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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
DBC icon
2076
Invesco DB Commodity Index Tracking Fund
DBC
$1.63B
$205K ﹤0.01%
+8,644
New +$207K
DAUG icon
2077
FT Vest US Equity Deep Buffer ETF August
DAUG
$373M
$205K ﹤0.01%
+6,381
New +$202K
QDEL icon
2078
CALL
QuidelOrtho
QDEL
$1.2B
$205K ﹤0.01%
2,300
-200
-8% -$17.4K
BXC icon
2079
PUT
BlueLinx
BXC
$502M
$204K ﹤0.01%
3,000
-1,000
-25% -$80.9K
UTG icon
2080
Reaves Utility Income Fund
UTG
$3.58B
$204K ﹤0.01%
+7,175
New +$206K
NNDM
2081
Nano Dimension
NNDM
$333M
$204K ﹤0.01%
+70,457
New +$189K
CUBE icon
2082
CubeSmart
CUBE
$9.48B
$203K ﹤0.01%
+4,391
New +$197K
WEX icon
2083
WEX
WEX
$6.45B
$202K ﹤0.01%
1,101
-210
-16% -$38.3K
NVRO
2084
CALL
DELISTED
NEVRO CORP.
NVRO
$202K ﹤0.01%
+5,600
New +$197K
SHW icon
2085
PUT
Sherwin-Williams
SHW
$87.8B
$202K ﹤0.01%
+900
New +$206K
HBAN icon
2086
Huntington Bancshares
HBAN
$35.5B
$202K ﹤0.01%
+18,061
New +$251K
OGN icon
2087
PUT
Organon & Co
OGN
$3.56B
$202K ﹤0.01%
+8,600
New +$231K
EPR icon
2088
PUT
EPR Properties
EPR
$4.69B
$202K ﹤0.01%
+5,300
New +$211K
FAZ
2089
Direxion Daily Financial Bear 3x ETF
FAZ
$85.5M
$202K ﹤0.01%
+9,158
New +$202K
THG icon
2090
Hanover Insurance
THG
$7.94B
$202K ﹤0.01%
1,570
-363
-19% -$48.8K
XLP icon
2091
CALL
State Street Consumer Staples Select Sector SPDR ETF
XLP
$14.9B
$202K ﹤0.01%
2,700
-900
-25% -$65.8K
UTHR icon
2092
PUT
United Therapeutics
UTHR
$22B
$202K ﹤0.01%
900
-3,600
-80% -$887K
AN icon
2093
CALL
AutoNation
AN
$7.13B
$202K ﹤0.01%
1,500
-6,000
-80% -$770K
MCHP icon
2094
PUT
Microchip Technology
MCHP
$43.8B
$201K ﹤0.01%
2,400
-2,400
-50% -$191K
DHR.PRB
2095
DELISTED
Danaher Corporation 5.00% Mandatory Convertible Preferred Stock, Series B
DHR.PRB
$200K ﹤0.01%
+157
New +$204K
ENVX icon
2096
Enovix
ENVX
$960M
$200K ﹤0.01%
+15,307
New +$126K
LMND icon
2097
Lemonade
LMND
$4.18B
$200K ﹤0.01%
+14,003
New +$213K
HMY icon
2098
Harmony Gold Mining
HMY
$10.5B
$198K ﹤0.01%
+48,363
New +$172K
CARG icon
2099
CALL
CarGurus
CARG
$3.34B
$198K ﹤0.01%
+10,600
New +$180K
CHGG icon
2100
Chegg
CHGG
$115M
$198K ﹤0.01%
+12,126
New +$227K
82 83
84
85 86

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BCM
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OAM
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NOCM
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QIM
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RB
Rodgers Brothers Harmony, Pennsylvania $866M AUM 30.05% 1-Year Est. Return
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.