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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
SPG icon
701
PUT
Simon Property Group
SPG
$74.3B
$1.31M 0.03%
11,700
-27,700
-70% -$3.31M
PAYX icon
702
CALL
Paychex
PAYX
$41.7B
$1.31M 0.03%
+11,400
New +$1.3M
ETSY icon
703
Etsy
ETSY
$7.86B
$1.31M 0.03%
11,729
+9,686
+474% +$1.2M
IT icon
704
Gartner
IT
$10.1B
$1.31M 0.03%
4,007
+3,322
+485% +$1.1M
XOP icon
705
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$3.72B
$1.3M 0.03%
10,217
+267
+3% +$35.5K
JBHT icon
706
CALL
JB Hunt Transport Services
JBHT
$25.6B
$1.3M 0.03%
+7,400
New +$1.35M
SWKS icon
707
PUT
Skyworks Solutions
SWKS
$9.2B
$1.3M 0.03%
11,000
-21,800
-66% -$2.42M
NVO
708
Novo Nordisk
NVO
$206B
$1.3M 0.03%
+16,298
New +$1.16M
GLDM icon
709
SPDR Gold MiniShares Trust
GLDM
$27.4B
$1.29M 0.03%
+33,084
New +$1.24M
SMG icon
710
ScottsMiracle-Gro
SMG
$3.88B
$1.29M 0.03%
18,500
+2,621
+17% +$189K
GPC icon
711
CALL
Genuine Parts
GPC
$17.6B
$1.29M 0.03%
7,700
+5,500
+250% +$927K
PSX icon
712
Phillips 66
PSX
$84.5B
$1.28M 0.03%
+12,668
New +$1.29M
CBRL icon
713
PUT
Cracker Barrel
CBRL
$1.32B
$1.28M 0.03%
11,300
+8,500
+304% +$929K
RTX icon
714
PUT
RTX Corp
RTX
$290B
$1.28M 0.03%
13,100
-32,000
-71% -$3.15M
NCLH icon
715
CALL
Norwegian Cruise Line
NCLH
$8.77B
$1.28M 0.03%
95,000
-187,700
-66% -$2.81M
PAAS icon
716
PUT
Pan American Silver
PAAS
$18.3B
$1.28M 0.03%
70,200
+47,900
+215% +$823K
ORLY icon
717
PUT
O'Reilly Automotive
ORLY
$73.3B
$1.27M 0.03%
22,500
+4,500
+25% +$247K
ROP icon
718
Roper Technologies
ROP
$38.7B
$1.27M 0.03%
+2,882
New +$1.25M
JNK icon
719
State Street SPDR Bloomberg High Yield Bond ETF
JNK
$6.89B
$1.27M 0.03%
13,676
-27,143
-66% -$2.49M
ILMN icon
720
Illumina
ILMN
$30.8B
$1.27M 0.03%
+5,607
New +$1.15M
VTLE
721
PUT
DELISTED
Vital Energy
VTLE
$1.27M 0.03%
27,800
+17,600
+173% +$879K
O icon
722
CALL
Realty Income
O
$59.1B
$1.26M 0.03%
19,900
-51,200
-72% -$3.32M
B
723
PUT
Barrick Mining
B
$62.2B
$1.26M 0.03%
67,600
+6,700
+11% +$120K
SMG icon
724
PUT
ScottsMiracle-Gro
SMG
$3.88B
$1.25M 0.03%
17,900
-20,200
-53% -$1.45M
NOK icon
725
Nokia
NOK
$51.6B
$1.25M 0.03%
254,093
-38,758
-13% -$183K
27 28
29
30 31

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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.