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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
URI icon
401
United Rentals
URI
$67.2B
$2.86M 0.06%
+7,235
New +$3.04M
APA icon
402
APA Corp
APA
$13.2B
$2.86M 0.06%
+79,310
New +$3.18M
MDT icon
403
PUT
Medtronic
MDT
$109B
$2.85M 0.06%
35,400
-6,900
-16% -$562K
TTWO icon
404
PUT
Take-Two Interactive
TTWO
$45.4B
$2.85M 0.06%
23,900
-600
-2% -$66.9K
DDOG icon
405
CALL
Datadog
DDOG
$95.4B
$2.84M 0.06%
39,100
+33,300
+574% +$2.44M
SLB icon
406
PUT
SLB Ltd
SLB
$73.6B
$2.83M 0.06%
57,600
-34,800
-38% -$1.85M
EFA icon
407
iShares MSCI EAFE ETF
EFA
$78B
$2.83M 0.06%
39,538
-77,561
-66% -$5.43M
CI icon
408
PUT
Cigna
CI
$73.7B
$2.81M 0.06%
11,000
-600
-5% -$175K
COF icon
409
PUT
Capital One
COF
$128B
$2.8M 0.06%
+29,100
New +$3.05M
RIVN icon
410
Rivian
RIVN
$22B
$2.8M 0.06%
180,725
-98,966
-35% -$1.67M
CCL icon
411
CALL
Carnival Corporation Ltd
CCL
$38.1B
$2.76M 0.06%
272,300
-139,500
-34% -$1.44M
EQT icon
412
PUT
EQT Corp
EQT
$33.3B
$2.76M 0.06%
86,600
-5,500
-6% -$176K
DASH icon
413
DoorDash
DASH
$85.5B
$2.76M 0.06%
43,394
-1,631
-4% -$93.5K
LYV icon
414
PUT
Live Nation Entertainment
LYV
$40.6B
$2.74M 0.06%
39,200
+29,000
+284% +$2.13M
SVXY icon
415
ProShares Short VIX Short-Term Futures ETF
SVXY
$228M
$2.72M 0.05%
85,400
+51,532
+152% +$1.62M
KR icon
416
PUT
Kroger
KR
$35.4B
$2.72M 0.05%
55,100
-29,700
-35% -$1.36M
LRCX icon
417
PUT
Lam Research
LRCX
$367B
$2.7M 0.05%
51,000
+37,000
+264% +$1.82M
CIEN icon
418
CALL
Ciena
CIEN
$53.4B
$2.7M 0.05%
51,400
+44,700
+667% +$2.23M
NEE icon
419
PUT
NextEra Energy
NEE
$181B
$2.7M 0.05%
35,000
+15,200
+77% +$1.17M
CHWY icon
420
PUT
Chewy
CHWY
$9.25B
$2.69M 0.05%
71,900
+50,600
+238% +$2.09M
AFRM icon
421
Affirm
AFRM
$23.9B
$2.68M 0.05%
237,960
+220,548
+1,267% +$2.78M
NKE icon
422
Nike
NKE
$61.9B
$2.68M 0.05%
21,857
-22,905
-51% -$2.82M
LIN icon
423
CALL
Linde
LIN
$221B
$2.67M 0.05%
+7,500
New +$2.51M
PTON icon
424
PUT
Peloton Interactive
PTON
$2.77B
$2.66M 0.05%
234,500
+9,300
+4% +$112K
BALL icon
425
PUT
Ball Corp
BALL
$17.3B
$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 $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.