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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
VZ icon
451
PUT
Verizon
VZ
$195B
$2.43M 0.05%
62,600
-230,100
-79% -$9.07M
SHOP icon
452
PUT
Shopify
SHOP
$152B
$2.42M 0.05%
50,500
-98,000
-66% -$4.31M
GD icon
453
CALL
General Dynamics
GD
$104B
$2.42M 0.05%
10,600
+5,200
+96% +$1.2M
BTU icon
454
PUT
Peabody Energy
BTU
$2.6B
$2.42M 0.05%
94,400
-62,600
-40% -$1.66M
UAL icon
455
CALL
United Airlines
UAL
$39.4B
$2.41M 0.05%
54,500
-47,900
-47% -$2.3M
CRM icon
456
Salesforce
CRM
$151B
$2.4M 0.05%
11,999
+6,813
+131% +$1.15M
KLAC icon
457
PUT
KLA
KLAC
$239B
$2.4M 0.05%
+60,000
New +$2.36M
STZ icon
458
PUT
Constellation Brands
STZ
$22.2B
$2.39M 0.05%
+10,600
New +$2.36M
FANG icon
459
PUT
Diamondback Energy
FANG
$57.1B
$2.39M 0.05%
17,700
+8,300
+88% +$1.16M
AMT icon
460
PUT
American Tower
AMT
$80.8B
$2.39M 0.05%
11,700
+5,300
+83% +$1.11M
CLX icon
461
PUT
Clorox
CLX
$11.6B
$2.39M 0.05%
15,100
-5,700
-27% -$855K
VLO icon
462
Valero Energy
VLO
$90.1B
$2.39M 0.05%
17,115
+7,729
+82% +$1.04M
IVV icon
463
iShares Core S&P 500 ETF
IVV
$878B
$2.39M 0.05%
5,808
+4,018
+224% +$1.61M
PNC icon
464
PUT
PNC Financial Services
PNC
$99.7B
$2.38M 0.05%
18,700
+16,700
+835% +$2.52M
CI icon
465
CALL
Cigna
CI
$73.7B
$2.38M 0.05%
9,300
-1,200
-11% -$350K
PAYC icon
466
CALL
Paycom
PAYC
$7.64B
$2.37M 0.05%
+7,800
New +$2.35M
FANG icon
467
CALL
Diamondback Energy
FANG
$57.1B
$2.35M 0.05%
17,400
+8,600
+98% +$1.2M
SE icon
468
PUT
Sea Limited
SE
$65.4B
$2.34M 0.05%
27,000
-7,000
-21% -$478K
XLF icon
469
CALL
State Street Financial Select Sector SPDR ETF
XLF
$56.7B
$2.33M 0.05%
72,400
+32,500
+81% +$1.13M
FDX icon
470
FedEx
FDX
$72.7B
$2.32M 0.05%
10,174
+3,135
+45% +$637K
RTX icon
471
CALL
RTX Corp
RTX
$290B
$2.32M 0.05%
23,700
-12,100
-34% -$1.19M
BNTX icon
472
PUT
BioNTech
BNTX
$22.9B
$2.3M 0.05%
+18,500
New +$2.54M
TMF icon
473
Direxion Daily 20+ Year Treasury Bull 3X ETF
TMF
$2.16B
$2.3M 0.05%
25,941
+12,434
+92% +$1.08M
ACN icon
474
Accenture
ACN
$102B
$2.3M 0.05%
8,044
+3,426
+74% +$934K
X
475
PUT
DELISTED
US Steel
X
$2.29M 0.05%
+87,800
New +$2.44M
17 18
19
20 21

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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.