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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
XPEV icon
501
PUT
XPeng
XPEV
$12.4B
$2.11M 0.04%
+190,300
New +$1.84M
ADM icon
502
PUT
Archer Daniels Midland
ADM
$38.2B
$2.11M 0.04%
+26,500
New +$2.16M
CLF icon
503
PUT
Cleveland-Cliffs
CLF
$6.57B
$2.1M 0.04%
114,800
-40,600
-26% -$804K
UBER icon
504
Uber
UBER
$143B
$2.1M 0.04%
66,317
+42,808
+182% +$1.36M
DELL icon
505
PUT
Dell
DELL
$262B
$2.09M 0.04%
52,100
+16,100
+45% +$649K
PINS icon
506
CALL
Pinterest
PINS
$13.4B
$2.09M 0.04%
76,800
+65,800
+598% +$1.7M
WMT icon
507
PUT
Walmart Inc
WMT
$885B
$2.09M 0.04%
42,600
-84,000
-66% -$3.99M
FNDF icon
508
Schwab Fundamental International Large Company Index ETF
FNDF
$24.9B
$2.09M 0.04%
+66,899
New +$2.07M
WOLF icon
509
PUT
Wolfspeed
WOLF
$1.23B
$2.07M 0.04%
31,900
-2,600
-8% -$190K
MSCI icon
510
PUT
MSCI
MSCI
$41.6B
$2.07M 0.04%
+3,700
New +$1.96M
ALLY icon
511
PUT
Ally Financial
ALLY
$13.2B
$2.07M 0.04%
81,200
+20,900
+35% +$599K
WDC icon
512
PUT
Western Digital
WDC
$188B
$2.06M 0.04%
72,368
+24,211
+50% +$710K
RIG icon
513
Transocean
RIG
$5.89B
$2.06M 0.04%
323,704
-293,679
-48% -$1.89M
AON icon
514
CALL
Aon
AON
$76.5B
$2.05M 0.04%
6,500
+5,700
+713% +$1.76M
FEZ icon
515
State Street SPDR EURO STOXX 50 ETF
FEZ
$4.42B
$2.05M 0.04%
+45,633
New +$1.96M
SQQQ icon
516
ProShares UltraPro Short QQQ
SQQQ
$2.04B
$2.05M 0.04%
2,789
+1,542
+124% +$1.52M
AXON
517
CALL
Axon Enterprise
AXON
$42.5B
$2.05M 0.04%
9,100
+5,800
+176% +$1.15M
BAX icon
518
PUT
Baxter International
BAX
$13.5B
$2.04M 0.04%
50,200
+42,700
+569% +$1.81M
BP icon
519
CALL
BP
BP
$116B
$2.03M 0.04%
53,500
-45,900
-46% -$1.71M
ELV icon
520
PUT
Elevance Health
ELV
$81.5B
$2.02M 0.04%
4,400
+2,000
+83% +$952K
WYNN icon
521
CALL
Wynn Resorts
WYNN
$10.3B
$2.01M 0.04%
18,000
-9,600
-35% -$1M
ALB icon
522
CALL
Albemarle
ALB
$13.9B
$2.01M 0.04%
9,100
+4,600
+102% +$1.13M
VWO icon
523
Vanguard FTSE Emerging Markets ETF
VWO
$121B
$2.01M 0.04%
+49,720
New +$2.03M
SPGI icon
524
PUT
S&P Global
SPGI
$121B
$2M 0.04%
5,800
+1,600
+38% +$563K
XLE icon
525
State Street Energy Select Sector SPDR ETF
XLE
$39.6B
$1.98M 0.04%
47,902
+23,422
+96% +$1M
19 20
21
22 23

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OAM
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NOCM
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TIM
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QIM
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RB
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OMG
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MCM
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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.