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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
SAIA icon
676
PUT
Saia
SAIA
$9.32B
$1.39M 0.03%
5,100
+3,800
+292% +$1.01M
DGX icon
677
CALL
Quest Diagnostics
DGX
$25.7B
$1.39M 0.03%
9,800
+3,200
+48% +$458K
EW icon
678
CALL
Edwards Lifesciences
EW
$50.7B
$1.38M 0.03%
+16,700
New +$1.31M
CME icon
679
CALL
CME Group
CME
$95.7B
$1.38M 0.03%
7,200
-7,600
-51% -$1.37M
CVX icon
680
Chevron
CVX
$388B
$1.38M 0.03%
8,437
+5,721
+211% +$959K
ECL icon
681
PUT
Ecolab
ECL
$77.8B
$1.37M 0.03%
8,300
+6,700
+419% +$1.04M
MTUM icon
682
iShares MSCI USA Momentum Factor ETF
MTUM
$25.5B
$1.37M 0.03%
+9,824
New +$1.39M
EBAY icon
683
CALL
eBay
EBAY
$48B
$1.36M 0.03%
30,700
-53,200
-63% -$2.44M
AGNC icon
684
AGNC Investment
AGNC
$12.4B
$1.36M 0.03%
134,987
+88,337
+189% +$961K
JD icon
685
CALL
JD.com
JD
$44.6B
$1.36M 0.03%
31,000
+4,500
+17% +$232K
FL
686
DELISTED
Foot Locker
FL
$1.36M 0.03%
34,159
+27,534
+416% +$1.15M
AZN icon
687
CALL
AstraZeneca
AZN
$241B
$1.35M 0.03%
9,750
+5,150
+112% +$693K
MPWR icon
688
CALL
Monolithic Power Systems
MPWR
$65.6B
$1.35M 0.03%
+2,700
New +$1.24M
HELE icon
689
CALL
Helen of Troy
HELE
$684M
$1.35M 0.03%
14,200
+8,000
+129% +$856K
GNRC icon
690
CALL
Generac Holdings
GNRC
$12B
$1.35M 0.03%
12,500
-39,400
-76% -$4.56M
NKE icon
691
CALL
Nike
NKE
$62.6B
$1.35M 0.03%
11,000
-1,000
-8% -$123K
ELV icon
692
Elevance Health
ELV
$81.8B
$1.35M 0.03%
2,930
+1,165
+66% +$554K
SOFI icon
693
SoFi Technologies
SOFI
$22.3B
$1.34M 0.03%
221,530
+37,212
+20% +$226K
IT icon
694
PUT
Gartner
IT
$10.1B
$1.34M 0.03%
+4,100
New +$1.36M
QID icon
695
ProShares UltraShort QQQ
QID
$267M
$1.33M 0.03%
15,168
+6,773
+81% +$716K
MTN icon
696
PUT
Vail Resorts
MTN
$5.43B
$1.33M 0.03%
5,700
+2,400
+73% +$578K
AU icon
697
AngloGold Ashanti
AU
$41.8B
$1.32M 0.03%
54,692
+16,245
+42% +$329K
AJG icon
698
Arthur J. Gallagher & Co
AJG
$63.6B
$1.31M 0.03%
+6,873
New +$1.3M
WPM icon
699
Wheaton Precious Metals
WPM
$49.9B
$1.31M 0.03%
27,278
+17,319
+174% +$757K
BILI icon
700
CALL
Bilibili
BILI
$8.04B
$1.31M 0.03%
55,800
+38,600
+224% +$918K
26 27
28
29 30

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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.