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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
ALDX icon
2601
Aldeyra Therapeutics
ALDX
$92.9M
– –
-22,387
Closed -$156K
ALGT icon
2602
Allegiant Air
ALGT
$2.64B
– –
-5,165
Closed -$464K
ALK icon
2603
CALL
Alaska Air
ALK
$5.29B
– –
-5,600
Closed -$240K
ALK icon
2604
PUT
Alaska Air
ALK
$5.29B
– –
-7,500
Closed -$322K
ALKS icon
2605
CALL
Alkermes
ALKS
$8.22B
– –
-15,100
Closed -$395K
ALLR
2606
Allarity Therapeutics
ALLR
$19.3M
– –
0
– -$3.68K
ALNY icon
2607
CALL
Alnylam Pharmaceuticals
ALNY
$27.5B
– –
-900
Closed -$214K
ALTO icon
2608
Alto Ingredients
ALTO
$369M
– –
-30,910
Closed -$89K
AMBO
2609
Ambow Education Holding
AMBO
$5.66M
– –
-2,204
Closed -$6.72K
AME icon
2610
PUT
Ametek
AME
$55.4B
– –
-2,400
Closed -$335K
AMED
2611
CALL
DELISTED
Amedisys
AMED
– –
-4,900
Closed -$409K
AMED
2612
DELISTED
Amedisys
AMED
– –
-3,209
Closed -$268K
AMED
2613
PUT
DELISTED
Amedisys
AMED
– –
-3,500
Closed -$292K
AMN icon
2614
CALL
AMN Healthcare
AMN
$1.3B
– –
-2,300
Closed -$236K
AMN icon
2615
PUT
AMN Healthcare
AMN
$1.3B
– –
-2,200
Closed -$226K
AMP icon
2616
Ameriprise Financial
AMP
$48.3B
– –
-2,280
Closed -$747K
AMRX icon
2617
Amneal Pharmaceuticals
AMRX
$5.85B
– –
-29,803
Closed -$59.3K
AMR icon
2618
Alpha Metallurgical Resources
AMR
$1.74B
– –
-2,037
Closed -$326K
ANF icon
2619
Abercrombie & Fitch
ANF
$4.42B
– –
-42,725
Closed -$1.19M
AOK icon
2620
iShares Core Conservative Allocation ETF
AOK
$788M
– –
-7,616
Closed -$256K
AON icon
2621
Aon
AON
$76.5B
– –
-1,220
Closed -$378K
APLT
2622
DELISTED
Applied Therapeutics
APLT
– –
-10,933
Closed -$8.31K
APM
2623
DELISTED
Aptorum Group
APM
– –
-3,273
Closed -$18K
APO icon
2624
Apollo Global Management
APO
$72.4B
– –
-4,850
Closed -$325K
APP icon
2625
PUT
Applovin
APP
$133B
– –
-14,200
Closed -$150K
103 104
105
106 107

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NOCM
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TIM
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QIM
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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.