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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
BOIL icon
1526
ProShares Ultra Bloomberg Natural Gas
BOIL
$349M
$360K 0.01%
+499
New +$712K
BXMT icon
1527
Blackstone Mortgage Trust
BXMT
$2.38B
$360K 0.01%
20,162
+5,327
+36% +$114K
VRSN icon
1528
CALL
VeriSign
VRSN
$27B
$359K 0.01%
1,700
– –
SD icon
1529
CALL
SandRidge Energy
SD
$490M
$359K 0.01%
+24,900
New +$380K
LCID icon
1530
CALL
Lucid Motors
LCID
$2.58B
$359K 0.01%
4,460
-53,190
-92% -$4.73M
URTH icon
1531
iShares MSCI World ETF
URTH
$8.24B
$358K 0.01%
+3,044
New +$349K
VET icon
1532
Vermilion Energy
VET
$1.63B
$358K 0.01%
+27,583
New +$389K
SONO icon
1533
PUT
Sonos
SONO
$1.9B
$357K 0.01%
18,200
-6,500
-26% -$124K
TEL icon
1534
TE Connectivity
TEL
$62.4B
$357K 0.01%
2,722
-3,522
-56% -$446K
MGK icon
1535
Vanguard Morningstar Mega Cap Growth ETF
MGK
$34.1B
$356K 0.01%
8,715
-5,305
-38% -$201K
PCTY icon
1536
Paylocity
PCTY
$7.92B
$356K 0.01%
1,793
-2,166
-55% -$426K
SPWR
1537
CALL
DELISTED
SunPower Corporation Common Stock
SPWR
$356K 0.01%
25,700
+11,500
+81% +$180K
WIX icon
1538
WIX.com
WIX
$2.79B
$356K 0.01%
+3,563
New +$313K
HOLX
1539
CALL
DELISTED
Hologic
HOLX
$355K 0.01%
+4,400
New +$354K
PAG icon
1540
PUT
Penske Automotive Group
PAG
$14.3B
$355K 0.01%
2,500
-1,100
-31% -$146K
AAL icon
1541
CALL
American Airlines Group
AAL
$11.2B
$354K 0.01%
24,000
-483,300
-95% -$7.53M
AEO icon
1542
CALL
American Eagle Outfitters
AEO
$3.02B
$353K 0.01%
26,300
+3,000
+13% +$44K
HOPE icon
1543
Hope Bancorp
HOPE
$1.83B
$353K 0.01%
+35,957
New +$441K
MLCO icon
1544
PUT
Melco Resorts & Entertainment
MLCO
$2.24B
$353K 0.01%
27,700
-1,100
-4% -$14.2K
IHF icon
1545
iShares US Healthcare Providers ETF
IHF
$1.25B
$353K 0.01%
7,130
+745
+12% +$38.3K
KRE icon
1546
PUT
State Street SPDR S&P Regional Banking ETF
KRE
$4.73B
$351K 0.01%
8,000
-4,100
-34% -$233K
RMD icon
1547
CALL
ResMed
RMD
$32.4B
$350K 0.01%
+1,600
New +$347K
PLL
1548
DELISTED
Piedmont Lithium
PLL
$350K 0.01%
5,833
+893
+18% +$54.2K
WTW icon
1549
Willis Towers Watson
WTW
$31.7B
$350K 0.01%
1,506
+268
+22% +$64.8K
XRX icon
1550
CALL
Xerox
XRX
$411M
$350K 0.01%
+22,700
New +$367K
60 61
62
63 64

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OAM
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WFAL
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NOCM
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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.