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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
TSLA icon
76
CALL
Tesla
TSLA
$1.23T
$12.4M 0.25%
60,000
+25,700
+75% +$4.48M
AMGN icon
77
CALL
Amgen
AMGN
$208B
$12.3M 0.25%
50,700
+48,100
+1,850% +$11.8M
MA icon
78
Mastercard
MA
$502B
$12.2M 0.25%
+33,607
New +$12.2M
SBUX icon
79
CALL
Starbucks
SBUX
$120B
$12.1M 0.24%
116,500
+71,100
+157% +$7.4M
NFLX icon
80
PUT
Netflix
NFLX
$299B
$11.8M 0.24%
341,000
+120,000
+54% +$3.97M
AXP icon
81
PUT
American Express
AXP
$227B
$11.6M 0.23%
70,200
+59,900
+582% +$9.94M
BRK.B icon
82
PUT
Berkshire Hathaway Class B
BRK.B
$1.1T
$11.6M 0.23%
37,500
+2,200
+6% +$678K
BABA icon
83
Alibaba
BABA
$293B
$11.5M 0.23%
112,527
+26,082
+30% +$2.61M
MCD icon
84
CALL
McDonald's
MCD
$192B
$11.2M 0.22%
40,100
-3,400
-8% -$911K
DHR icon
85
CALL
Danaher
DHR
$137B
$11.1M 0.22%
49,745
+38,803
+355% +$8.83M
LLY icon
86
CALL
Eli Lilly
LLY
$1.02T
$11.1M 0.22%
32,300
+19,000
+143% +$6.41M
PYPL icon
87
PayPal
PYPL
$48.9B
$11M 0.22%
144,569
+26,350
+22% +$2.03M
KO icon
88
CALL
Coca-Cola
KO
$377B
$11M 0.22%
176,900
+39,900
+29% +$2.42M
DIS icon
89
CALL
Walt Disney
DIS
$167B
$11M 0.22%
109,400
+62,400
+133% +$6.29M
GS icon
90
Goldman Sachs
GS
$300B
$10.9M 0.22%
33,427
+22,458
+205% +$7.82M
XLE icon
91
PUT
State Street Energy Select Sector SPDR ETF
XLE
$39.6B
$10.9M 0.22%
264,000
-235,400
-47% -$10.1M
ADBE icon
92
PUT
Adobe
ADBE
$99.5B
$10.8M 0.22%
28,100
-18,800
-40% -$6.68M
JPM icon
93
PUT
JPMorgan Chase
JPM
$935B
$10.8M 0.22%
83,000
-10,400
-11% -$1.42M
NOW icon
94
PUT
ServiceNow
NOW
$115B
$10.8M 0.22%
116,000
+86,500
+293% +$7.53M
ZM icon
95
PUT
Zoom
ZM
$28.2B
$10.7M 0.21%
144,800
-38,000
-21% -$2.74M
BAC icon
96
CALL
Bank of America
BAC
$435B
$10.6M 0.21%
369,200
+180,000
+95% +$5.94M
UNH icon
97
CALL
UnitedHealth
UNH
$376B
$10.5M 0.21%
22,300
-11,500
-34% -$5.55M
XLE icon
98
CALL
State Street Energy Select Sector SPDR ETF
XLE
$39.6B
$10.5M 0.21%
252,600
-219,200
-46% -$9.37M
ORCL icon
99
CALL
Oracle
ORCL
$374B
$10.2M 0.2%
109,600
+92,700
+549% +$8.13M
LULU icon
100
lululemon athletica
LULU
$13.5B
$10.2M 0.2%
27,881
+18,312
+191% +$5.74M
2 3
4
5 6

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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.