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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
GS icon
101
CALL
Goldman Sachs
GS
$274B
$10.1M 0.2%
31,000
+22,100
+248% +$7.69M
IWM icon
102
iShares Russell 2000 ETF
IWM
$76.6B
$10.1M 0.2%
56,552
+45,509
+412% +$8.38M
JNJ icon
103
PUT
Johnson & Johnson
JNJ
$651B
$10.1M 0.2%
65,000
-93,600
-59% -$15.1M
UNH icon
104
UnitedHealth
UNH
$338B
$9.95M 0.2%
21,045
+20,231
+2,485% +$9.76M
MS icon
105
CALL
Morgan Stanley
MS
$318B
$9.94M 0.2%
113,200
+92,300
+442% +$8.61M
ADBE icon
106
Adobe
ADBE
$98.9B
$9.91M 0.2%
25,716
+24,251
+1,655% +$8.62M
PEP icon
107
CALL
PepsiCo
PEP
$177B
$9.7M 0.19%
53,200
+24,100
+83% +$4.21M
MU icon
108
PUT
Micron Technology
MU
$1.15T
$9.63M 0.19%
159,600
+75,600
+90% +$4.43M
NOW icon
109
CALL
ServiceNow
NOW
$140B
$9.53M 0.19%
102,500
+75,500
+280% +$6.58M
MRNA icon
110
PUT
Moderna
MRNA
$61.5B
$9.46M 0.19%
61,600
+44,100
+252% +$7.28M
BIL icon
111
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
BIL
$47B
$9.39M 0.19%
102,271
+82,547
+419% +$7.56M
WFC icon
112
CALL
Wells Fargo
WFC
$260B
$9.12M 0.18%
243,900
+159,700
+190% +$6.96M
VLO icon
113
PUT
Valero Energy
VLO
$119B
$9.12M 0.18%
65,300
+7,300
+13% +$981K
BRK.B icon
114
CALL
Berkshire Hathaway Class B
BRK.B
$1.09T
$9.05M 0.18%
29,300
-1,200
-4% -$370K
KO icon
115
PUT
Coca-Cola
KO
$380B
$8.97M 0.18%
144,600
+49,400
+52% +$2.99M
BA icon
116
Boeing
BA
$157B
$8.96M 0.18%
42,174
+21,549
+104% +$4.48M
LI icon
117
CALL
Li Auto
LI
$11.9B
$8.92M 0.18%
357,600
+296,000
+481% +$6.99M
CSCO icon
118
CALL
Cisco
CSCO
$432B
$8.91M 0.18%
170,400
+3,100
+2% +$151K
DLTR icon
119
PUT
Dollar Tree
DLTR
$21B
$8.89M 0.18%
61,900
+17,700
+40% +$2.57M
SCHW
120
CALL
Charles Schwab
SCHW
$182B
$8.76M 0.18%
167,300
+154,200
+1,177% +$11.3M
PFE icon
121
PUT
Pfizer
PFE
$158B
$8.74M 0.18%
214,200
+113,700
+113% +$4.91M
MRK icon
122
CALL
Merck
MRK
$362B
$8.71M 0.17%
81,900
+17,700
+28% +$1.91M
META icon
123
CALL
Meta Platforms (Facebook)
META
$1.7T
$8.67M 0.17%
40,900
-44,400
-52% -$7.56M
DHR icon
124
PUT
Danaher
DHR
$149B
$8.62M 0.17%
38,578
+29,216
+312% +$6.65M
MPC icon
125
PUT
Marathon Petroleum
MPC
$119B
$8.55M 0.17%
63,400
+30,100
+90% +$3.77M
3 4
5
6 7

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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.