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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
AMT icon
526
CALL
American Tower
AMT
$80.8B
$1.98M 0.04%
9,700
+8,400
+646% +$1.76M
DFS
527
DELISTED
Discover Financial Services
DFS
$1.98M 0.04%
+19,984
New +$2.14M
HOOD icon
528
PUT
Robinhood
HOOD
$77.8B
$1.98M 0.04%
203,400
-110,100
-35% -$1.05M
ALL icon
529
PUT
Allstate
ALL
$68B
$1.97M 0.04%
17,800
+2,900
+19% +$367K
KMX icon
530
CALL
CarMax
KMX
$8.13B
$1.96M 0.04%
30,500
+6,900
+29% +$462K
SPLK
531
CALL
DELISTED
Splunk Inc
SPLK
$1.96M 0.04%
20,400
+7,600
+59% +$729K
SHYG icon
532
iShares 0-5 Year High Yield Corporate Bond ETF
SHYG
$7.62B
$1.96M 0.04%
+46,915
New +$1.94M
EBAY icon
533
PUT
eBay
EBAY
$50.6B
$1.95M 0.04%
44,000
-41,600
-49% -$1.91M
PLUG icon
534
CALL
Plug Power
PLUG
$2.87B
$1.95M 0.04%
166,200
+53,300
+47% +$762K
ODFL icon
535
CALL
Old Dominion Freight Line
ODFL
$44.1B
$1.94M 0.04%
11,400
+6,000
+111% +$1M
SEDG icon
536
SolarEdge
SEDG
$2.51B
$1.94M 0.04%
+6,389
New +$1.95M
WPC icon
537
W.P. Carey
WPC
$16.8B
$1.94M 0.04%
25,509
+21,478
+533% +$1.71M
BIIB icon
538
Biogen
BIIB
$30B
$1.92M 0.04%
6,899
+5,755
+503% +$1.59M
SOFI icon
539
CALL
SoFi Technologies
SOFI
$21B
$1.92M 0.04%
315,800
+146,800
+87% +$890K
M icon
540
PUT
Macy's
M
$6.53B
$1.92M 0.04%
109,500
+76,500
+232% +$1.62M
UNP icon
541
CALL
Union Pacific
UNP
$174B
$1.91M 0.04%
9,500
+5,100
+116% +$1.03M
ROST icon
542
CALL
Ross Stores
ROST
$80.5B
$1.91M 0.04%
18,000
+6,900
+62% +$775K
CNC icon
543
CALL
Centene
CNC
$30.7B
$1.91M 0.04%
30,200
+23,700
+365% +$1.68M
HSY icon
544
PUT
Hershey
HSY
$35.2B
$1.91M 0.04%
7,500
+4,800
+178% +$1.13M
PSX icon
545
CALL
Phillips 66
PSX
$84.9B
$1.91M 0.04%
18,800
-14,500
-44% -$1.47M
EZU icon
546
iShare MSCI Eurozone ETF
EZU
$9.64B
$1.9M 0.04%
+42,161
New +$1.84M
HD icon
547
Home Depot
HD
$331B
$1.89M 0.04%
6,397
+4,170
+187% +$1.28M
X
548
DELISTED
US Steel
X
$1.86M 0.04%
71,273
-31,371
-31% -$872K
EWZ icon
549
CALL
iShares MSCI Brazil ETF
EWZ
$9.28B
$1.86M 0.04%
67,900
-74,300
-52% -$2.08M
MRVL icon
550
CALL
Marvell Technology
MRVL
$168B
$1.86M 0.04%
42,900
-7,300
-15% -$307K
20 21
22
23 24

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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.