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TSS

Two Sigma Securities Portfolio holdings

AUM $1.16B
1-Year Est. Return 36.23%
This Fund
S&P 500
This Quarter Est. Return
+12.51%
1 Year Est. Return
+36.23%
3 Year Est. Return
+108.69%
5 Year Est. Return
+124.54%
10 Year Est. Return
+352.99%
AUM
$4.99B
AUM Growth
+$1.65B
Cap. Flow
+$446M
Cap. Flow %
8.95%
Top 10 Hldgs %
10.27%
Holding
3,526
New
997
Increased
864
Reduced
690
Closed
941

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 Miscellaneous 81.36%
2 Technology 4.3%
3 Consumer Discretionary 3.98%
4 Financials 2.82%
5 Healthcare 1.48%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
CYBR
901
PUT
DELISTED
CyberArk
CYBR
$873K 0.02%
5,900
+3,700
+168% +$517K
LAD icon
902
PUT
Lithia Motors
LAD
$6.95B
$870K 0.02%
3,800
-7,600
-67% -$1.85M
PGX icon
903
Invesco Preferred ETF
PGX
$3.67B
$870K 0.02%
75,778
-65,241
-46% -$783K
BURL icon
904
CALL
Burlington
BURL
$14.9B
$869K 0.02%
4,300
-3,600
-46% -$787K
WRK
905
CALL
DELISTED
WestRock Company
WRK
$868K 0.02%
28,500
+20,200
+243% +$667K
BAX icon
906
CALL
Baxter International
BAX
$11.8B
$868K 0.02%
+21,400
New +$907K
FRPT icon
907
PUT
Freshpet
FRPT
$2.95B
$867K 0.02%
13,100
-3,400
-21% -$209K
CHD icon
908
CALL
Church & Dwight Co
CHD
$22.5B
$866K 0.02%
9,800
-9,000
-48% -$751K
MGM icon
909
PUT
MGM Resorts International
MGM
$9.51B
$866K 0.02%
19,500
+12,800
+191% +$532K
LYFT icon
910
Lyft
LYFT
$5.72B
$864K 0.02%
93,203
+8,440
+10% +$102K
AA icon
911
CALL
Alcoa
AA
$11.7B
$864K 0.02%
20,300
-41,300
-67% -$1.99M
KBH icon
912
PUT
KB Home
KBH
$2.89B
$864K 0.02%
21,500
+14,100
+191% +$515K
SPAB icon
913
State Street SPDR Portfolio Aggregate Bond ETF
SPAB
$9.97B
$863K 0.02%
33,464
+16,071
+92% +$411K
RNG icon
914
PUT
RingCentral
RNG
$6B
$862K 0.02%
28,100
-12,600
-31% -$451K
LYV icon
915
CALL
Live Nation Entertainment
LYV
$38.9B
$861K 0.02%
12,300
+5,600
+84% +$411K
XBI icon
916
State Street SPDR S&P Biotech ETF
XBI
$10.6B
$860K 0.02%
+11,285
New +$936K
GUNR icon
917
Northern Trust Morningstar Global Upstream Natural Resources ETF
GUNR
$7.14B
$860K 0.02%
+20,325
New +$886K
VNQ icon
918
Vanguard Real Estate ETF
VNQ
$36.7B
$859K 0.02%
10,350
+7,466
+259% +$641K
OIH icon
919
CALL
VanEck Oil Services ETF
OIH
$1.95B
$859K 0.02%
3,100
+2,400
+343% +$734K
WDC icon
920
Western Digital
WDC
$159B
$859K 0.02%
30,168
+14,936
+98% +$438K
CYBR
921
CALL
DELISTED
CyberArk
CYBR
$858K 0.02%
+5,800
New +$811K
SYK icon
922
CALL
Stryker
SYK
$106B
$856K 0.02%
3,000
+1,300
+76% +$345K
DLR icon
923
Digital Realty Trust
DLR
$67.6B
$855K 0.02%
8,700
+4,241
+95% +$447K
TYL icon
924
PUT
Tyler Technologies
TYL
$13.8B
$851K 0.02%
2,400
+400
+20% +$130K
VRTX icon
925
PUT
Vertex Pharmaceuticals
VRTX
$129B
$851K 0.02%
2,700
-3,300
-55% -$990K
35 36
37
38 39

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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 $446M of net new capital in Q1 2023, opening 997 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 Miscellaneous at 81% of assets, down from 85% a quarter earlier, followed by Technology and Consumer Discretionary.

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 997 new positions and closed 941 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.