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TSS

Two Sigma Securities Portfolio holdings

AUM $1.16B
1-Year Est. Return 36.23%
This Fund
S&P 500
This Quarter Est. Return
+12.51%
1 Year Est. Return
+36.23%
3 Year Est. Return
+108.69%
5 Year Est. Return
+124.54%
10 Year Est. Return
+352.99%
AUM
$4.99B
AUM Growth
+$1.65B
Cap. Flow
+$446M
Cap. Flow %
8.95%
Top 10 Hldgs %
10.27%
Holding
3,526
New
997
Increased
864
Reduced
690
Closed
941

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 Miscellaneous 81.36%
2 Technology 4.3%
3 Consumer Discretionary 3.98%
4 Financials 2.82%
5 Healthcare 1.48%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
URI icon
401
United Rentals
URI
$63.1B
$2.86M 0.06%
+7,235
New +$3.04M
APA icon
402
APA Corp
APA
$15.7B
$2.86M 0.06%
+79,310
New +$3.18M
MDT icon
403
PUT
Medtronic
MDT
$118B
$2.85M 0.06%
35,400
-6,900
-16% -$562K
TTWO icon
404
PUT
Take-Two Interactive
TTWO
$38.4B
$2.85M 0.06%
23,900
-600
-2% -$66.9K
DDOG icon
405
CALL
Datadog
DDOG
$82.6B
$2.84M 0.06%
39,100
+33,300
+574% +$2.44M
SLB icon
406
PUT
SLB Ltd
SLB
$75.9B
$2.83M 0.06%
57,600
-34,800
-38% -$1.85M
EFA icon
407
iShares MSCI EAFE ETF
EFA
$77.6B
$2.83M 0.06%
39,538
-77,561
-66% -$5.43M
CI icon
408
PUT
Cigna
CI
$72.7B
$2.81M 0.06%
11,000
-600
-5% -$175K
COF icon
409
PUT
Capital One
COF
$124B
$2.8M 0.06%
+29,100
New +$3.05M
RIVN icon
410
Rivian
RIVN
$21.7B
$2.8M 0.06%
180,725
-98,966
-35% -$1.67M
CCL icon
411
CALL
Carnival Corporation Ltd
CCL
$29.9B
$2.76M 0.06%
272,300
-139,500
-34% -$1.44M
EQT icon
412
PUT
EQT Corp
EQT
$31.3B
$2.76M 0.06%
86,600
-5,500
-6% -$176K
DASH icon
413
DoorDash
DASH
$83.6B
$2.76M 0.06%
43,394
-1,631
-4% -$93.5K
LYV icon
414
PUT
Live Nation Entertainment
LYV
$38.9B
$2.74M 0.06%
39,200
+29,000
+284% +$2.13M
SVXY icon
415
ProShares Short VIX Short-Term Futures ETF
SVXY
$261M
$2.72M 0.05%
85,400
+51,532
+152% +$1.62M
KR icon
416
PUT
Kroger
KR
$35.8B
$2.72M 0.05%
55,100
-29,700
-35% -$1.36M
LRCX icon
417
PUT
Lam Research
LRCX
$361B
$2.7M 0.05%
51,000
+37,000
+264% +$1.82M
CIEN icon
418
CALL
Ciena
CIEN
$49.5B
$2.7M 0.05%
51,400
+44,700
+667% +$2.23M
NEE icon
419
PUT
NextEra Energy
NEE
$168B
$2.7M 0.05%
35,000
+15,200
+77% +$1.17M
CHWY icon
420
PUT
Chewy
CHWY
$8.29B
$2.69M 0.05%
71,900
+50,600
+238% +$2.09M
AFRM icon
421
Affirm
AFRM
$24B
$2.68M 0.05%
237,960
+220,548
+1,267% +$2.78M
NKE icon
422
Nike
NKE
$52.7B
$2.68M 0.05%
21,857
-22,905
-51% -$2.82M
LIN icon
423
CALL
Linde
LIN
$212B
$2.67M 0.05%
+7,500
New +$2.51M
PTON icon
424
PUT
Peloton Interactive
PTON
$2.18B
$2.66M 0.05%
234,500
+9,300
+4% +$112K
BALL icon
425
PUT
Ball Corp
BALL
$15.9B
$2.66M 0.05%
48,200
+32,300
+203% +$1.8M
15 16
17
18 19

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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 $446M of net new capital in Q1 2023, opening 997 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 Miscellaneous at 81% of assets, down from 85% a quarter earlier, followed by Technology and Consumer Discretionary.

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 997 new positions and closed 941 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.