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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
ISRG icon
801
Intuitive Surgical
ISRG
$135B
$1.08M 0.02%
4,232
+1,877
+80% +$462K
BP icon
802
BP
BP
$114B
$1.08M 0.02%
28,455
-22,866
-45% -$854K
PGR icon
803
Progressive
PGR
$122B
$1.08M 0.02%
7,524
+5,465
+265% +$754K
CMI icon
804
CALL
Cummins
CMI
$89.5B
$1.07M 0.02%
4,500
-1,800
-29% -$439K
FXI icon
805
CALL
iShares China Large-Cap ETF
FXI
$4.35B
$1.07M 0.02%
+36,400
New +$1.09M
PENN icon
806
CALL
PENN Entertainment
PENN
$2.67B
$1.07M 0.02%
36,200
-3,000
-8% -$93K
CCI icon
807
PUT
Crown Castle
CCI
$33.5B
$1.07M 0.02%
8,000
-3,300
-29% -$456K
TZA icon
808
Direxion Daily Small Cap Bear 3x ETF
TZA
$222M
$1.07M 0.02%
+3,436
New +$1.02M
ENTG icon
809
CALL
Entegris
ENTG
$19.1B
$1.07M 0.02%
13,000
+8,700
+202% +$705K
PCG icon
810
PUT
PG&E
PCG
$38.4B
$1.07M 0.02%
65,900
+20,900
+46% +$330K
STNG icon
811
PUT
Scorpio Tankers
STNG
$3.89B
$1.06M 0.02%
18,900
+12,900
+215% +$706K
APD icon
812
PUT
Air Products & Chemicals
APD
$65.2B
$1.06M 0.02%
3,700
+1,600
+76% +$467K
ROP icon
813
CALL
Roper Technologies
ROP
$38.8B
$1.06M 0.02%
2,400
-800
-25% -$346K
TFLO icon
814
iShares Treasury Floating Rate Bond ETF
TFLO
$6.64B
$1.06M 0.02%
+20,866
New +$1.05M
DHI icon
815
CALL
D.R. Horton
DHI
$41B
$1.06M 0.02%
+10,800
New +$1.03M
VEA icon
816
Vanguard FTSE Developed Markets ETF
VEA
$230B
$1.05M 0.02%
23,323
-32,051
-58% -$1.43M
VOYA icon
817
PUT
Voya Financial
VOYA
$9.07B
$1.05M 0.02%
14,700
+11,300
+332% +$791K
IEO icon
818
iShares US Oil & Gas Exploration & Production ETF
IEO
$565M
$1.05M 0.02%
+12,212
New +$1.09M
DGX icon
819
PUT
Quest Diagnostics
DGX
$25.6B
$1.05M 0.02%
7,400
+300
+4% +$42.9K
DK icon
820
PUT
Delek US
DK
$4.05B
$1.05M 0.02%
+45,600
New +$1.14M
STZ icon
821
Constellation Brands
STZ
$22.4B
$1.04M 0.02%
+4,617
New +$1.03M
CL icon
822
PUT
Colgate-Palmolive
CL
$71.9B
$1.04M 0.02%
+13,800
New +$1.03M
HES
823
CALL
DELISTED
Hess
HES
$1.03M 0.02%
7,800
+5,500
+239% +$766K
WDC icon
824
CALL
Western Digital
WDC
$182B
$1.03M 0.02%
36,250
+3,969
+12% +$116K
HELE icon
825
PUT
Helen of Troy
HELE
$676M
$1.03M 0.02%
10,800
+4,400
+69% +$471K
31 32
33
34 35

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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.