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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
CG icon
1501
CALL
Carlyle Group
CG
$17.9B
$370K 0.01%
11,900
+1,500
+14% +$50K
COOP
1502
CALL
DELISTED
Mr. Cooper
COOP
$369K 0.01%
+9,000
New +$395K
JBHT icon
1503
PUT
JB Hunt Transport Services
JBHT
$25.8B
$368K 0.01%
2,100
-2,400
-53% -$436K
AWK icon
1504
American Water Works
AWK
$26.3B
$368K 0.01%
+2,514
New +$372K
GH icon
1505
Guardant Health
GH
$21.9B
$368K 0.01%
15,697
+5,244
+50% +$150K
AMP icon
1506
CALL
Ameriprise Financial
AMP
$49.4B
$368K 0.01%
+1,200
New +$393K
YUMC icon
1507
CALL
Yum China
YUMC
$16.3B
$368K 0.01%
+5,800
New +$350K
CFG icon
1508
CALL
Citizens Financial Group
CFG
$31.2B
$367K 0.01%
12,100
+4,200
+53% +$164K
CL icon
1509
Colgate-Palmolive
CL
$74.4B
$366K 0.01%
4,868
-2,174
-31% -$162K
NBR icon
1510
CALL
Nabors Industries
NBR
$1.18B
$366K 0.01%
+3,000
New +$454K
EWW icon
1511
iShares MSCI Mexico ETF
EWW
$1.98B
$365K 0.01%
6,137
-5,307
-46% -$302K
SPYM
1512
State Street SPDR Portfolio S&P 500 ETF
SPYM
$167B
$365K 0.01%
7,585
-16,183
-68% -$759K
SGEN
1513
CALL
DELISTED
Seagen Inc. Common Stock
SGEN
$364K 0.01%
+1,800
New +$289K
RMBS icon
1514
CALL
Rambus
RMBS
$10.7B
$364K 0.01%
+7,100
New +$305K
NTAP icon
1515
CALL
NetApp
NTAP
$37.1B
$364K 0.01%
+5,700
New +$368K
PPL
1516
PPL Corp
PPL
$26.2B
$364K 0.01%
13,089
+2,024
+18% +$57.3K
FND icon
1517
PUT
Floor & Decor
FND
$6.61B
$363K 0.01%
3,700
– –
FTCH
1518
CALL
DELISTED
Farfetch Limited Class A Ordinary Shares
FTCH
$363K 0.01%
+74,000
New +$402K
VBR icon
1519
Vanguard Morningstar Small-Cap Value ETF
VBR
$38B
$363K 0.01%
+2,286
New +$378K
RPD icon
1520
PUT
Rapid7
RPD
$751M
$363K 0.01%
7,900
-1,600
-17% -$68.1K
SJM icon
1521
CALL
J.M. Smucker
SJM
$12.7B
$362K 0.01%
2,300
-1,500
-39% -$228K
ITM icon
1522
VanEck Intermediate Muni ETF
ITM
$2.15B
$361K 0.01%
+7,768
New +$358K
MTZ icon
1523
MasTec
MTZ
$21.8B
$360K 0.01%
+3,815
New +$363K
VMC icon
1524
CALL
Vulcan Materials
VMC
$37.1B
$360K 0.01%
+2,100
New +$373K
PPLI
1525
People Inc
PPLI
$3.33B
$360K 0.01%
8,511
+2,640
+45% +$113K
59 60
61
62 63

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BCM
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OAM
Ophir Asset Management Sydney, Australia $859M AUM 59.08% 1-Year Est. Return
WFAL
Wedbush Fund Advisers, LLC Pasadena, California $863M AUM
NOCM
Night Owl Capital Management Greenwich, Connecticut $858M AUM 31.41% 1-Year Est. Return
QIM
Quest Investment Management Lake Oswego, Oregon $857M AUM 21.67% 1-Year Est. Return
OMG
One Madison Group New York $866M AUM 33.81% 1-Year Est. Return
MCM
Makena Capital Management Menlo Park, California $866M AUM 17.79% 1-Year Est. Return
EI
EAM Investors Solana Beach, California $866M AUM 377.14% 1-Year Est. Return

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.