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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
NUE icon
626
CALL
Nucor
NUE
$58.6B
$1.58M 0.03%
+10,200
New +$1.62M
MPC icon
627
Marathon Petroleum
MPC
$92.4B
$1.57M 0.03%
11,668
+5,900
+102% +$738K
FISV
628
PUT
Fiserv Inc
FISV
$28.8B
$1.57M 0.03%
13,900
+10,500
+309% +$1.16M
GLW icon
629
PUT
Corning
GLW
$119B
$1.56M 0.03%
44,200
+37,900
+602% +$1.32M
AON icon
630
PUT
Aon
AON
$76.5B
$1.54M 0.03%
4,900
+3,600
+277% +$1.11M
SCHP icon
631
Schwab US TIPS ETF
SCHP
$16.3B
$1.54M 0.03%
57,622
+47,536
+471% +$1.25M
APO icon
632
CALL
Apollo Global Management
APO
$72.4B
$1.54M 0.03%
+24,400
New +$1.63M
TDOC icon
633
PUT
Teladoc Health
TDOC
$1.22B
$1.54M 0.03%
59,500
-69,600
-54% -$1.86M
HES
634
PUT
DELISTED
Hess
HES
$1.54M 0.03%
11,600
+8,800
+314% +$1.22M
RH icon
635
PUT
RH
RH
$3.13B
$1.53M 0.03%
6,300
-1,300
-17% -$377K
IEF icon
636
iShares 7-10 Year Treasury Bond ETF
IEF
$47.1B
$1.53M 0.03%
15,416
+12,786
+486% +$1.25M
SJR
637
DELISTED
Shaw Communications Inc.
SJR
$1.53M 0.03%
51,043
+22,114
+76% +$641K
CCI icon
638
CALL
Crown Castle
CCI
$33.3B
$1.53M 0.03%
11,400
-6,100
-35% -$843K
GE icon
639
PUT
GE Aerospace
GE
$374B
$1.52M 0.03%
19,923
+9,811
+97% +$656K
EWZ icon
640
iShares MSCI Brazil ETF
EWZ
$9.28B
$1.52M 0.03%
+55,514
New +$1.56M
XBI icon
641
PUT
State Street SPDR S&P Biotech ETF
XBI
$9.95B
$1.52M 0.03%
19,900
-44,400
-69% -$3.68M
FAST icon
642
CALL
Fastenal
FAST
$54.7B
$1.51M 0.03%
56,000
+44,800
+400% +$1.15M
SNAP icon
643
Snap
SNAP
$7.89B
$1.51M 0.03%
+134,312
New +$1.41M
MTN icon
644
CALL
Vail Resorts
MTN
$5.32B
$1.5M 0.03%
+6,400
New +$1.54M
WPC icon
645
PUT
W.P. Carey
WPC
$16.8B
$1.49M 0.03%
19,603
+9,495
+94% +$757K
MKTX icon
646
CALL
MarketAxess Holdings
MKTX
$5.71B
$1.49M 0.03%
3,800
+2,100
+124% +$744K
KMI icon
647
PUT
Kinder Morgan
KMI
$71.7B
$1.48M 0.03%
84,800
-57,800
-41% -$1.03M
PCAR icon
648
CALL
PACCAR
PCAR
$69.8B
$1.48M 0.03%
20,250
+15,300
+309% +$1.09M
DASH icon
649
CALL
DoorDash
DASH
$85.5B
$1.48M 0.03%
23,300
-11,300
-33% -$648K
KLAC icon
650
CALL
KLA
KLAC
$239B
$1.48M 0.03%
+37,000
New +$1.46M
24 25
26
27 28

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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.