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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
BKNG icon
426
CALL
Booking.com
BKNG
$149B
$2.65M 0.05%
25,000
+15,000
+150% +$1.46M
TROW icon
427
PUT
T. Rowe Price
TROW
$23.9B
$2.64M 0.05%
23,400
+21,100
+917% +$2.41M
EWZ icon
428
PUT
iShares MSCI Brazil ETF
EWZ
$9.28B
$2.64M 0.05%
96,400
+83,700
+659% +$2.35M
PDD icon
429
CALL
Pinduoduo
PDD
$126B
$2.61M 0.05%
34,400
+14,100
+69% +$1.27M
SMH icon
430
CALL
VanEck Semiconductor ETF
SMH
$65.2B
$2.61M 0.05%
19,800
+16,600
+519% +$1.99M
TWLO icon
431
PUT
Twilio
TWLO
$30B
$2.61M 0.05%
39,100
-29,400
-43% -$1.81M
CLX icon
432
CALL
Clorox
CLX
$11.6B
$2.6M 0.05%
16,400
-7,400
-31% -$1.11M
TMUS icon
433
PUT
T-Mobile US
TMUS
$185B
$2.59M 0.05%
17,900
-1,800
-9% -$261K
BKLN icon
434
Invesco Senior Loan ETF
BKLN
$6.97B
$2.59M 0.05%
+124,607
New +$2.61M
D icon
435
PUT
Dominion Energy
D
$60.8B
$2.58M 0.05%
46,200
-1,200
-3% -$70.2K
W icon
436
PUT
Wayfair
W
$11.2B
$2.58M 0.05%
75,200
+22,900
+44% +$1.01M
SPTS icon
437
State Street SPDR Portfolio Short Term Treasury ETF
SPTS
$6.1B
$2.58M 0.05%
88,340
+37,707
+74% +$1.09M
ADP icon
438
PUT
Automatic Data Processing
ADP
$106B
$2.56M 0.05%
11,500
+9,200
+400% +$2.08M
LMT icon
439
CALL
Lockheed Martin
LMT
$134B
$2.55M 0.05%
5,400
-18,700
-78% -$8.77M
AMAT icon
440
Applied Materials
AMAT
$403B
$2.54M 0.05%
20,685
+17,605
+572% +$2.02M
HAS icon
441
PUT
Hasbro
HAS
$13.2B
$2.52M 0.05%
46,900
+3,100
+7% +$177K
BNTX icon
442
CALL
BioNTech
BNTX
$22.9B
$2.52M 0.05%
+20,200
New +$2.77M
ROKU icon
443
CALL
Roku
ROKU
$21.5B
$2.51M 0.05%
38,200
-521,100
-93% -$30.5M
MELI icon
444
PUT
Mercado Libre
MELI
$95.2B
$2.5M 0.05%
1,900
+1,400
+280% +$1.59M
GM icon
445
CALL
General Motors
GM
$80.4B
$2.5M 0.05%
68,200
-5,800
-8% -$219K
RCL icon
446
CALL
Royal Caribbean
RCL
$85.1B
$2.49M 0.05%
38,200
-85,500
-69% -$5.64M
LRCX icon
447
CALL
Lam Research
LRCX
$367B
$2.49M 0.05%
47,000
+26,000
+124% +$1.28M
ADSK icon
448
Autodesk
ADSK
$49.5B
$2.49M 0.05%
11,960
+8,950
+297% +$1.84M
TWLO icon
449
Twilio
TWLO
$30B
$2.46M 0.05%
+36,993
New +$2.28M
KHC icon
450
PUT
Kraft Heinz
KHC
$30.7B
$2.46M 0.05%
63,700
+15,100
+31% +$598K
16 17
18
19 20

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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.