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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
MCK icon
126
CALL
McKesson
MCK
$100B
$8.47M 0.17%
23,800
+19,000
+396% +$6.86M
TSN icon
127
PUT
Tyson Foods
TSN
$20.4B
$8.46M 0.17%
142,600
+50,600
+55% +$3.11M
WM icon
128
CALL
Waste Management
WM
$90.6B
$8.44M 0.17%
51,700
+41,300
+397% +$6.33M
LLY icon
129
PUT
Eli Lilly
LLY
$1.02T
$8.28M 0.17%
24,100
+12,000
+99% +$4.05M
TJX icon
130
PUT
TJX Companies
TJX
$174B
$8.23M 0.17%
105,000
+88,500
+536% +$6.96M
TSM icon
131
PUT
TSMC
TSM
$2.1T
$8.2M 0.16%
88,100
-3,200
-4% -$287K
NSC icon
132
Norfolk Southern
NSC
$75.4B
$8.16M 0.16%
38,495
+34,428
+847% +$7.97M
JD icon
133
PUT
JD.com
JD
$44.6B
$8.1M 0.16%
184,600
+161,900
+713% +$8.36M
CRWD icon
134
PUT
CrowdStrike
CRWD
$194B
$8.1M 0.16%
236,000
+31,200
+15% +$902K
ABNB icon
135
PUT
Airbnb
ABNB
$89.9B
$8.05M 0.16%
64,700
-55,000
-46% -$6.28M
AXP icon
136
American Express
AXP
$227B
$8.01M 0.16%
48,575
+40,581
+508% +$6.73M
PG icon
137
CALL
Procter & Gamble
PG
$336B
$7.98M 0.16%
53,700
+22,700
+73% +$3.24M
SEDG icon
138
PUT
SolarEdge
SEDG
$2.51B
$7.96M 0.16%
+26,200
New +$7.99M
MCD icon
139
McDonald's
MCD
$192B
$7.92M 0.16%
28,324
+27,183
+2,382% +$7.28M
DVN icon
140
CALL
Devon Energy
DVN
$52.1B
$7.9M 0.16%
156,100
-69,400
-31% -$3.95M
WFC icon
141
Wells Fargo
WFC
$261B
$7.89M 0.16%
+211,203
New +$9.21M
COST icon
142
PUT
Costco
COST
$422B
$7.85M 0.16%
15,800
+100
+0.6% +$49K
AVGO icon
143
CALL
Broadcom
AVGO
$1.85T
$7.76M 0.16%
121,000
+85,000
+236% +$5.11M
MRNA icon
144
Moderna
MRNA
$21.8B
$7.74M 0.16%
50,426
+9,813
+24% +$1.62M
T icon
145
CALL
AT&T
T
$159B
$7.59M 0.15%
394,500
+245,100
+164% +$4.68M
JNJ icon
146
Johnson & Johnson
JNJ
$618B
$7.59M 0.15%
48,955
+45,287
+1,235% +$7.31M
T icon
147
PUT
AT&T
T
$159B
$7.58M 0.15%
393,700
+216,800
+123% +$4.14M
DG icon
148
CALL
Dollar General
DG
$28B
$7.58M 0.15%
36,000
+23,500
+188% +$5.28M
MU icon
149
CALL
Micron Technology
MU
$930B
$7.56M 0.15%
125,300
+38,700
+45% +$2.27M
V icon
150
Visa
V
$684B
$7.44M 0.15%
33,000
+31,488
+2,083% +$7.01M
4 5
6
7 8

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NOCM
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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.