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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
MGM icon
851
MGM Resorts International
MGM
$11.4B
$964K 0.02%
+21,711
New +$902K
UNP icon
852
Union Pacific
UNP
$173B
$962K 0.02%
+4,778
New +$968K
CACC icon
853
PUT
Credit Acceptance
CACC
$5.99B
$959K 0.02%
+2,200
New +$967K
POOL icon
854
PUT
Pool Corp
POOL
$7.11B
$959K 0.02%
2,800
+900
+47% +$319K
NUE icon
855
PUT
Nucor
NUE
$59.5B
$958K 0.02%
+6,200
New +$986K
ZBH icon
856
CALL
Zimmer Biomet
ZBH
$18.8B
$956K 0.02%
+7,400
New +$929K
XLU icon
857
State Street Utilities Select Sector SPDR ETF
XLU
$22.9B
$954K 0.02%
+28,190
New +$955K
SAM icon
858
PUT
Boston Beer
SAM
$1.94B
$953K 0.02%
2,900
-3,300
-53% -$1.14M
COF icon
859
Capital One
COF
$134B
$950K 0.02%
+9,879
New +$1.03M
FUTU icon
860
CALL
Futu Holdings
FUTU
$15B
$949K 0.02%
18,300
+3,100
+20% +$151K
PEN icon
861
PUT
Penumbra
PEN
$12.7B
$948K 0.02%
3,400
+1,800
+113% +$459K
AVB icon
862
AvalonBay Communities
AVB
$27B
$946K 0.02%
+5,631
New +$961K
XBI icon
863
CALL
State Street SPDR S&P Biotech ETF
XBI
$9.62B
$945K 0.02%
12,400
-88,800
-88% -$7.37M
BKR icon
864
CALL
Baker Hughes
BKR
$60.4B
$944K 0.02%
32,700
+22,000
+206% +$665K
FREL icon
865
Fidelity MSCI Real Estate Index ETF
FREL
$1.5B
$943K 0.02%
+37,846
New +$977K
VTLE
866
CALL
DELISTED
Vital Energy
VTLE
$943K 0.02%
20,700
+6,700
+48% +$335K
BALL icon
867
CALL
Ball Corp
BALL
$17.3B
$942K 0.02%
17,100
-5,200
-23% -$289K
CMCSA icon
868
PUT
Comcast
CMCSA
$87.2B
$940K 0.02%
24,800
+10,200
+70% +$386K
TSCO icon
869
CALL
Tractor Supply
TSCO
$16.8B
$940K 0.02%
20,000
-67,500
-77% -$3.07M
SCHD icon
870
Schwab US Dividend Equity ETF
SCHD
$104B
$933K 0.02%
+38,244
New +$956K
SPB icon
871
PUT
Spectrum Brands
SPB
$2.04B
$927K 0.02%
14,000
+9,300
+198% +$587K
THC icon
872
PUT
Tenet Healthcare
THC
$20.1B
$927K 0.02%
15,600
+10,300
+194% +$573K
MET icon
873
MetLife
MET
$62B
$926K 0.02%
+15,988
New +$1.08M
CAG icon
874
PUT
Conagra Brands
CAG
$7.14B
$924K 0.02%
24,600
+13,800
+128% +$511K
INVH icon
875
CALL
Invitation Homes
INVH
$18.1B
$921K 0.02%
29,500
-2,800
-9% -$87.7K
33 34
35
36 37

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OAM
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NOCM
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QIM
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RB
Rodgers Brothers Harmony, Pennsylvania $866M AUM 30.05% 1-Year Est. Return
OMG
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MCM
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NEPWA
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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.