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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
CM icon
826
CALL
Canadian Imperial Bank of Commerce
CM
$109B
$1.03M 0.02%
+24,200
New +$1.06M
BMY icon
827
Bristol-Myers Squibb
BMY
$134B
$1.03M 0.02%
14,795
+9,868
+200% +$696K
ESS icon
828
CALL
Essex Property Trust
ESS
$18.4B
$1.02M 0.02%
4,900
+100
+2% +$22.1K
ILMN icon
829
PUT
Illumina
ILMN
$30B
$1.02M 0.02%
4,523
-103
-2% -$21.1K
LVS icon
830
Las Vegas Sands
LVS
$30.6B
$1.02M 0.02%
17,744
-8,299
-32% -$465K
CCK icon
831
PUT
Crown Holdings
CCK
$13B
$1.02M 0.02%
12,300
-1,300
-10% -$110K
LNG icon
832
CALL
Cheniere Energy
LNG
$54.1B
$1.01M 0.02%
6,400
-7,900
-55% -$1.19M
TXRH icon
833
CALL
Texas Roadhouse
TXRH
$13.8B
$1M 0.02%
9,300
+5,900
+174% +$604K
SNAP icon
834
PUT
Snap
SNAP
$8.48B
$1M 0.02%
89,600
-30,000
-25% -$315K
RBLX icon
835
CALL
Roblox
RBLX
$26.2B
$1M 0.02%
22,300
-153,400
-87% -$5.86M
EW icon
836
PUT
Edwards Lifesciences
EW
$51.1B
$1M 0.02%
12,100
+4,200
+53% +$330K
CHPT icon
837
CALL
ChargePoint
CHPT
$143M
$1M 0.02%
4,780
+440
+10% +$95.8K
SWK icon
838
PUT
Stanley Black & Decker
SWK
$14.8B
$999K 0.02%
12,400
-6,200
-33% -$522K
XHB icon
839
State Street SPDR S&P Homebuilders ETF
XHB
$1.49B
$997K 0.02%
+14,712
New +$983K
TBF icon
840
ProShares Short 20+ Year Treasury ETF
TBF
$105M
$993K 0.02%
46,974
+35,633
+314% +$770K
ANET icon
841
PUT
Arista Networks
ANET
$233B
$990K 0.02%
23,600
+13,600
+136% +$468K
SCHE icon
842
Schwab Emerging Markets Equity ETF
SCHE
$12.6B
$990K 0.02%
40,383
-41,170
-50% -$1.02M
FICO icon
843
CALL
Fair Isaac
FICO
$22.6B
$984K 0.02%
+1,400
New +$931K
SAIA icon
844
CALL
Saia
SAIA
$9.61B
$979K 0.02%
+3,600
New +$961K
SHW icon
845
Sherwin-Williams
SHW
$86B
$973K 0.02%
4,327
+2,263
+110% +$518K
T icon
846
AT&T
T
$162B
$972K 0.02%
50,519
+777
+2% +$14.8K
FXI icon
847
iShares China Large-Cap ETF
FXI
$4.35B
$972K 0.02%
32,922
-162,082
-83% -$4.87M
CNC icon
848
PUT
Centene
CNC
$31.5B
$967K 0.02%
+15,300
New +$1.09M
ANSS
849
PUT
DELISTED
Ansys
ANSS
$965K 0.02%
2,900
-200
-6% -$56.4K
IIPR icon
850
PUT
Innovative Industrial Properties
IIPR
$1.7B
$965K 0.02%
12,700
-100
-0.8% -$8.83K
32 33
34
35 36

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OAM
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NOCM
Night Owl Capital Management Greenwich, Connecticut $858M AUM 31.41% 1-Year Est. Return
QIM
Quest Investment Management Lake Oswego, Oregon $857M AUM 21.67% 1-Year Est. Return
RB
Rodgers Brothers Harmony, Pennsylvania $866M AUM 30.05% 1-Year Est. Return
OMG
One Madison Group New York $866M AUM 33.81% 1-Year Est. Return
MCM
Makena Capital Management Menlo Park, California $866M AUM 17.79% 1-Year Est. Return
NEPWA
New England Private Wealth Advisors Wellesley, Massachusetts $866M AUM 15.25% 1-Year Est. Return

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.