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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
BG icon
776
CALL
Bunge Global
BG
$20.2B
$1.13M 0.02%
11,800
-22,500
-66% -$2.19M
FTNT icon
777
CALL
Fortinet
FTNT
$120B
$1.12M 0.02%
+16,900
New +$961K
PFSI icon
778
CALL
PennyMac Financial
PFSI
$3.97B
$1.12M 0.02%
18,800
+13,600
+262% +$842K
MTN icon
779
Vail Resorts
MTN
$5.32B
$1.11M 0.02%
4,771
+3,784
+383% +$912K
PTON icon
780
Peloton Interactive
PTON
$2.79B
$1.11M 0.02%
98,114
-21,865
-18% -$263K
LPLA icon
781
LPL Financial
LPLA
$28.8B
$1.11M 0.02%
5,483
+3,941
+256% +$901K
PTON icon
782
CALL
Peloton Interactive
PTON
$2.79B
$1.11M 0.02%
97,800
-25,400
-21% -$305K
EEMV icon
783
iShares MSCI Emerging Markets Min Vol Factor ETF
EEMV
$3.47B
$1.11M 0.02%
+20,319
New +$1.1M
MSCI icon
784
MSCI
MSCI
$41.8B
$1.11M 0.02%
1,981
+968
+96% +$512K
SCHA icon
785
Schwab U.S Small- Cap ETF
SCHA
$22.7B
$1.11M 0.02%
+52,808
New +$1.14M
SPGI icon
786
CALL
S&P Global
SPGI
$123B
$1.1M 0.02%
3,200
+1,700
+113% +$598K
UL icon
787
Unilever
UL
$137B
$1.1M 0.02%
18,884
+10,407
+123% +$591K
ROP icon
788
PUT
Roper Technologies
ROP
$38.8B
$1.1M 0.02%
+2,500
New +$1.08M
M icon
789
CALL
Macy's
M
$6.83B
$1.1M 0.02%
62,900
-34,100
-35% -$722K
MINT icon
790
PIMCO Enhanced Short Maturity Active Exchange-Traded Fund
MINT
$17B
$1.1M 0.02%
11,084
-3,744
-25% -$371K
SIRI icon
791
SiriusXM
SIRI
$10.2B
$1.1M 0.02%
+27,680
New +$1.33M
VEU icon
792
Vanguard FTSE All-World ex-US ETF
VEU
$66.9B
$1.1M 0.02%
+20,539
New +$1.09M
IQ icon
793
CALL
iQIYI
IQ
$1.26B
$1.1M 0.02%
+150,700
New +$1.03M
XLF icon
794
PUT
State Street Financial Select Sector SPDR ETF
XLF
$58B
$1.09M 0.02%
34,000
+4,400
+15% +$153K
SE icon
795
CALL
Sea Limited
SE
$68.1B
$1.09M 0.02%
12,600
-7,800
-38% -$533K
DAL icon
796
Delta Air Lines
DAL
$60.2B
$1.09M 0.02%
31,226
-9,256
-23% -$343K
LYB icon
797
LyondellBasell Industries
LYB
$19.6B
$1.09M 0.02%
11,575
+8,126
+236% +$756K
MRO
798
DELISTED
Marathon Oil Corporation
MRO
$1.08M 0.02%
45,233
+27,978
+162% +$715K
PENN icon
799
PUT
PENN Entertainment
PENN
$2.67B
$1.08M 0.02%
36,500
-8,000
-18% -$248K
DRI icon
800
Darden Restaurants
DRI
$23.6B
$1.08M 0.02%
+6,976
New +$1.03M
30 31
32
33 34

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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.