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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
AJG icon
551
PUT
Arthur J. Gallagher & Co
AJG
$64.1B
$1.86M 0.04%
+9,700
New +$1.84M
EL icon
552
Estee Lauder
EL
$30.4B
$1.85M 0.04%
7,521
+2,014
+37% +$512K
LRCX icon
553
Lam Research
LRCX
$367B
$1.85M 0.04%
+34,860
New +$1.71M
UAL icon
554
PUT
United Airlines
UAL
$39.4B
$1.85M 0.04%
41,700
-102,300
-71% -$4.9M
LNG icon
555
PUT
Cheniere Energy
LNG
$55.2B
$1.84M 0.04%
11,700
-6,400
-35% -$966K
NET icon
556
CALL
Cloudflare
NET
$99B
$1.84M 0.04%
29,900
-15,100
-34% -$826K
TTD icon
557
PUT
Trade Desk
TTD
$8.48B
$1.84M 0.04%
30,200
-26,000
-46% -$1.38M
FOUR icon
558
PUT
Shift4
FOUR
$4.2B
$1.83M 0.04%
24,200
+6,400
+36% +$412K
ADI icon
559
PUT
Analog Devices
ADI
$179B
$1.83M 0.04%
9,300
+100
+1% +$17.9K
MUSA icon
560
PUT
Murphy USA
MUSA
$11.2B
$1.83M 0.04%
+7,100
New +$1.85M
MOH icon
561
CALL
Molina Healthcare
MOH
$10.2B
$1.82M 0.04%
6,800
+2,900
+74% +$833K
KMX icon
562
PUT
CarMax
KMX
$8.13B
$1.81M 0.04%
28,200
-28,100
-50% -$1.88M
DLR icon
563
PUT
Digital Realty Trust
DLR
$69.7B
$1.81M 0.04%
18,400
+12,500
+212% +$1.32M
COF icon
564
CALL
Capital One
COF
$128B
$1.81M 0.04%
18,800
+12,000
+176% +$1.26M
CME icon
565
PUT
CME Group
CME
$96.3B
$1.8M 0.04%
9,400
+4,100
+77% +$741K
WOLF icon
566
CALL
Wolfspeed
WOLF
$1.23B
$1.8M 0.04%
27,700
-9,000
-25% -$658K
ALB icon
567
Albemarle
ALB
$13.9B
$1.8M 0.04%
8,122
+6,074
+297% +$1.5M
SPLK
568
PUT
DELISTED
Splunk Inc
SPLK
$1.79M 0.04%
18,700
+4,000
+27% +$383K
ORLY icon
569
CALL
O'Reilly Automotive
ORLY
$72.9B
$1.78M 0.04%
31,500
-46,500
-60% -$2.55M
DE icon
570
CALL
Deere & Co
DE
$160B
$1.78M 0.04%
4,300
-8,500
-66% -$3.52M
PFSI icon
571
PUT
PennyMac Financial
PFSI
$3.92B
$1.76M 0.04%
29,600
+23,800
+410% +$1.47M
ISRG icon
572
PUT
Intuitive Surgical
ISRG
$127B
$1.76M 0.04%
+6,900
New +$1.7M
BILL icon
573
PUT
BILL Holdings
BILL
$4.49B
$1.75M 0.04%
21,600
+9,700
+82% +$900K
APD icon
574
CALL
Air Products & Chemicals
APD
$65.7B
$1.75M 0.04%
6,100
+4,600
+307% +$1.34M
CMCSA icon
575
CALL
Comcast
CMCSA
$85B
$1.75M 0.04%
46,200
+34,300
+288% +$1.3M
21 22
23
24 25

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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.