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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
HCA icon
651
CALL
HCA Healthcare
HCA
$87.2B
$1.48M 0.03%
5,600
+400
+8% +$102K
PNC icon
652
CALL
PNC Financial Services
PNC
$99.7B
$1.47M 0.03%
11,600
+8,100
+231% +$1.22M
OKE icon
653
CALL
Oneok
OKE
$57.2B
$1.47M 0.03%
23,200
+10,200
+78% +$678K
TROW icon
654
CALL
T. Rowe Price
TROW
$23.9B
$1.47M 0.03%
+13,000
New +$1.49M
DAC icon
655
PUT
Danaos Corp
DAC
$2.58B
$1.46M 0.03%
26,800
+6,200
+30% +$352K
DIA icon
656
CALL
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$45.8B
$1.46M 0.03%
4,400
+800
+22% +$266K
AMAT icon
657
CALL
Applied Materials
AMAT
$403B
$1.46M 0.03%
11,900
+5,800
+95% +$666K
BABA icon
658
CALL
Alibaba
BABA
$293B
$1.45M 0.03%
14,200
+10,700
+306% +$1.07M
TWLO icon
659
CALL
Twilio
TWLO
$30B
$1.45M 0.03%
21,700
-29,200
-57% -$1.8M
IEZ icon
660
iShares US Oil Equipment & Services ETF
IEZ
$361M
$1.44M 0.03%
+74,752
New +$1.59M
RCL icon
661
PUT
Royal Caribbean
RCL
$85.1B
$1.44M 0.03%
22,000
-128,200
-85% -$8.46M
MTB icon
662
PUT
M&T Bank
MTB
$35.7B
$1.43M 0.03%
12,000
+8,500
+243% +$1.23M
CHTR icon
663
PUT
Charter Communications
CHTR
$17.3B
$1.43M 0.03%
4,000
-3,500
-47% -$1.31M
MMM icon
664
3M
MMM
$90.9B
$1.43M 0.03%
16,269
+1,642
+11% +$155K
DLR icon
665
CALL
Digital Realty Trust
DLR
$69.7B
$1.43M 0.03%
+14,500
New +$1.53M
ECL icon
666
CALL
Ecolab
ECL
$78.1B
$1.42M 0.03%
8,600
+4,100
+91% +$639K
SOFI icon
667
PUT
SoFi Technologies
SOFI
$21B
$1.42M 0.03%
234,400
+64,400
+38% +$391K
SPG icon
668
CALL
Simon Property Group
SPG
$74.4B
$1.42M 0.03%
12,700
-16,100
-56% -$1.92M
DE icon
669
Deere & Co
DE
$160B
$1.42M 0.03%
3,436
+2,445
+247% +$1.01M
TOL icon
670
Toll Brothers
TOL
$13.6B
$1.42M 0.03%
23,611
+11,816
+100% +$681K
SPGI icon
671
S&P Global
SPGI
$121B
$1.4M 0.03%
4,071
+1,623
+66% +$571K
PCG icon
672
CALL
PG&E
PCG
$38.3B
$1.4M 0.03%
86,800
+39,500
+84% +$624K
BURL icon
673
PUT
Burlington
BURL
$23.2B
$1.39M 0.03%
6,900
+600
+10% +$131K
SWKS icon
674
CALL
Skyworks Solutions
SWKS
$9.37B
$1.39M 0.03%
11,800
-400
-3% -$44.3K
PNC icon
675
PNC Financial Services
PNC
$99.7B
$1.39M 0.03%
+10,953
New +$1.65M
25 26
27
28 29

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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.