AA
$11.7B
$3.87M 0.14%
43,000
+35,200
+451% +$2.56M
PDD icon
179
PUT
Pinduoduo
PDD
$122B
$3.81M 0.13%
+95,000
New +$4.88M
TDOC icon
180
PUT
Teladoc Health
TDOC
$1.69B
$3.8M 0.13%
+52,700
New +$3.8M
GM icon
181
PUT
General Motors
GM
$81.7B
$3.77M 0.13%
86,100
+69,500
+419% +$3.47M
IXUS icon
182
iShares Core MSCI Total International Stock ETF
IXUS
$57.4B
$3.77M 0.13%
56,550
+46,543
+465% +$3.16M
TEAM icon
183
PUT
Atlassian
TEAM
$25.4B
$3.76M 0.13%
12,800
+10,200
+392% +$3.05M
MA icon
184
CALL
Mastercard
MA
$497B
$3.75M 0.13%
10,500
-12,500
-54% -$4.49M
PARA
185
CALL
DELISTED
Paramount Global Class B
PARA
$3.75M 0.13%
+99,200
New +$3.38M
BAC icon
186
PUT
Bank of America
BAC
$439B
$3.75M 0.13%
90,900
+19,800
+28% +$893K
PANW icon
187
PUT
Palo Alto Networks
PANW
$260B
$3.73M 0.13%
+36,000
New +$3.22M
IIPR icon
188
Innovative Industrial Properties
IIPR
$1.76B
$3.73M 0.13%
18,137
+17,301
+2,069% +$3.41M
MPC icon
189
CALL
Marathon Petroleum
MPC
$89.3B
$3.7M 0.13%
43,300
+31,200
+258% +$2.37M
UNP icon
190
CALL
Union Pacific
UNP
$175B
$3.69M 0.13%
13,500
+8,600
+176% +$2.17M
GOOG icon
191
Alphabet (Google) Class C
GOOG
$4.07T
$3.68M 0.13%
26,320
-10,660
-29% -$1.45M
AA icon
192
PUT
Alcoa
AA
$11.7B
$3.67M 0.13%
+40,800
New +$2.96M
CLF icon
193
PUT
Cleveland-Cliffs
CLF
$6.84B
$3.66M 0.13%
113,500
+81,800
+258% +$1.86M
MCD icon
194
CALL
McDonald's
MCD
$194B
$3.63M 0.13%
14,700
-39,000
-73% -$9.72M
KO icon
195
PUT
Coca-Cola
KO
$380B
$3.62M 0.13%
58,300
+43,600
+297% +$2.65M
IAU icon
196
iShares Gold Trust
IAU
$62.5B
$3.6M 0.13%
+97,681
New +$3.49M
COIN icon
197
CALL
Coinbase
COIN
$44.2B
$3.55M 0.13%
18,700
+14,300
+325% +$2.79M
BILL icon
198
PUT
BILL Holdings
BILL
$4.62B
$3.49M 0.12%
15,400
+13,900
+927% +$2.9M
NVAX icon
199
CALL
Novavax
NVAX
$1.21B
$3.48M 0.12%
+47,300
New +$4.22M
CMG icon
200
PUT
Chipotle Mexican Grill
CMG
$43B
$3.48M 0.12%
110,000
+85,000
+340% +$2.56M
6 7
8
9 10

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OAM
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NOCM
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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.