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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
PARA
201
PUT
DELISTED
Paramount Global Class B
PARA
$5.86M 0.12%
262,800
+17,800
+7% +$382K
CMG icon
202
CALL
Chipotle Mexican Grill
CMG
$47.2B
$5.81M 0.12%
170,000
+100,000
+143% +$3.14M
LUV icon
203
PUT
Southwest Airlines
LUV
$22B
$5.81M 0.12%
178,400
+148,600
+499% +$5.05M
NEM icon
204
CALL
Newmont
NEM
$98.7B
$5.8M 0.12%
118,400
+32,500
+38% +$1.58M
DPZ icon
205
CALL
Domino's
DPZ
$11.5B
$5.71M 0.11%
17,300
+7,000
+68% +$2.33M
JPM icon
206
CALL
JPMorgan Chase
JPM
$935B
$5.67M 0.11%
43,500
-59,100
-58% -$8.1M
SPTL icon
207
State Street SPDR Portfolio Long Term Treasury ETF
SPTL
$10.4B
$5.67M 0.11%
183,468
-35,855
-16% -$1.09M
SHV icon
208
iShares 0-1 Year Treasury Bond ETF
SHV
$20.8B
$5.66M 0.11%
51,253
+3,734
+8% +$411K
DLTR icon
209
Dollar Tree
DLTR
$24.4B
$5.66M 0.11%
+39,401
New +$5.72M
UBER icon
210
PUT
Uber
UBER
$143B
$5.61M 0.11%
176,900
+5,500
+3% +$174K
ADP icon
211
CALL
Automatic Data Processing
ADP
$106B
$5.57M 0.11%
25,000
+21,900
+706% +$4.94M
TSN icon
212
CALL
Tyson Foods
TSN
$20.4B
$5.55M 0.11%
93,600
+42,200
+82% +$2.59M
DLTR icon
213
CALL
Dollar Tree
DLTR
$24.4B
$5.48M 0.11%
38,200
-5,600
-13% -$812K
EXPE icon
214
PUT
Expedia Group
EXPE
$35.4B
$5.46M 0.11%
56,300
-30,400
-35% -$3.19M
BX icon
215
Blackstone
BX
$102B
$5.41M 0.11%
61,557
+17,423
+39% +$1.54M
ON icon
216
PUT
ON Semiconductor
ON
$31.8B
$5.38M 0.11%
65,400
+35,100
+116% +$2.67M
FUTU icon
217
PUT
Futu Holdings
FUTU
$14.7B
$5.38M 0.11%
103,800
+92,400
+811% +$4.49M
SHOP icon
218
Shopify
SHOP
$152B
$5.32M 0.11%
110,910
+50,966
+85% +$2.24M
C icon
219
CALL
Citigroup
C
$222B
$5.29M 0.11%
112,800
-95,500
-46% -$4.69M
ULTA icon
220
PUT
Ulta Beauty
ULTA
$22B
$5.24M 0.11%
9,600
+6,400
+200% +$3.28M
TEAM icon
221
PUT
Atlassian
TEAM
$25.6B
$5.2M 0.1%
30,400
-700
-2% -$112K
DOW icon
222
CALL
Dow Inc
DOW
$21.9B
$5.2M 0.1%
94,900
+18,200
+24% +$1.02M
ACN icon
223
PUT
Accenture
ACN
$102B
$5.2M 0.1%
18,200
+16,800
+1,200% +$4.58M
NIO icon
224
PUT
NIO
NIO
$12.2B
$5.19M 0.1%
493,600
+363,400
+279% +$3.72M
WHR icon
225
CALL
Whirlpool
WHR
$2.43B
$5.18M 0.1%
39,200
+29,700
+313% +$4.23M
7 8
9
10 11

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OAM
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NOCM
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TIM
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QIM
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RB
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OMG
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MCM
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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.