We are live on
!
Find out more
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 | |
|---|---|---|---|---|---|---|
|
DCP
876
DELISTED
DCP Midstream, LP
DCP
| $920K | 0.02% |
22,060
+16,482
| +295% | +$686K |
|
877
iShares Russell 2000 Value ETF
IWN
$14.5B
| $920K | 0.02% |
6,716
+1,866
| +38% | +$270K |
|
878
VanEck Gold Miners ETF
GDX
$23.2B
| $916K | 0.02% |
28,313
+16,267
| +135% | +$492K |
|
879
PUT
Paycom
PAYC
$7.86B
| $912K | 0.02% |
+3,000
| New | +$903K |
|
880
PUT
Palantir
PLTR
$301B
| $906K | 0.02% |
107,200
+7,000
| +7% | +$54.8K |
|
881
Cleveland-Cliffs
CLF
$6.4B
| $904K | 0.02% |
49,339
+38,762
| +366% | +$768K |
|
|
AMJ
882
DELISTED
JP Morgan Alerian MLP Index ETN 5/24/24
AMJ
| $904K | 0.02% |
+40,739
| New | +$920K |
|
883
PUT
Genuine Parts
GPC
$17.7B
| $903K | 0.02% |
5,400
+3,000
| +125% | +$506K |
|
|
FISV
884
Fiserv Inc
FISV
$29B
| $903K | 0.02% |
7,990
+5,890
| +280% | +$648K |
|
|
AYX
885
PUT
DELISTED
Alteryx Inc
AYX
| $894K | 0.02% |
+15,200
| New | +$886K |
|
886
PUT
Annaly Capital Management
NLY
$17.2B
| $894K | 0.02% |
46,800
+3,200
| +7% | +$67.5K |
|
887
PUT
Teradyne
TER
$57.3B
| $892K | 0.02% |
8,300
+300
| +4% | +$30.7K |
|
888
CALL
AvalonBay Communities
AVB
$27B
| $891K | 0.02% |
5,300
-4,400
| -45% | -$751K |
|
889
CALL
Zebra Technologies
ZBRA
$13.9B
| $890K | 0.02% |
2,800
-1,400
| -33% | -$423K |
|
890
iShares US Treasury Bond ETF
GOVT
$43.5B
| $890K | 0.02% |
38,071
-6,067
| -14% | -$140K |
|
891
CALL
Williams-Sonoma
WSM
$28.2B
| $888K | 0.02% |
14,600
+5,800
| +66% | +$362K |
|
892
PUT
SSR Mining
SSRM
$5.6B
| $888K | 0.02% |
+58,700
| New | +$894K |
|
893
CALL
Moody's
MCO
$83.7B
| $887K | 0.02% |
2,900
+900
| +45% | +$272K |
|
894
CALL
AGNC Investment
AGNC
$12.4B
| $884K | 0.02% |
87,700
-67,400
| -43% | -$733K |
|
|
GAP
895
CALL
The Gap Inc
GAP
$7.38B
| $883K | 0.02% |
87,900
+18,500
| +27% | +$225K |
|
896
CALL
Arthur J. Gallagher & Co
AJG
$63.7B
| $880K | 0.02% |
4,600
+3,300
| +254% | +$626K |
|
897
Fluor
FLR
$7.01B
| $878K | 0.02% |
28,416
+880
| +3% | +$30.3K |
|
898
CALL
Dave & Buster's
PLAY
$403M
| $876K | 0.02% |
+23,800
| New | +$950K |
|
899
CALL
Teladoc Health
TDOC
$1.21B
| $875K | 0.02% |
33,800
-84,000
| -71% | -$2.25M |
|
900
CALL
C.H. Robinson
CHRW
$17.3B
| $874K | 0.02% |
8,800
-6,000
| -41% | -$591K |
|
Similar funds
BCM
OAM
NOCM
QIM
RB
OMG
MCM
NEPWA
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.