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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
+12.51%
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
$4.99B
AUM Growth
+$1.65B
Cap. Flow
+$1.36B
Cap. Flow %
27.35%
Top 10 Hldgs %
10.27%
Holding
3,526
New
998
Increased
864
Reduced
690
Closed
943

Top Buys

Rank Stock Value
1
SPY icon
State Street SPDR S&P 500 ETF Trust
SPY
+$39.5M
2
TSLA icon
Tesla
TSLA
+$38M
3
AAPL icon
Apple
AAPL
+$24.5M
4
MSFT icon
Microsoft
MSFT
+$20.5M
5
JPM icon
JPMorgan Chase
JPM
+$18.7M

Top Sells

Rank Stock Value
1
SHY icon
iShares 1-3 Year Treasury Bond ETF
SHY
+$8.37M
2
ROKU icon
Roku
ROKU
+$7.34M
3
JPST icon
JPMorgan Ultra-Short Income ETF
JPST
+$7.08M
4
IEFA icon
iShares Core MSCI EAFE ETF
IEFA
+$6.54M
5
EFA icon
iShares MSCI EAFE ETF
EFA
+$5.43M

Sector Composition

Rank Sector Weight
1 Technology 4.3%
2 Consumer Discretionary 3.98%
3 Financials 2.81%
4 Healthcare 1.48%
5 Energy 1.38%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
TGT icon
251
Target
TGT
$65.6B
$4.85M 0.1%
+29,260
New +$4.81M
SPIB icon
252
State Street SPDR Portfolio Intermediate Term Corporate Bond ETF
SPIB
$11.5B
$4.84M 0.1%
149,010
+50,979
+52% +$1.64M
CAT icon
253
PUT
Caterpillar
CAT
$375B
$4.83M 0.1%
+21,100
New +$5.1M
GM icon
254
General Motors
GM
$80.4B
$4.78M 0.1%
130,397
+73,397
+129% +$2.78M
MDB icon
255
CALL
MongoDB
MDB
$27.1B
$4.78M 0.1%
20,500
+15,600
+318% +$3.27M
ABNB icon
256
CALL
Airbnb
ABNB
$89.9B
$4.78M 0.1%
38,400
-47,600
-55% -$5.43M
DKS icon
257
PUT
Dick's Sporting Goods
DKS
$17.5B
$4.77M 0.1%
33,600
+16,100
+92% +$2.14M
W icon
258
CALL
Wayfair
W
$11.2B
$4.76M 0.1%
138,600
+77,800
+128% +$3.44M
HUM icon
259
CALL
Humana
HUM
$43.7B
$4.76M 0.1%
9,800
+8,300
+553% +$4.1M
DASH icon
260
PUT
DoorDash
DASH
$85.5B
$4.72M 0.09%
74,200
+1,700
+2% +$97.5K
VFC icon
261
CALL
VF Corp
VFC
$5.63B
$4.71M 0.09%
205,800
+162,200
+372% +$4.26M
MPC icon
262
CALL
Marathon Petroleum
MPC
$92.4B
$4.67M 0.09%
34,600
+12,500
+57% +$1.56M
SEDG icon
263
CALL
SolarEdge
SEDG
$2.51B
$4.65M 0.09%
15,300
+13,600
+800% +$4.15M
WMT icon
264
CALL
Walmart Inc
WMT
$885B
$4.63M 0.09%
94,200
-74,700
-44% -$3.55M
ALB icon
265
PUT
Albemarle
ALB
$13.9B
$4.62M 0.09%
20,900
+14,600
+232% +$3.6M
U icon
266
PUT
Unity
U
$13.8B
$4.57M 0.09%
140,900
+95,200
+208% +$3.06M
FCX icon
267
CALL
Freeport-McMoran
FCX
$90B
$4.55M 0.09%
111,200
+75,000
+207% +$3.12M
AA icon
268
PUT
Alcoa
AA
$11.9B
$4.54M 0.09%
106,700
-26,500
-20% -$1.28M
CRM icon
269
PUT
Salesforce
CRM
$151B
$4.54M 0.09%
22,700
-2,100
-8% -$355K
HPQ icon
270
CALL
HP
HPQ
$24.9B
$4.49M 0.09%
152,900
+30,700
+25% +$881K
CSCO icon
271
PUT
Cisco
CSCO
$457B
$4.44M 0.09%
85,000
-92,000
-52% -$4.49M
ROKU icon
272
PUT
Roku
ROKU
$21.5B
$4.44M 0.09%
67,500
-424,200
-86% -$24.8M
MDB icon
273
PUT
MongoDB
MDB
$27.1B
$4.43M 0.09%
19,000
+10,700
+129% +$2.25M
WBA
274
CALL
DELISTED
Walgreens Boots Alliance
WBA
$4.41M 0.09%
127,500
+3,500
+3% +$124K
BX icon
275
CALL
Blackstone
BX
$102B
$4.4M 0.09%
50,100
+21,700
+76% +$1.92M
9 10
11
12 13

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NOCM
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TIM
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QIM
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Two Sigma Securities's Q1 2023 Portfolio in Review

As of Q1 2023, Two Sigma Securities held 3,526 positions worth $4.99B, up 50% from $3.33B the previous quarter. Its ten largest holdings account for 10% of the portfolio.

Two Sigma Securities deployed $1.36B of net new capital in Q1 2023, opening 998 new positions and adding to 864 existing holdings. Its largest new stake was State Street SPDR S&P 500 ETF Trust: 98,896 shares worth $40.5M.

By sector, the portfolio is most concentrated in Technology at 4.3% of assets, up from 2.9% a quarter earlier, followed by Consumer Discretionary and Financials.

On the sell side, the largest reduction was Roku, an estimated $7.34M trimmed.

  • Two Sigma Securities's largest Q1 2023 buy was State Street SPDR S&P 500 ETF Trust: 98,896 shares worth $40.5M.
  • Two Sigma Securities added most to Tesla in Q1 2023, an estimated $38M increase.
  • Two Sigma Securities's biggest Q1 2023 reduction was Roku, cutting an estimated $7.34M.
  • Two Sigma Securities fully exited iShares 1-3 Year Treasury Bond ETF in Q1 2023, selling an estimated $8.37M.
  • Two Sigma Securities's ten largest holdings make up 10% of its $4.99B portfolio in Q1 2023.
  • Two Sigma Securities opened 998 new positions and closed 943 in Q1 2023.
  • Two Sigma Securities's portfolio value rose 50% quarter-over-quarter to $4.99B.

Based on Two Sigma Securities's 13F filing for Q1 2023, filed 15 May 2023.