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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 | |
|---|---|---|---|---|---|---|
1076
PUT
Helmerich & Payne
HP
$3.45B
| $661K | 0.01% |
+18,500
| New | +$798K |
|
1077
Direxion Daily FTSE China Bull 3X ETF
YINN
$754M
| $661K | 0.01% |
+13,915
| New | +$739K |
|
1078
iShares S&P 500 Value ETF
IVE
$49.8B
| $659K | 0.01% |
+4,345
| New | +$657K |
|
1079
CALL
Cracker Barrel
CBRL
$1.28B
| $659K | 0.01% |
+5,800
| New | +$634K |
|
1080
Xtrackers USD High Yield Corporate Bond ETF
HYLB
$3.48B
| $658K | 0.01% |
+18,938
| New | +$650K |
|
1081
PUT
General Mills
GIS
$19.3B
| $658K | 0.01% |
7,700
+4,900
| +175% | +$391K |
|
1082
Cloudflare
NET
$107B
| $658K | 0.01% |
+10,670
| New | +$583K |
|
1083
CALL
Freshpet
FRPT
$3.07B
| $655K | 0.01% |
9,900
+1,900
| +24% | +$117K |
|
1084
Coinbase
COIN
$39.8B
| $653K | 0.01% |
+9,660
| New | +$578K |
|
1085
CALL
DexCom
DXCM
$32.8B
| $651K | 0.01% |
+5,600
| New | +$627K |
|
1086
PUT
GlobalFoundries
GFS
$28.5B
| $650K | 0.01% |
+9,000
| New | +$569K |
|
1087
CALL
Halliburton
HAL
$27B
| $649K | 0.01% |
20,500
+9,900
| +93% | +$367K |
|
1088
PUT
Mondelez International
MDLZ
$79.2B
| $648K | 0.01% |
9,300
+300
| +3% | +$19.9K |
|
1089
CALL
Equity Residential
EQR
$25.4B
| $648K | 0.01% |
10,800
+1,800
| +20% | +$111K |
|
1090
Louisiana-Pacific
LPX
$5.37B
| $646K | 0.01% |
+11,918
| New | +$729K |
|
|
FTCH
1091
DELISTED
Farfetch Limited Class A Ordinary Shares
FTCH
| $646K | 0.01% |
131,570
+29,659
| +29% | +$161K |
|
|
CPE
1092
PUT
DELISTED
Callon Petroleum Company
CPE
| $645K | 0.01% |
19,300
-3,300
| -15% | -$124K |
|
1093
iShares MSCI USA Value Factor ETF
VLUE
$9.45B
| $644K | 0.01% |
6,958
-284
| -4% | -$26.7K |
|
1094
CALL
MGM Resorts International
MGM
$11.7B
| $644K | 0.01% |
14,500
-1,300
| -8% | -$54K |
|
1095
PUT
Veeva Systems
VEEV
$34.4B
| $643K | 0.01% |
+3,500
| New | +$597K |
|
1096
CALL
Allstate
ALL
$67.6B
| $643K | 0.01% |
5,800
-2,300
| -28% | -$291K |
|
1097
Texas Instruments
TXN
$259B
| $642K | 0.01% |
3,454
-7,428
| -68% | -$1.31M |
|
1098
CALL
Labcorp
LH
$25.3B
| $642K | 0.01% |
3,259
+1,513
| +87% | +$311K |
|
1099
PUT
Alcon
ALC
$34.6B
| $642K | 0.01% |
9,100
-2,200
| -19% | -$157K |
|
|
1100
CALL
Helmerich & Payne
HP
$3.45B
| $640K | 0.01% |
+17,900
| New | +$772K |
|
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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.