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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
CROX icon
751
CALL
Crocs
CROX
$6.4B
$1.19M 0.02%
9,400
-6,400
-41% -$773K
AAP icon
752
Advance Auto Parts
AAP
$3.34B
$1.19M 0.02%
+9,767
New +$1.37M
GSK icon
753
PUT
GSK
GSK
$102B
$1.18M 0.02%
+33,300
New +$1.17M
WDAY icon
754
Workday
WDAY
$40.8B
$1.18M 0.02%
+5,699
New +$1.04M
XP icon
755
PUT
XP
XP
$8.76B
$1.18M 0.02%
99,000
+84,800
+597% +$1.21M
IAU icon
756
iShares Gold Trust
IAU
$62.7B
$1.17M 0.02%
+31,415
New +$1.13M
USB icon
757
US Bancorp
USB
$98.5B
$1.17M 0.02%
+32,536
New +$1.45M
GWW icon
758
PUT
W.W. Grainger
GWW
$64.4B
$1.17M 0.02%
1,700
-200
-11% -$128K
GLW icon
759
CALL
Corning
GLW
$125B
$1.17M 0.02%
+33,100
New +$1.15M
BIDU icon
760
Baidu
BIDU
$38.4B
$1.17M 0.02%
7,728
-8,976
-54% -$1.27M
DAC icon
761
CALL
Danaos Corp
DAC
$2.59B
$1.16M 0.02%
21,200
+5,800
+38% +$329K
BILI icon
762
PUT
Bilibili
BILI
$8.12B
$1.15M 0.02%
49,100
+19,000
+63% +$452K
LNC icon
763
Lincoln National
LNC
$8.8B
$1.15M 0.02%
51,116
+39,570
+343% +$1.18M
SRLN icon
764
State Street Blackstone Senior Loan ETF
SRLN
$5.31B
$1.15M 0.02%
+27,689
New +$1.15M
HON icon
765
CALL
Honeywell
HON
$77.2B
$1.15M 0.02%
6,366
+955
+18% +$180K
ROST icon
766
PUT
Ross Stores
ROST
$80.9B
$1.15M 0.02%
10,800
+4,700
+77% +$528K
IQ icon
767
PUT
iQIYI
IQ
$1.25B
$1.15M 0.02%
+157,300
New +$1.08M
DVA icon
768
CALL
DaVita
DVA
$15.3B
$1.14M 0.02%
+14,100
New +$1.13M
WING icon
769
PUT
Wingstop
WING
$3.46B
$1.14M 0.02%
6,200
-1,300
-17% -$213K
MDLZ icon
770
CALL
Mondelez International
MDLZ
$78.8B
$1.14M 0.02%
16,300
+9,800
+151% +$649K
MUSA icon
771
CALL
Murphy USA
MUSA
$11B
$1.14M 0.02%
+4,400
New +$1.14M
TMO icon
772
Thermo Fisher Scientific
TMO
$214B
$1.13M 0.02%
1,967
+929
+89% +$524K
SHEL icon
773
CALL
Shell
SHEL
$252B
$1.13M 0.02%
19,700
-4,300
-18% -$253K
CHTR icon
774
Charter Communications
CHTR
$17.1B
$1.13M 0.02%
3,167
-125
-4% -$46.7K
POOL icon
775
CALL
Pool Corp
POOL
$6.92B
$1.13M 0.02%
3,300
-200
-6% -$71K
29 30
31
32 33

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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.