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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
KOLD icon
1176
ProShares UltraShort Bloomberg Natural Gas
KOLD
$102M
$567K 0.01%
+15,664
New +$431K
TNA icon
1177
Direxion Daily Small Cap Bull 3x ETF
TNA
$1.46B
$567K 0.01%
17,604
+2,284
+15% +$83.4K
FCX icon
1178
Freeport-McMoran
FCX
$96.7B
$566K 0.01%
13,828
-60,253
-81% -$2.51M
EXC icon
1179
CALL
Exelon
EXC
$47.2B
$566K 0.01%
13,500
+4,900
+57% +$204K
CGC
1180
Canopy Growth
CGC
$393M
$564K 0.01%
32,254
+17,513
+119% +$416K
SYF icon
1181
CALL
Synchrony
SYF
$25.7B
$564K 0.01%
+19,400
New +$652K
SDY icon
1182
State Street SPDR S&P Dividend ETF
SDY
$23.8B
$564K 0.01%
+4,557
New +$573K
BRK.B icon
1183
Berkshire Hathaway Class B
BRK.B
$1.12T
$563K 0.01%
+1,823
New +$562K
MU icon
1184
Micron Technology
MU
$1.01T
$563K 0.01%
9,324
-1,575
-14% -$92.3K
RWM icon
1185
ProShares Short Russell2000
RWM
$129M
$562K 0.01%
23,454
-1,639
-7% -$38.4K
SYF icon
1186
PUT
Synchrony
SYF
$25.7B
$561K 0.01%
+19,300
New +$648K
CTVA icon
1187
PUT
Corteva
CTVA
$52.2B
$561K 0.01%
+9,300
New +$568K
AMLP icon
1188
Alerian MLP ETF
AMLP
$12.9B
$561K 0.01%
14,507
+8,747
+152% +$343K
TRP icon
1189
TC Energy
TRP
$68.1B
$560K 0.01%
+14,394
New +$586K
MED icon
1190
CALL
Medifast
MED
$145M
$560K 0.01%
5,400
+900
+20% +$99.7K
TMV icon
1191
Direxion Daily 20+ Year Treasury Bear 3X ETF
TMV
$187M
$560K 0.01%
20,884
-35,696
-63% -$1.03M
SYY icon
1192
Sysco
SYY
$39.6B
$559K 0.01%
+7,239
New +$556K
AFRM icon
1193
CALL
Affirm
AFRM
$26.2B
$559K 0.01%
49,600
-448,800
-90% -$5.65M
DLN icon
1194
WisdomTree US LargeCap Dividend Fund
DLN
$6.38B
$558K 0.01%
+9,022
New +$560K
CVE icon
1195
CALL
Cenovus Energy
CVE
$53B
$557K 0.01%
31,900
+1,300
+4% +$23.9K
VTLE
1196
DELISTED
Vital Energy
VTLE
$557K 0.01%
12,230
+8,031
+191% +$401K
NLY icon
1197
CALL
Annaly Capital Management
NLY
$17.1B
$556K 0.01%
29,100
+17,200
+145% +$363K
BIIB icon
1198
CALL
Biogen
BIIB
$30.8B
$556K 0.01%
+2,000
New +$553K
TMUS icon
1199
T-Mobile US
TMUS
$190B
$556K 0.01%
3,839
-9,304
-71% -$1.35M
BHP icon
1200
BHP
BHP
$222B
$555K 0.01%
8,749
+1,997
+30% +$129K
46 47
48
49 50

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OAM
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NOCM
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QIM
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RB
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OMG
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MCM
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EI
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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.