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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
ASML icon
176
CALL
ASML
ASML
$626B
$6.67M 0.13%
9,800
+9,300
+1,860% +$5.97M
ORCL icon
177
PUT
Oracle
ORCL
$374B
$6.66M 0.13%
71,700
+54,000
+305% +$4.74M
RIVN icon
178
PUT
Rivian
RIVN
$22B
$6.66M 0.13%
430,000
-44,700
-9% -$755K
PYPL icon
179
CALL
PayPal
PYPL
$48.9B
$6.58M 0.13%
86,600
-369,400
-81% -$28.5M
MS icon
180
Morgan Stanley
MS
$331B
$6.56M 0.13%
74,719
+54,231
+265% +$5.06M
LOW icon
181
PUT
Lowe's Companies
LOW
$117B
$6.56M 0.13%
32,800
+14,900
+83% +$3.03M
AMGN icon
182
PUT
Amgen
AMGN
$208B
$6.5M 0.13%
+26,900
New +$6.6M
EEM icon
183
iShares MSCI Emerging Markets ETF
EEM
$28.8B
$6.4M 0.13%
162,102
+69,505
+75% +$2.76M
JNJ icon
184
CALL
Johnson & Johnson
JNJ
$618B
$6.39M 0.13%
41,200
-137,600
-77% -$22.2M
NOW icon
185
ServiceNow
NOW
$115B
$6.37M 0.13%
+68,510
New +$5.97M
UPS icon
186
PUT
United Parcel Service
UPS
$88.6B
$6.3M 0.13%
32,500
+19,600
+152% +$3.6M
CAT icon
187
CALL
Caterpillar
CAT
$375B
$6.29M 0.13%
27,500
+19,600
+248% +$4.74M
ABNB icon
188
Airbnb
ABNB
$89.9B
$6.29M 0.13%
50,544
+32,588
+181% +$3.72M
TMO icon
189
PUT
Thermo Fisher Scientific
TMO
$213B
$6.28M 0.13%
10,900
+4,500
+70% +$2.54M
PANW icon
190
PUT
Palo Alto Networks
PANW
$270B
$6.19M 0.12%
62,000
+41,400
+201% +$3.51M
WMT icon
191
Walmart Inc
WMT
$885B
$6.13M 0.12%
124,635
+108,297
+663% +$5.14M
WFC icon
192
PUT
Wells Fargo
WFC
$261B
$6.12M 0.12%
163,700
+87,900
+116% +$3.83M
WBD icon
193
CALL
Warner Bros
WBD
$65.9B
$6.11M 0.12%
404,900
+101,400
+33% +$1.44M
STX icon
194
CALL
Seagate
STX
$194B
$6.11M 0.12%
92,400
-700
-0.8% -$44.6K
EEM icon
195
PUT
iShares MSCI Emerging Markets ETF
EEM
$28.8B
$6.05M 0.12%
+153,400
New +$6.1M
UBER icon
196
CALL
Uber
UBER
$143B
$6.03M 0.12%
190,100
+7,000
+4% +$222K
OXY icon
197
PUT
Occidental Petroleum
OXY
$56.8B
$6.01M 0.12%
96,200
-98,400
-51% -$6.11M
WYNN icon
198
PUT
Wynn Resorts
WYNN
$10.3B
$6M 0.12%
53,600
+21,100
+65% +$2.21M
UNP icon
199
PUT
Union Pacific
UNP
$174B
$5.96M 0.12%
29,600
+20,200
+215% +$4.09M
CVS icon
200
CALL
CVS Health
CVS
$133B
$5.93M 0.12%
79,800
+36,400
+84% +$3.05M
6 7
8
9 10

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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.