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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 | |
|---|---|---|---|---|---|---|
1051
iShares MSCI Pacific ex Japan ETF
EPP
$2.25B
| $693K | 0.01% |
+15,818
| New | +$704K |
|
1052
First Trust Natural Gas ETF
FCG
$626M
| $691K | 0.01% |
30,662
+20,378
| +198% | +$480K |
|
1053
Shoals Technologies Group
SHLS
$1.48B
| $689K | 0.01% |
+30,212
| New | +$746K |
|
1054
PUT
Labcorp
LH
$24.7B
| $688K | 0.01% |
3,492
-931
| -21% | -$192K |
|
1055
State Street Health Care Select Sector SPDR ETF
XLV
$41.6B
| $686K | 0.01% |
5,298
-11,550
| -69% | -$1.51M |
|
1056
PUT
Nabors Industries
NBR
$1.26B
| $683K | 0.01% |
+5,600
| New | +$848K |
|
1057
CALL
Winnebago Industries
WGO
$893M
| $681K | 0.01% |
11,800
+7,600
| +181% | +$464K |
|
1058
PUT
Texas Roadhouse
TXRH
$13.9B
| $681K | 0.01% |
+6,300
| New | +$645K |
|
1059
Ambev
ABEV
$47.1B
| $679K | 0.01% |
+240,643
| New | +$630K |
|
1060
PUT
Bunge Global
BG
$20.4B
| $678K | 0.01% |
7,100
-15,400
| -68% | -$1.5M |
|
1061
Vulcan Materials
VMC
$36.7B
| $676K | 0.01% |
+3,943
| New | +$700K |
|
1062
CALL
Duke Energy
DUK
$95.9B
| $675K | 0.01% |
7,000
-500
| -7% | -$49.4K |
|
1063
CALL
Deckers Outdoor
DECK
$13.7B
| $674K | 0.01% |
9,000
-10,200
| -53% | -$713K |
|
1064
Canadian Natural Resources
CNQ
$96.3B
| $674K | 0.01% |
24,344
+4,632
| +23% | +$131K |
|
1065
PUT
AstraZeneca
AZN
$244B
| $673K | 0.01% |
4,850
-2,500
| -34% | -$336K |
|
1066
Principal Financial Group
PFG
$24.5B
| $673K | 0.01% |
9,051
+2,096
| +30% | +$178K |
|
1067
PUT
Entegris
ENTG
$20.8B
| $672K | 0.01% |
8,200
+1,200
| +17% | +$97.2K |
|
1068
CALL
monday.com
MNDY
$3.83B
| $671K | 0.01% |
+4,700
| New | +$635K |
|
1069
Vale
VALE
$63.3B
| $670K | 0.01% |
42,470
+6,175
| +17% | +$105K |
|
1070
CALL
ScottsMiracle-Gro
SMG
$3.88B
| $670K | 0.01% |
9,600
-16,200
| -63% | -$1.17M |
|
1071
Invesco S&P SmallCap Low Volatility ETF
XSLV
$249M
| $667K | 0.01% |
+15,745
| New | +$714K |
|
1072
PUT
Fortinet
FTNT
$123B
| $665K | 0.01% |
10,000
+300
| +3% | +$17.1K |
|
|
CFLT
1073
CALL
DELISTED
Confluent
CFLT
| $664K | 0.01% |
+27,600
| New | +$640K |
|
1074
Canadian Pacific Kansas City
CP
$79.2B
| $663K | 0.01% |
+8,615
| New | +$665K |
|
1075
iShares Ultra Short Duration Bond Active ETF
ICSH
$8.12B
| $662K | 0.01% |
13,183
-6,300
| -32% | -$316K |
|
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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.