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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
ALL icon
576
Allstate
ALL
$68B
$1.75M 0.04%
15,804
+13,979
+766% +$1.77M
JACK icon
577
Jack in the Box
JACK
$312M
$1.74M 0.03%
+19,839
New +$1.57M
GILD icon
578
PUT
Gilead Sciences
GILD
$162B
$1.73M 0.03%
20,900
-17,300
-45% -$1.43M
VRTX icon
579
CALL
Vertex Pharmaceuticals
VRTX
$121B
$1.73M 0.03%
5,500
+900
+20% +$270K
LYFT icon
580
PUT
Lyft
LYFT
$6.02B
$1.73M 0.03%
186,900
+1,400
+0.8% +$16.9K
AVB icon
581
PUT
AvalonBay Communities
AVB
$26.5B
$1.73M 0.03%
10,300
+4,700
+84% +$802K
PZZA icon
582
CALL
Papa John's
PZZA
$984M
$1.73M 0.03%
23,100
+7,900
+52% +$669K
EWH icon
583
iShares MSCI Hong Kong ETF
EWH
$1.24B
$1.73M 0.03%
84,106
+42,952
+104% +$913K
FL
584
CALL
DELISTED
Foot Locker
FL
$1.73M 0.03%
43,500
+9,600
+28% +$401K
CELH icon
585
CALL
Celsius Holdings
CELH
$7.47B
$1.72M 0.03%
55,500
-51,900
-48% -$1.64M
STLD icon
586
PUT
Steel Dynamics
STLD
$36B
$1.72M 0.03%
15,200
+12,100
+390% +$1.41M
ZBRA icon
587
PUT
Zebra Technologies
ZBRA
$14B
$1.72M 0.03%
5,400
+1,400
+35% +$423K
UI icon
588
CALL
Ubiquiti
UI
$33.7B
$1.71M 0.03%
6,300
+4,400
+232% +$1.22M
BABA icon
589
PUT
Alibaba
BABA
$293B
$1.71M 0.03%
16,700
-13,600
-45% -$1.36M
CHWY icon
590
CALL
Chewy
CHWY
$9.25B
$1.7M 0.03%
45,500
+37,000
+435% +$1.53M
UVXY icon
591
ProShares Ultra VIX Short-Term Futures ETF
UVXY
$224M
$1.7M 0.03%
1,461
+1,001
+218% +$1.34M
FICO icon
592
PUT
Fair Isaac
FICO
$24.3B
$1.69M 0.03%
2,400
+500
+26% +$333K
MTB icon
593
CALL
M&T Bank
MTB
$35.7B
$1.69M 0.03%
14,100
+8,000
+131% +$1.16M
LPLA icon
594
PUT
LPL Financial
LPLA
$28.3B
$1.68M 0.03%
+8,300
New +$1.9M
IWD icon
595
iShares Russell 1000 Value ETF
IWD
$82.2B
$1.68M 0.03%
+11,028
New +$1.7M
CHPT icon
596
PUT
ChargePoint
CHPT
$141M
$1.68M 0.03%
8,000
+4,155
+108% +$905K
LNC icon
597
PUT
Lincoln National
LNC
$8.73B
$1.67M 0.03%
74,500
+52,400
+237% +$1.56M
ALLY icon
598
CALL
Ally Financial
ALLY
$13.2B
$1.67M 0.03%
65,500
+22,300
+52% +$639K
CROX icon
599
PUT
Crocs
CROX
$6.14B
$1.67M 0.03%
13,200
-8,100
-38% -$979K
MOH icon
600
PUT
Molina Healthcare
MOH
$10.2B
$1.66M 0.03%
6,200
+1,600
+35% +$460K
22 23
24
25 26

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OAM
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NOCM
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TIM
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QIM
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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.