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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
JWN
1026
PUT
DELISTED
Nordstrom
JWN
$719K 0.01%
44,200
-110,700
-71% -$2.07M
H icon
1027
PUT
Hyatt Hotels
H
$14.6B
$715K 0.01%
6,400
+1,400
+28% +$153K
TROW icon
1028
T. Rowe Price
TROW
$22.2B
$714K 0.01%
6,325
+1,555
+33% +$178K
UNG icon
1029
United States Natural Gas Fund
UNG
$572M
$713K 0.01%
+25,676
New +$932K
MKSI icon
1030
MKS Inc
MKSI
$17B
$711K 0.01%
+8,019
New +$765K
RL icon
1031
Ralph Lauren
RL
$20B
$709K 0.01%
+6,081
New +$717K
HRB icon
1032
CALL
H&R Block
HRB
$5.45B
$709K 0.01%
20,100
-55,500
-73% -$2.05M
RNG icon
1033
RingCentral
RNG
$6B
$708K 0.01%
+23,085
New +$826K
YETI icon
1034
PUT
Yeti Holdings
YETI
$3.08B
$708K 0.01%
17,700
+8,200
+86% +$338K
NVR icon
1035
NVR
NVR
$16.4B
$708K 0.01%
127
-70
-36% -$361K
EWL icon
1036
iShares MSCI Switzerland ETF
EWL
$2.3B
$706K 0.01%
+15,588
New +$689K
ACLS icon
1037
CALL
Axcelis
ACLS
$3.38B
$706K 0.01%
+5,300
New +$623K
ACLS icon
1038
PUT
Axcelis
ACLS
$3.38B
$706K 0.01%
+5,300
New +$623K
NCLH icon
1039
PUT
Norwegian Cruise Line
NCLH
$6.48B
$705K 0.01%
52,400
-287,800
-85% -$4.31M
WIRE
1040
PUT
DELISTED
Encore Wire Corp
WIRE
$704K 0.01%
3,800
+400
+12% +$68.2K
PRU icon
1041
CALL
Prudential Financial
PRU
$40.8B
$703K 0.01%
+8,500
New +$811K
INSP icon
1042
CALL
Inspire Medical Systems
INSP
$2.22B
$702K 0.01%
+3,000
New +$758K
ANSS
1043
CALL
DELISTED
Ansys
ANSS
$699K 0.01%
2,100
-1,100
-34% -$310K
LMBS icon
1044
First Trust Exchange-Traded Fund IV First Trust Low Duration Opportunities ETF
LMBS
$6.43B
$698K 0.01%
+14,582
New +$698K
MAR icon
1045
PUT
Marriott International
MAR
$88.4B
$697K 0.01%
4,200
-4,700
-53% -$783K
ALC icon
1046
Alcon
ALC
$31.4B
$695K 0.01%
+9,856
New +$701K
PSA icon
1047
CALL
Public Storage
PSA
$55.4B
$695K 0.01%
2,300
-3,100
-57% -$912K
MTD icon
1048
Mettler-Toledo International
MTD
$27.9B
$695K 0.01%
454
+100
+28% +$150K
EXPD icon
1049
CALL
Expeditors International
EXPD
$24.8B
$694K 0.01%
6,300
+1,000
+19% +$109K
ADM icon
1050
Archer Daniels Midland
ADM
$41.1B
$694K 0.01%
8,708
+1,708
+24% +$140K
40 41
42
43 44

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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.