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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
CLFD icon
926
Clearfield
CLFD
$436M
$847K 0.02%
+18,194
New +$1.17M
INTU icon
927
PUT
Intuit
INTU
$87.1B
$847K 0.02%
1,900
-400
-17% -$164K
FLR icon
928
CALL
Fluor
FLR
$7.01B
$847K 0.02%
+27,400
New +$942K
FFIV icon
929
PUT
F5
FFIV
$23.1B
$845K 0.02%
5,800
+3,000
+107% +$433K
MKC icon
930
CALL
McCormick & Company Non-Voting
MKC
$13.9B
$840K 0.02%
10,100
+6,400
+173% +$488K
BXP icon
931
PUT
Boston Properties
BXP
$11.2B
$839K 0.02%
15,500
+4,100
+36% +$268K
FIVN icon
932
PUT
FIVE9
FIVN
$2.22B
$839K 0.02%
11,600
+4,800
+71% +$343K
FTCH
933
PUT
DELISTED
Farfetch Limited Class A Ordinary Shares
FTCH
$838K 0.02%
170,600
+148,100
+658% +$804K
GIS icon
934
CALL
General Mills
GIS
$19.2B
$838K 0.02%
9,800
-1,400
-13% -$112K
APD icon
935
Air Products & Chemicals
APD
$65.2B
$832K 0.02%
+2,896
New +$845K
UMC icon
936
United Microelectronic
UMC
$46.9B
$831K 0.02%
94,886
+69,548
+274% +$563K
FTSM icon
937
First Trust Enhanced Short Maturity ETF
FTSM
$6.5B
$830K 0.02%
+13,954
New +$831K
NXST icon
938
CALL
Nexstar Media Group
NXST
$5.88B
$829K 0.02%
+4,800
New +$884K
ADM icon
939
CALL
Archer Daniels Midland
ADM
$37.6B
$828K 0.02%
+10,400
New +$849K
TEVA icon
940
Teva Pharmaceuticals
TEVA
$40.2B
$827K 0.02%
93,457
-14,005
-13% -$138K
APPS icon
941
PUT
Digital Turbine
APPS
$1.09B
$826K 0.02%
66,800
+26,500
+66% +$356K
KKR icon
942
PUT
KKR & Co
KKR
$95.7B
$825K 0.02%
+15,700
New +$843K
IJH icon
943
iShares Core S&P Mid-Cap ETF
IJH
$124B
$824K 0.02%
16,475
+12,040
+271% +$613K
WMB icon
944
Williams Companies
WMB
$86.1B
$823K 0.02%
+27,546
New +$851K
FNV icon
945
Franco-Nevada
FNV
$41.4B
$822K 0.02%
5,637
+3,726
+195% +$519K
AZO icon
946
AutoZone
AZO
$48.8B
$821K 0.02%
334
+141
+73% +$344K
FLR icon
947
PUT
Fluor
FLR
$7.01B
$819K 0.02%
+26,500
New +$911K
EMN icon
948
PUT
Eastman Chemical
EMN
$8.23B
$818K 0.02%
9,700
+1,900
+24% +$163K
DG icon
949
Dollar General
DG
$28.2B
$818K 0.02%
+3,887
New +$873K
U icon
950
Unity
U
$14.6B
$814K 0.02%
+25,092
New +$807K
36 37
38
39 40

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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.