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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
MRVL icon
726
Marvell Technology
MRVL
$170B
$1.24M 0.03%
28,730
-8,141
-22% -$343K
O icon
727
Realty Income
O
$58.8B
$1.24M 0.02%
+19,633
New +$1.27M
THC icon
728
CALL
Tenet Healthcare
THC
$20.3B
$1.24M 0.02%
20,800
+12,300
+145% +$684K
PLD icon
729
PUT
Prologis
PLD
$134B
$1.24M 0.02%
9,900
-1,000
-9% -$123K
SPR
730
PUT
DELISTED
Spirit AeroSystems
SPR
$1.23M 0.02%
35,700
+7,900
+28% +$265K
STLD icon
731
CALL
Steel Dynamics
STLD
$36.6B
$1.23M 0.02%
+10,900
New +$1.27M
X
732
CALL
DELISTED
US Steel
X
$1.23M 0.02%
47,200
+32,200
+215% +$895K
GD icon
733
General Dynamics
GD
$103B
$1.23M 0.02%
5,393
+3,430
+175% +$792K
PH icon
734
Parker-Hannifin
PH
$124B
$1.23M 0.02%
3,656
+2,085
+133% +$690K
KNX icon
735
PUT
Knight Transportation
KNX
$11.2B
$1.23M 0.02%
21,700
+7,300
+51% +$418K
MTZ icon
736
CALL
MasTec
MTZ
$20.5B
$1.23M 0.02%
13,000
+9,500
+271% +$903K
CLFD icon
737
PUT
Clearfield
CLFD
$418M
$1.23M 0.02%
+26,300
New +$1.69M
FIVE icon
738
Five Below
FIVE
$11.8B
$1.22M 0.02%
5,945
+2,986
+101% +$588K
XLP icon
739
State Street Consumer Staples Select Sector SPDR ETF
XLP
$14.9B
$1.22M 0.02%
+16,345
New +$1.2M
MRO
740
CALL
DELISTED
Marathon Oil Corporation
MRO
$1.22M 0.02%
50,900
-53,300
-51% -$1.36M
BSCN
741
DELISTED
Invesco BulletShares 2023 Corporate Bond ETF
BSCN
$1.21M 0.02%
+57,357
New +$1.21M
IFF icon
742
PUT
International Flavors & Fragrances
IFF
$20.4B
$1.2M 0.02%
13,100
+10,700
+446% +$1.06M
TER icon
743
CALL
Teradyne
TER
$56B
$1.2M 0.02%
11,200
+8,200
+273% +$839K
CHRW icon
744
PUT
C.H. Robinson
CHRW
$17.2B
$1.2M 0.02%
12,100
-1,900
-14% -$187K
BNTX icon
745
BioNTech
BNTX
$23.5B
$1.2M 0.02%
+9,646
New +$1.32M
PLD icon
746
CALL
Prologis
PLD
$134B
$1.2M 0.02%
9,600
-10,300
-52% -$1.27M
PM icon
747
Philip Morris
PM
$296B
$1.2M 0.02%
+12,289
New +$1.22M
UUP icon
748
Invesco DB US Dollar Index Bullish Fund
UUP
$424M
$1.19M 0.02%
42,843
+23,754
+124% +$664K
NXPI icon
749
PUT
NXP Semiconductors
NXPI
$55.5B
$1.19M 0.02%
6,400
+4,000
+167% +$713K
SPOT icon
750
PUT
Spotify
SPOT
$102B
$1.19M 0.02%
8,900
-1,500
-14% -$172K
28 29
30
31 32

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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.