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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
TWTR
201
PUT
DELISTED
Twitter, Inc.
TWTR
$3.43M 0.12%
88,600
+80,500
+994% +$2.94M
CMCSA icon
202
PUT
Comcast
CMCSA
$85.8B
$3.42M 0.12%
73,000
+67,400
+1,204% +$3.25M
SJNK icon
203
State Street SPDR Bloomberg Short Term High Yield Bond ETF
SJNK
$4.88B
$3.4M 0.12%
+129,728
New +$3.44M
SPGI icon
204
PUT
S&P Global
SPGI
$125B
$3.4M 0.12%
+8,300
New +$3.38M
CF icon
205
CALL
CF Industries
CF
$18.9B
$3.4M 0.12%
+33,000
New +$2.66M
UPS icon
206
United Parcel Service
UPS
$89.7B
$3.36M 0.12%
+15,670
New +$3.33M
SAM icon
207
CALL
Boston Beer
SAM
$1.93B
$3.34M 0.12%
+8,600
New +$3.59M
EWG icon
208
iShares MSCI Germany ETF
EWG
$1.56B
$3.33M 0.12%
117,297
+94,289
+410% +$2.87M
CAT icon
209
PUT
Caterpillar
CAT
$387B
$3.32M 0.12%
14,900
+9,100
+157% +$1.91M
JPST icon
210
JPMorgan Ultra-Short Income ETF
JPST
$40.1B
$3.32M 0.12%
66,000
+29,834
+82% +$1.5M
VZ icon
211
PUT
Verizon
VZ
$201B
$3.32M 0.12%
65,100
+58,700
+917% +$3.11M
MA icon
212
PUT
Mastercard
MA
$497B
$3.29M 0.12%
9,200
-11,000
-54% -$3.95M
DUK icon
213
CALL
Duke Energy
DUK
$101B
$3.28M 0.12%
+29,400
New +$3.05M
MPC icon
214
PUT
Marathon Petroleum
MPC
$89.3B
$3.28M 0.12%
38,400
+28,800
+300% +$2.19M
SNAP icon
215
CALL
Snap
SNAP
$8.02B
$3.28M 0.12%
+91,200
New +$3.3M
EWZ icon
216
CALL
iShares MSCI Brazil ETF
EWZ
$9.13B
$3.27M 0.12%
+86,500
New +$2.8M
CRM icon
217
CALL
Salesforce
CRM
$149B
$3.27M 0.12%
15,400
+12,800
+492% +$2.75M
LH icon
218
PUT
Labcorp
LH
$25.8B
$3.27M 0.12%
+14,434
New +$3.39M
BIDU icon
219
CALL
Baidu
BIDU
$35.6B
$3.25M 0.11%
+24,600
New +$3.71M
CVS icon
220
PUT
CVS Health
CVS
$140B
$3.25M 0.11%
32,100
+24,700
+334% +$2.59M
AMD icon
221
Advanced Micro Devices
AMD
$741B
$3.25M 0.11%
29,680
-386
-1% -$46.1K
DE icon
222
CALL
Deere & Co
DE
$173B
$3.24M 0.11%
7,800
+6,500
+500% +$2.49M
SLB icon
223
SLB Ltd
SLB
$74.2B
$3.23M 0.11%
+78,285
New +$3.07M
CMCSA icon
224
CALL
Comcast
CMCSA
$85.8B
$3.22M 0.11%
68,700
+59,000
+608% +$2.84M
CSCO icon
225
CALL
Cisco
CSCO
$456B
$3.22M 0.11%
57,700
+46,600
+420% +$2.64M
7 8
9
10 11

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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.