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TSS

Two Sigma Securities Portfolio holdings

AUM $1.16B
1-Year Est. Return 36.23%
This Fund
S&P 500
This Quarter Est. Return
+12.51%
1 Year Est. Return
+36.23%
3 Year Est. Return
+108.69%
5 Year Est. Return
+124.54%
10 Year Est. Return
+352.99%
AUM
$4.99B
AUM Growth
+$1.65B
Cap. Flow
+$446M
Cap. Flow %
8.95%
Top 10 Hldgs %
10.27%
Holding
3,526
New
997
Increased
864
Reduced
690
Closed
941

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 Miscellaneous 81.36%
2 Technology 4.3%
3 Consumer Discretionary 3.98%
4 Financials 2.82%
5 Healthcare 1.48%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
EPP icon
1051
iShares MSCI Pacific ex Japan ETF
EPP
$2.24B
$693K 0.01%
+15,818
New +$704K
FCG icon
1052
First Trust Natural Gas ETF
FCG
$683M
$691K 0.01%
30,662
+20,378
+198% +$480K
SHLS icon
1053
Shoals Technologies Group
SHLS
$1.28B
$689K 0.01%
+30,212
New +$746K
LH icon
1054
PUT
Labcorp
LH
$26B
$688K 0.01%
3,492
-931
-21% -$192K
XLV icon
1055
State Street Health Care Select Sector SPDR ETF
XLV
$43.7B
$686K 0.01%
5,298
-11,550
-69% -$1.51M
NBR icon
1056
PUT
Nabors Industries
NBR
$1.3B
$683K 0.01%
+5,600
New +$848K
WGO icon
1057
CALL
Winnebago Industries
WGO
$747M
$681K 0.01%
11,800
+7,600
+181% +$464K
TXRH icon
1058
PUT
Texas Roadhouse
TXRH
$11B
$681K 0.01%
+6,300
New +$645K
ABEV icon
1059
Ambev
ABEV
$45.3B
$679K 0.01%
+240,643
New +$630K
BG icon
1060
PUT
Bunge Global
BG
$22.2B
$678K 0.01%
7,100
-15,400
-68% -$1.5M
VMC icon
1061
Vulcan Materials
VMC
$31.2B
$676K 0.01%
+3,943
New +$700K
DUK icon
1062
CALL
Duke Energy
DUK
$91.6B
$675K 0.01%
7,000
-500
-7% -$49.4K
DECK icon
1063
CALL
Deckers Outdoor
DECK
$10.7B
$674K 0.01%
9,000
-10,200
-53% -$713K
CNQ icon
1064
Canadian Natural Resources
CNQ
$102B
$674K 0.01%
24,344
+4,632
+23% +$131K
AZN icon
1065
PUT
AstraZeneca
AZN
$258B
$673K 0.01%
4,850
-2,500
-34% -$336K
PFG icon
1066
Principal Financial Group
PFG
$25.2B
$673K 0.01%
9,051
+2,096
+30% +$178K
ENTG icon
1067
PUT
Entegris
ENTG
$21.7B
$672K 0.01%
8,200
+1,200
+17% +$97.2K
MNDY icon
1068
CALL
monday.com
MNDY
$3.6B
$671K 0.01%
+4,700
New +$635K
VALE icon
1069
Vale
VALE
$60.5B
$670K 0.01%
42,470
+6,175
+17% +$105K
SMG icon
1070
CALL
ScottsMiracle-Gro
SMG
$3.05B
$670K 0.01%
9,600
-16,200
-63% -$1.17M
XSLV icon
1071
Invesco S&P SmallCap Low Volatility ETF
XSLV
$244M
$667K 0.01%
+15,745
New +$714K
FTNT icon
1072
PUT
Fortinet
FTNT
$125B
$665K 0.01%
10,000
+300
+3% +$17.1K
CFLT
1073
CALL
DELISTED
Confluent
CFLT
$664K 0.01%
+27,600
New +$640K
CP icon
1074
Canadian Pacific Kansas City
CP
$76.9B
$663K 0.01%
+8,615
New +$665K
ICSH icon
1075
iShares Ultra Short Duration Bond Active ETF
ICSH
$8.83B
$662K 0.01%
13,183
-6,300
-32% -$316K
41 42
43
44 45

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CIA
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OWA
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FFS
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MFA
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PGCM
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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 $446M of net new capital in Q1 2023, opening 997 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 Miscellaneous at 81% of assets, down from 85% a quarter earlier, followed by Technology and Consumer Discretionary.

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 997 new positions and closed 941 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.