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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
AAPL icon
1
CALL
Apple
AAPL
$4.99T
$45.5M 1.6%
260,500
+191,600
+278% +$32.2M
MSFT icon
2
CALL
Microsoft
MSFT
$2.92T
$41.3M 1.45%
133,900
+104,400
+354% +$31.4M
TSLA icon
3
CALL
Tesla
TSLA
$1.21T
$29.4M 1.04%
81,900
+50,100
+158% +$15.6M
MSFT icon
4
PUT
Microsoft
MSFT
$2.92T
$29M 1.02%
94,200
+74,100
+369% +$22.3M
NVDA icon
5
CALL
NVIDIA
NVDA
$4.77T
$27.8M 0.98%
1,019,000
+771,000
+311% +$19.3M
AAPL icon
6
PUT
Apple
AAPL
$4.99T
$24.5M 0.86%
140,500
+72,400
+106% +$12.2M
AMZN icon
7
PUT
Amazon
AMZN
$2.48T
$23.5M 0.83%
144,000
-32,000
-18% -$4.94M
GOOGL icon
8
CALL
Alphabet (Google) Class A
GOOGL
$4.08T
$23.4M 0.82%
168,000
+100,000
+147% +$13.6M
TSLA icon
9
PUT
Tesla
TSLA
$1.21T
$16.8M 0.59%
46,800
-3,014,400
-98% -$939M
ZM icon
10
PUT
Zoom
ZM
$26.8B
$16.2M 0.57%
137,800
+118,300
+607% +$16.1M
AMZN icon
11
CALL
Amazon
AMZN
$2.48T
$15.3M 0.54%
94,000
+22,000
+31% +$3.4M
GOOGL icon
12
PUT
Alphabet (Google) Class A
GOOGL
$4.08T
$15.3M 0.54%
110,000
+16,000
+17% +$2.17M
COST icon
13
CALL
Costco
COST
$429B
$15.2M 0.54%
26,400
+20,800
+371% +$10.9M
NVDA icon
14
PUT
NVIDIA
NVDA
$4.77T
$14.9M 0.52%
545,000
+250,000
+85% +$6.27M
COST icon
15
PUT
Costco
COST
$429B
$14.4M 0.51%
25,000
+23,200
+1,289% +$12.2M
AMD icon
16
CALL
Advanced Micro Devices
AMD
$741B
$14.3M 0.5%
131,100
+120,500
+1,137% +$14.4M
META icon
17
CALL
Meta Platforms (Facebook)
META
$1.51T
$14.2M 0.5%
63,900
+39,000
+157% +$9.75M
HD icon
18
PUT
Home Depot
HD
$343B
$14.1M 0.5%
47,200
+46,600
+7,767% +$16.2M
PFE icon
19
PUT
Pfizer
PFE
$144B
$14.1M 0.49%
271,400
+239,600
+753% +$12.4M
MRK icon
20
PUT
Merck
MRK
$326B
$13.9M 0.49%
169,900
+157,000
+1,217% +$12.4M
BABA icon
21
PUT
Alibaba
BABA
$276B
$13.7M 0.48%
125,900
+120,800
+2,369% +$13.9M
MRK icon
22
CALL
Merck
MRK
$326B
$13.3M 0.47%
161,600
+150,000
+1,293% +$11.8M
IBM icon
23
PUT
IBM
IBM
$214B
$13.2M 0.47%
101,900
+93,900
+1,174% +$12.2M
AFRM icon
24
PUT
Affirm
AFRM
$24.2B
$12.5M 0.44%
269,400
+240,500
+832% +$12.6M
AMD icon
25
PUT
Advanced Micro Devices
AMD
$741B
$12M 0.42%
109,400
+70,800
+183% +$8.45M
1
2 3 4 5

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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.