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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
PWR icon
1151
CALL
Quanta Services
PWR
$104B
$583K 0.01%
3,500
+2,000
+133% +$308K
KNX icon
1152
Knight Transportation
KNX
$11.7B
$582K 0.01%
+10,284
New +$588K
SHEL icon
1153
PUT
Shell
SHEL
$249B
$581K 0.01%
10,100
-55,800
-85% -$3.28M
LUMN icon
1154
CALL
Lumen
LUMN
$6.91B
$581K 0.01%
219,200
-49,400
-18% -$199K
ORLY icon
1155
O'Reilly Automotive
ORLY
$74.9B
$581K 0.01%
10,260
+4,710
+85% +$258K
SU icon
1156
CALL
Suncor Energy
SU
$76.1B
$581K 0.01%
18,700
+4,800
+35% +$156K
ATI icon
1157
PUT
ATI
ATI
$27.3B
$580K 0.01%
14,700
+200
+1% +$7.55K
DT icon
1158
PUT
Dynatrace
DT
$13.3B
$580K 0.01%
13,700
-4,800
-26% -$194K
WOLF icon
1159
Wolfspeed
WOLF
$1.41B
$578K 0.01%
8,905
+315
+4% +$23K
NU icon
1160
CALL
Nu Holdings
NU
$69.2B
$577K 0.01%
121,300
+102,000
+528% +$455K
IP icon
1161
CALL
International Paper
IP
$22.4B
$577K 0.01%
+16,000
New +$593K
STIP icon
1162
iShares 0-5 Year TIPS Bond ETF
STIP
$15.8B
$577K 0.01%
+5,813
New +$568K
CLFD icon
1163
CALL
Clearfield
CLFD
$459M
$573K 0.01%
+12,300
New +$792K
CDNS icon
1164
Cadence Design Systems
CDNS
$93.8B
$573K 0.01%
+2,727
New +$516K
AMBA icon
1165
CALL
Ambarella
AMBA
$3.61B
$573K 0.01%
7,400
+2,600
+54% +$223K
NSC icon
1166
PUT
Norfolk Southern
NSC
$76.7B
$572K 0.01%
2,700
-600
-18% -$139K
CHKP icon
1167
CALL
Check Point Software Technologies
CHKP
$12.7B
$572K 0.01%
4,400
-1,100
-20% -$140K
GH icon
1168
PUT
Guardant Health
GH
$21.4B
$572K 0.01%
+24,400
New +$697K
CWH icon
1169
CALL
Camping World
CWH
$676M
$572K 0.01%
27,400
+2,500
+10% +$58.4K
IIPR icon
1170
CALL
Innovative Industrial Properties
IIPR
$1.75B
$570K 0.01%
7,500
+5,300
+241% +$468K
WDFC icon
1171
PUT
WD-40
WDFC
$3.17B
$570K 0.01%
3,200
-2,200
-41% -$380K
FXN icon
1172
First Trust Energy AlphaDEX Fund
FXN
$374M
$569K 0.01%
+36,686
New +$602K
MUFG icon
1173
Mitsubishi UFJ Financial
MUFG
$246B
$569K 0.01%
89,094
+17,842
+25% +$125K
GPN icon
1174
CALL
Global Payments
GPN
$24.1B
$568K 0.01%
5,400
-5,300
-50% -$574K
ALGN icon
1175
PUT
Align Technology
ALGN
$12.4B
$568K 0.01%
+1,700
New +$502K
45 46
47
48 49

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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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EI
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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.