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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
GOOG icon
476
Alphabet (Google) Class C
GOOG
$4.36T
$2.28M 0.05%
21,925
+2,074
+10% +$200K
CCL icon
477
PUT
Carnival Corporation Ltd
CCL
$38.1B
$2.27M 0.05%
223,200
-85,600
-28% -$887K
NET icon
478
PUT
Cloudflare
NET
$99B
$2.23M 0.04%
36,200
+4,700
+15% +$257K
EQT icon
479
EQT Corp
EQT
$33.3B
$2.21M 0.04%
69,341
+50,559
+269% +$1.62M
CF icon
480
CALL
CF Industries
CF
$19.2B
$2.2M 0.04%
30,400
+27,800
+1,069% +$2.27M
KGC icon
481
Kinross Gold
KGC
$27.4B
$2.2M 0.04%
466,631
+278,003
+147% +$1.18M
FL
482
PUT
DELISTED
Foot Locker
FL
$2.19M 0.04%
55,300
+19,300
+54% +$807K
XOP icon
483
PUT
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$3.65B
$2.19M 0.04%
17,200
-12,200
-41% -$1.62M
RUN icon
484
Sunrun
RUN
$2.34B
$2.18M 0.04%
108,122
+60,532
+127% +$1.41M
LIN icon
485
PUT
Linde
LIN
$221B
$2.17M 0.04%
+6,100
New +$2.04M
EOG icon
486
CALL
EOG Resources
EOG
$79.2B
$2.17M 0.04%
18,900
+15,100
+397% +$1.83M
PEP icon
487
PepsiCo
PEP
$190B
$2.16M 0.04%
11,872
+7,652
+181% +$1.34M
ELV icon
488
CALL
Elevance Health
ELV
$81.5B
$2.16M 0.04%
4,700
+3,700
+370% +$1.76M
WBA
489
DELISTED
Walgreens Boots Alliance
WBA
$2.16M 0.04%
+62,463
New +$2.22M
STZ icon
490
CALL
Constellation Brands
STZ
$22.2B
$2.15M 0.04%
+9,500
New +$2.11M
ACN icon
491
CALL
Accenture
ACN
$102B
$2.14M 0.04%
7,500
+4,900
+188% +$1.34M
APO icon
492
PUT
Apollo Global Management
APO
$72.4B
$2.13M 0.04%
33,800
+28,700
+563% +$1.92M
COR icon
493
PUT
Cencora
COR
$60.6B
$2.13M 0.04%
13,300
+10,900
+454% +$1.73M
O icon
494
PUT
Realty Income
O
$59.6B
$2.13M 0.04%
33,600
+700
+2% +$45.4K
RS icon
495
Reliance Steel & Aluminium
RS
$20.7B
$2.13M 0.04%
+8,283
New +$1.95M
FANG icon
496
Diamondback Energy
FANG
$57.1B
$2.13M 0.04%
15,729
-10,507
-40% -$1.46M
MAR icon
497
CALL
Marriott International
MAR
$98.3B
$2.13M 0.04%
12,800
+7,800
+156% +$1.3M
BKNG icon
498
PUT
Booking.com
BKNG
$149B
$2.12M 0.04%
20,000
+15,000
+300% +$1.46M
PSX icon
499
PUT
Phillips 66
PSX
$84.9B
$2.12M 0.04%
20,900
+3,400
+19% +$346K
MRO
500
PUT
DELISTED
Marathon Oil Corporation
MRO
$2.12M 0.04%
88,300
-44,900
-34% -$1.15M
18 19
20
21 22

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NOCM
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QIM
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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.