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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
GFS icon
601
CALL
GlobalFoundries
GFS
$27.4B
$1.65M 0.03%
22,900
+13,100
+134% +$828K
AYX
602
DELISTED
Alteryx Inc
AYX
$1.64M 0.03%
+27,934
New +$1.63M
VCIT icon
603
Vanguard Intermediate-Term Corporate Bond ETF
VCIT
$66.2B
$1.64M 0.03%
20,418
+9,206
+82% +$730K
ALGN icon
604
Align Technology
ALGN
$12.1B
$1.64M 0.03%
+4,896
New +$1.44M
PLTR icon
605
CALL
Palantir
PLTR
$295B
$1.63M 0.03%
193,400
-232,000
-55% -$1.82M
HAL icon
606
PUT
Halliburton
HAL
$26.9B
$1.63M 0.03%
51,500
+44,400
+625% +$1.64M
GSK icon
607
GSK
GSK
$104B
$1.63M 0.03%
+45,697
New +$1.6M
IEMG icon
608
iShares Core MSCI Emerging Markets ETF
IEMG
$150B
$1.62M 0.03%
+33,210
New +$1.63M
DPZ icon
609
Domino's
DPZ
$11.5B
$1.62M 0.03%
4,907
+3,921
+398% +$1.31M
PZZA icon
610
PUT
Papa John's
PZZA
$984M
$1.62M 0.03%
21,600
+2,200
+11% +$186K
CLF icon
611
CALL
Cleveland-Cliffs
CLF
$6.57B
$1.61M 0.03%
87,900
-5,300
-6% -$105K
TEAM icon
612
CALL
Atlassian
TEAM
$25.6B
$1.61M 0.03%
9,400
-12,300
-57% -$1.96M
PLUG icon
613
PUT
Plug Power
PLUG
$2.87B
$1.61M 0.03%
137,200
-10,300
-7% -$147K
NXPI icon
614
CALL
NXP Semiconductors
NXPI
$57.8B
$1.6M 0.03%
8,600
+6,400
+291% +$1.14M
AGNC icon
615
PUT
AGNC Investment
AGNC
$12.4B
$1.6M 0.03%
159,000
-28,100
-15% -$306K
FOUR icon
616
Shift4
FOUR
$4.2B
$1.6M 0.03%
21,086
+15,412
+272% +$993K
LYFT icon
617
CALL
Lyft
LYFT
$6.02B
$1.6M 0.03%
172,400
+51,700
+43% +$625K
GD icon
618
PUT
General Dynamics
GD
$104B
$1.6M 0.03%
7,000
+4,200
+150% +$970K
HAL icon
619
Halliburton
HAL
$26.9B
$1.6M 0.03%
50,440
+24,013
+91% +$889K
STLD icon
620
Steel Dynamics
STLD
$36B
$1.59M 0.03%
14,082
+1,933
+16% +$225K
CIEN icon
621
PUT
Ciena
CIEN
$53.4B
$1.59M 0.03%
30,300
+21,400
+240% +$1.07M
SPEM icon
622
State Street SPDR Portfolio Emerging Markets ETF
SPEM
$17.2B
$1.59M 0.03%
+46,469
New +$1.6M
NIO icon
623
NIO
NIO
$12.2B
$1.58M 0.03%
150,804
+108,357
+255% +$1.11M
CELH icon
624
PUT
Celsius Holdings
CELH
$7.47B
$1.58M 0.03%
51,000
-93,900
-65% -$2.96M
LPLA icon
625
CALL
LPL Financial
LPLA
$28.3B
$1.58M 0.03%
7,800
+6,700
+609% +$1.53M
23 24
25
26 27

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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.