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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
SCZ icon
1326
iShares MSCI EAFE Small-Cap ETF
SCZ
$13.5B
$456K 0.01%
7,670
+3,306
+76% +$196K
CHGG icon
1327
CALL
Chegg
CHGG
$115M
$456K 0.01%
28,000
+19,700
+237% +$368K
KIE icon
1328
State Street SPDR S&P Insurance ETF
KIE
$641M
$455K 0.01%
+11,562
New +$482K
CFLT
1329
PUT
DELISTED
Confluent
CFLT
$455K 0.01%
+18,900
New +$438K
EGO icon
1330
Eldorado Gold
EGO
$8.3B
$454K 0.01%
43,822
+1,745
+4% +$16.3K
WST icon
1331
West Pharmaceutical
WST
$24.5B
$454K 0.01%
+1,309
New +$382K
CPNG icon
1332
PUT
Coupang
CPNG
$30.1B
$453K 0.01%
28,300
+12,600
+80% +$195K
NICE icon
1333
Nice
NICE
$6.05B
$452K 0.01%
1,975
-647
-25% -$136K
GTLS
1334
PUT
DELISTED
Chart Industries
GTLS
$451K 0.01%
3,600
-600
-14% -$77.2K
LHX icon
1335
CALL
L3Harris
LHX
$53.1B
$451K 0.01%
2,300
+1,300
+130% +$266K
PAAS icon
1336
Pan American Silver
PAAS
$18.9B
$451K 0.01%
+24,781
New +$426K
SMMU icon
1337
PIMCO Short Term Municipal Bond Active Exchange-Traded Fund
SMMU
$1.15B
$450K 0.01%
+9,040
New +$448K
SPMD icon
1338
State Street SPDR Portfolio S&P 400 Mid Cap ETF
SPMD
$18.8B
$449K 0.01%
+10,224
New +$458K
CINF icon
1339
PUT
Cincinnati Financial
CINF
$27.5B
$448K 0.01%
+4,000
New +$455K
BIG
1340
CALL
DELISTED
Big Lots, Inc.
BIG
$448K 0.01%
40,900
+3,000
+8% +$45.4K
LAZR
1341
DELISTED
Luminar Technologies
LAZR
$448K 0.01%
+4,603
New +$483K
UTHR icon
1342
CALL
United Therapeutics
UTHR
$22B
$448K 0.01%
2,000
-200
-9% -$49.3K
OVV icon
1343
CALL
Ovintiv
OVV
$16.8B
$447K 0.01%
12,400
-40,200
-76% -$1.77M
CWH icon
1344
PUT
Camping World
CWH
$676M
$447K 0.01%
21,400
-12,700
-37% -$296K
SHEL icon
1345
Shell
SHEL
$249B
$446K 0.01%
7,752
+1,213
+19% +$71.4K
MCHP icon
1346
Microchip Technology
MCHP
$43.8B
$446K 0.01%
+5,323
New +$424K
NSC icon
1347
CALL
Norfolk Southern
NSC
$76.7B
$445K 0.01%
2,100
+500
+31% +$116K
CBRL icon
1348
Cracker Barrel
CBRL
$1.28B
$445K 0.01%
3,913
-483
-11% -$52.8K
CG icon
1349
PUT
Carlyle Group
CG
$18.2B
$444K 0.01%
14,300
-11,200
-44% -$374K
NBIX icon
1350
Neurocrine Biosciences
NBIX
$16.9B
$443K 0.01%
4,381
+2,244
+105% +$234K
52 53
54
55 56

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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.