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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 | |
|---|---|---|---|---|---|---|
1226
PUT
Baker Hughes
BKR
$61.3B
| $531K | 0.01% |
18,400
+3,600
| +24% | +$109K |
|
1227
Plug Power
PLUG
$3.01B
| $530K | 0.01% |
45,212
-22,882
| -34% | -$327K |
|
1228
Annaly Capital Management
NLY
$17.1B
| $529K | 0.01% |
+27,679
| New | +$584K |
|
1229
PUT
Fastenal
FAST
$57B
| $529K | 0.01% |
19,600
-3,000
| -13% | -$76.9K |
|
1230
iShares GSCI Commodity Dynamic Roll Strategy ETF
COMT
$1.17B
| $527K | 0.01% |
+19,513
| New | +$532K |
|
|
HDV
1231
iShares Core High Dividend ETF
HDV
$14.8B
| $527K | 0.01% |
+25,935
| New | +$532K |
|
1232
PUT
VanEck Oil Services ETF
OIH
$1.94B
| $527K | 0.01% |
+1,900
| New | +$581K |
|
1233
Enbridge
ENB
$117B
| $525K | 0.01% |
+13,759
| New | +$540K |
|
1234
Western Union
WU
$2.28B
| $524K | 0.01% |
+46,959
| New | +$611K |
|
1235
Burlington
BURL
$23.2B
| $517K | 0.01% |
2,560
-2,233
| -47% | -$488K |
|
1236
PUT
Marqeta
MQ
$1.89B
| $517K | 0.01% |
+28,275
| New | +$631K |
|
1237
Gold Fields
GFI
$30.5B
| $516K | 0.01% |
38,766
-48,555
| -56% | -$541K |
|
1238
CALL
State Street Industrial Select Sector SPDR ETF
XLI
$33.9B
| $516K | 0.01% |
+5,100
| New | +$513K |
|
1239
PUT
MetLife
MET
$61.9B
| $516K | 0.01% |
+8,900
| New | +$601K |
|
1240
PUT
Louisiana-Pacific
LPX
$5.37B
| $515K | 0.01% |
+9,500
| New | +$581K |
|
1241
PUT
HubSpot
HUBS
$12.7B
| $515K | 0.01% |
+1,200
| New | +$438K |
|
1242
PUT
Under Armour
UAA
$2.92B
| $513K | 0.01% |
54,100
+29,600
| +121% | +$308K |
|
1243
Dominion Energy
D
$60.9B
| $511K | 0.01% |
9,141
+2,298
| +34% | +$134K |
|
1244
Scorpio Tankers
STNG
$3.83B
| $511K | 0.01% |
9,069
-6,447
| -42% | -$353K |
|
1245
Duolingo
DUOL
$6.42B
| $511K | 0.01% |
3,581
+603
| +20% | +$61.9K |
|
1246
PUT
BJs Wholesale Club
BJ
$12.3B
| $510K | 0.01% |
6,700
-7,800
| -54% | -$567K |
|
1247
Jack Henry & Associates
JKHY
$11.1B
| $510K | 0.01% |
+3,381
| New | +$564K |
|
1248
Boston Properties
BXP
$11.3B
| $508K | 0.01% |
9,388
+5,800
| +162% | +$378K |
|
1249
CALL
Jack in the Box
JACK
$329M
| $508K | 0.01% |
5,800
+2,200
| +61% | +$174K |
|
1250
CALL
CNX Resources
CNX
$5.27B
| $508K | 0.01% |
31,700
+11,900
| +60% | +$189K |
|
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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.