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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
PCG icon
976
PG&E
PCG
$38.4B
$785K 0.02%
48,561
-38,073
-44% -$601K
BAX icon
977
Baxter International
BAX
$14.5B
$783K 0.02%
19,312
+9,696
+101% +$411K
GDX icon
978
PUT
VanEck Gold Miners ETF
GDX
$23.2B
$780K 0.02%
+24,100
New +$729K
CCK icon
979
CALL
Crown Holdings
CCK
$13B
$777K 0.02%
9,400
+3,100
+49% +$262K
CNQ icon
980
PUT
Canadian Natural Resources
CNQ
$96.7B
$775K 0.02%
28,000
-4,200
-13% -$119K
CPNG icon
981
CALL
Coupang
CPNG
$29.5B
$773K 0.02%
48,300
+32,000
+196% +$496K
INSP icon
982
PUT
Inspire Medical Systems
INSP
$1.5B
$772K 0.02%
3,300
+2,200
+200% +$556K
FFIV icon
983
CALL
F5
FFIV
$23.1B
$772K 0.02%
5,300
+2,500
+89% +$361K
ASAN icon
984
Asana
ASAN
$1.97B
$772K 0.02%
+36,532
New +$605K
SAIA icon
985
Saia
SAIA
$9.61B
$772K 0.02%
2,837
+1,789
+171% +$477K
SHAK icon
986
PUT
Shake Shack
SHAK
$2.61B
$771K 0.02%
13,900
+6,000
+76% +$331K
IBN icon
987
ICICI Bank
IBN
$109B
$770K 0.02%
+35,662
New +$744K
BUD icon
988
AB InBev
BUD
$166B
$768K 0.02%
11,514
-4,336
-27% -$262K
YETI icon
989
CALL
Yeti Holdings
YETI
$3.85B
$768K 0.02%
+19,200
New +$792K
C icon
990
Citigroup
C
$224B
$767K 0.02%
16,351
+4,000
+32% +$196K
VIRT icon
991
PUT
Virtu Financial
VIRT
$5.12B
$765K 0.02%
40,500
+29,000
+252% +$557K
LHX icon
992
PUT
L3Harris
LHX
$51.7B
$765K 0.02%
+3,900
New +$797K
BBWI icon
993
CALL
Bath & Body Works
BBWI
$4.23B
$765K 0.02%
+20,900
New +$876K
EAT icon
994
PUT
Brinker International
EAT
$9.66B
$764K 0.02%
20,100
+9,300
+86% +$352K
MO icon
995
CALL
Altria Group
MO
$114B
$759K 0.02%
17,000
-88,400
-84% -$4.06M
STLA icon
996
Stellantis
STLA
$21.3B
$758K 0.02%
41,694
+20,009
+92% +$334K
BNS icon
997
PUT
Scotiabank
BNS
$108B
$755K 0.02%
15,000
+10,100
+206% +$518K
PEN icon
998
CALL
Penumbra
PEN
$12.7B
$752K 0.02%
+2,700
New +$689K
SWK icon
999
CALL
Stanley Black & Decker
SWK
$14.8B
$749K 0.02%
9,300
-9,800
-51% -$825K
ABT icon
1000
CALL
Abbott
ABT
$185B
$749K 0.02%
7,400
-35,700
-83% -$3.77M
38 39
40
41 42

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NOCM
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QIM
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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.