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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 | |
|---|---|---|---|---|---|---|
1126
PUT
Expeditors International
EXPD
$23.7B
| $606K | 0.01% |
+5,500
| New | +$597K |
|
1127
ProShares UltraPro Short S&P 500
SPXU
$391M
| $606K | 0.01% |
+2,246
| New | +$667K |
|
1128
PUT
Nexstar Media Group
NXST
$6B
| $604K | 0.01% |
3,500
+1,700
| +94% | +$313K |
|
1129
CALL
Autodesk
ADSK
$50.1B
| $604K | 0.01% |
2,900
+1,400
| +93% | +$288K |
|
1130
Chewy
CHWY
$9.87B
| $603K | 0.01% |
+16,125
| New | +$668K |
|
1131
PUT
Interactive Brokers
IBKR
$39.5B
| $603K | 0.01% |
29,200
+3,200
| +12% | +$65.1K |
|
1132
CALL
Delek US
DK
$4.06B
| $601K | 0.01% |
+26,200
| New | +$656K |
|
1133
PUT
Li Auto
LI
$13.4B
| $599K | 0.01% |
24,000
-41,000
| -63% | -$968K |
|
1134
CALL
International Flavors & Fragrances
IFF
$20.7B
| $598K | 0.01% |
+6,500
| New | +$646K |
|
1135
CALL
Cooper Companies
COO
$14.6B
| $597K | 0.01% |
+6,400
| New | +$550K |
|
1136
PUT
Jack in the Box
JACK
$329M
| $596K | 0.01% |
6,800
+400
| +6% | +$31.6K |
|
1137
Deckers Outdoor
DECK
$13.6B
| $595K | 0.01% |
+7,944
| New | +$555K |
|
1138
Arista Networks
ANET
$240B
| $594K | 0.01% |
14,148
+308
| +2% | +$10.6K |
|
1139
CALL
Elanco Animal Health
ELAN
$12.8B
| $592K | 0.01% |
63,000
+35,400
| +128% | +$418K |
|
1140
KLA
KLAC
$255B
| $592K | 0.01% |
14,830
-23,030
| -61% | -$908K |
|
1141
Trane Technologies
TT
$104B
| $592K | 0.01% |
3,217
+1,416
| +79% | +$257K |
|
1142
AB Ultra Short Income ETF
YEAR
$1.51B
| $590K | 0.01% |
+11,748
| New | +$589K |
|
1143
CALL
Spotify
SPOT
$98.3B
| $588K | 0.01% |
4,400
-2,000
| -31% | -$229K |
|
1144
CALL
TC Energy
TRP
$68.1B
| $588K | 0.01% |
+15,100
| New | +$615K |
|
1145
CALL
Academy Sports + Outdoors
ASO
$3.02B
| $587K | 0.01% |
9,000
-700
| -7% | -$41.2K |
|
1146
Hecla Mining
HL
$10.3B
| $587K | 0.01% |
+92,660
| New | +$532K |
|
1147
Hewlett Packard
HPE
$69.4B
| $586K | 0.01% |
+36,804
| New | +$578K |
|
1148
PUT
Comstock Resources
CRK
$3.91B
| $586K | 0.01% |
54,300
+40,800
| +302% | +$485K |
|
1149
SBA Communications
SBAC
$19.9B
| $586K | 0.01% |
+2,243
| New | +$617K |
|
1150
CALL
HF Sinclair
DINO
$15.7B
| $585K | 0.01% |
+12,100
| New | +$629K |
|
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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.