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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
(+50%)
Cap. Flow
+$1.36B
Cap. Flow
% of AUM
27.35%
Top 10 Holdings %
Top 10 Hldgs %
10.27%
Holding
3,526
New
998
Increased
864
Reduced
690
Closed
943
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
State Street SPDR S&P 500 ETF Trust
SPY
|
+$39.5M |
| 2 |
Tesla
TSLA
|
+$38M |
| 3 |
Apple
AAPL
|
+$24.5M |
| 4 |
Microsoft
MSFT
|
+$20.5M |
| 5 |
JPMorgan Chase
JPM
|
+$18.7M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares 1-3 Year Treasury Bond ETF
SHY
|
+$8.37M |
| 2 |
Roku
ROKU
|
+$7.34M |
| 3 |
JPMorgan Ultra-Short Income ETF
JPST
|
+$7.08M |
| 4 |
iShares Core MSCI EAFE ETF
IEFA
|
+$6.54M |
| 5 |
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 | |
|---|---|---|---|---|---|---|
276
CALL
Kohl's
KSS
$2.17B
| $4.38M | 0.09% |
+186,000
| New | +$5.25M |
|
277
Enphase Energy
ENPH
$4.96B
| $4.32M | 0.09% |
20,544
+239
| +1% | +$51.8K |
|
278
PUT
Ford
F
$58.5B
| $4.31M | 0.09% |
342,300
+245,600
| +254% | +$3.08M |
|
279
CALL
NIO
NIO
$12.2B
| $4.3M | 0.09% |
409,600
+361,400
| +750% | +$3.69M |
|
280
Lowe's Companies
LOW
$117B
| $4.3M | 0.09% |
+21,500
| New | +$4.37M |
|
281
PUT
Marvell Technology
MRVL
$168B
| $4.3M | 0.09% |
99,200
+28,900
| +41% | +$1.22M |
|
282
CALL
Thermo Fisher Scientific
TMO
$213B
| $4.27M | 0.09% |
7,400
-900
| -11% | -$507K |
|
283
CALL
Unity
U
$13.8B
| $4.26M | 0.09% |
131,300
+20,000
| +18% | +$643K |
|
284
PUT
Antero Resources
AR
$11.1B
| $4.25M | 0.09% |
184,100
+135,400
| +278% | +$3.57M |
|
285
CALL
Best Buy
BBY
$18.2B
| $4.25M | 0.09% |
54,300
+26,600
| +96% | +$2.19M |
|
286
PUT
VanEck Semiconductor ETF
SMH
$65.2B
| $4.21M | 0.08% |
+32,000
| New | +$3.84M |
|
287
PUT
Freeport-McMoran
FCX
$90B
| $4.19M | 0.08% |
102,300
+37,500
| +58% | +$1.56M |
|
288
Oracle
ORCL
$374B
| $4.13M | 0.08% |
44,410
+4,246
| +11% | +$372K |
|
289
Booking.com
BKNG
$149B
| $4.11M | 0.08% |
38,725
+9,000
| +30% | +$876K |
|
290
WisdomTree Floating Rate Treasury Fund
USFR
$18.1B
| $4.11M | 0.08% |
+81,721
| New | +$4.11M |
|
291
PUT
HP
HPQ
$24.9B
| $4.1M | 0.08% |
139,800
+19,800
| +17% | +$568K |
|
292
PUT
Devon Energy
DVN
$52.1B
| $4.09M | 0.08% |
80,900
-53,500
| -40% | -$3.05M |
|
293
PUT
Warner Bros
WBD
$65.9B
| $4.07M | 0.08% |
269,800
-245,800
| -48% | -$3.5M |
|
294
CALL
Kraft Heinz
KHC
$30.7B
| $4.06M | 0.08% |
104,900
+800
| +0.8% | +$31.7K |
|
295
CALL
Advance Auto Parts
AAP
$3.35B
| $4.05M | 0.08% |
33,300
+25,800
| +344% | +$3.61M |
|
296
CALL
Bristol-Myers Squibb
BMY
$133B
| $4.03M | 0.08% |
58,100
-38,200
| -40% | -$2.69M |
|
|
297
Antero Resources
AR
$11.1B
| $4.01M | 0.08% |
173,668
+145,034
| +507% | +$3.82M |
|
298
PUT
Affirm
AFRM
$23.9B
| $4M | 0.08% |
355,100
-265,800
| -43% | -$3.35M |
|
|
299
PUT
Advance Auto Parts
AAP
$3.35B
| $3.99M | 0.08% |
32,800
+25,100
| +326% | +$3.51M |
|
|
DOCU
300
PUT
DocuSign
DOCU
$10.5B
| $3.98M | 0.08% |
68,300
-32,200
| -32% | -$1.92M |
|
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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.