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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 | |
|---|---|---|---|---|---|---|
1251
PUT
Corpay
CPAY
$25.9B
| $506K | 0.01% |
+2,400
| New | +$487K |
|
1252
CALL
Asana
ASAN
$2.02B
| $505K | 0.01% |
23,900
-93,900
| -80% | -$1.56M |
|
1253
Idexx Laboratories
IDXX
$46.4B
| $504K | 0.01% |
1,008
-1,074
| -52% | -$514K |
|
1254
Equifax
EFX
$20.8B
| $502K | 0.01% |
+2,477
| New | +$516K |
|
|
CPE
1255
DELISTED
Callon Petroleum Company
CPE
| $501K | 0.01% |
+14,979
| New | +$564K |
|
1256
Vanguard Total International Bond ETF
BNDX
$82.3B
| $500K | 0.01% |
10,217
+501
| +5% | +$24.3K |
|
1257
PUT
Autodesk
ADSK
$50.1B
| $500K | 0.01% |
+2,400
| New | +$494K |
|
1258
PUT
QuidelOrtho
QDEL
$1.2B
| $499K | 0.01% |
+5,600
| New | +$487K |
|
1259
PUT
LyondellBasell Industries
LYB
$19.7B
| $498K | 0.01% |
5,300
-2,200
| -29% | -$205K |
|
1260
PUT
Huntington Ingalls Industries
HII
$12.7B
| $497K | 0.01% |
+2,400
| New | +$519K |
|
1261
PUT
Invitation Homes
INVH
$18.1B
| $497K | 0.01% |
15,900
+4,500
| +39% | +$141K |
|
1262
ProShares UltraPro Short Russell2000
SRTY
$71.6M
| $496K | 0.01% |
2,577
+1,336
| +108% | +$245K |
|
1263
CALL
Cameco
CCJ
$40.5B
| $495K | 0.01% |
18,900
-95,700
| -84% | -$2.53M |
|
1264
Fidelity National Information Services
FIS
$22.9B
| $494K | 0.01% |
9,097
-6,166
| -40% | -$401K |
|
1265
Banco Bradesco
BBD
$37.9B
| $494K | 0.01% |
+188,602
| New | +$502K |
|
1266
CF Industries
CF
$18.1B
| $493K | 0.01% |
6,806
-6,697
| -50% | -$547K |
|
1267
Repligen
RGEN
$8.45B
| $493K | 0.01% |
+2,930
| New | +$523K |
|
1268
CALL
Cincinnati Financial
CINF
$27.5B
| $493K | 0.01% |
+4,400
| New | +$500K |
|
|
1269
Huntington Ingalls Industries
HII
$12.7B
| $491K | 0.01% |
2,370
+564
| +31% | +$122K |
|
1270
PUT
Moody's
MCO
$83.8B
| $490K | 0.01% |
+1,600
| New | +$483K |
|
1271
ProShares Short QQQ
PSQ
$720M
| $489K | 0.01% |
8,025
+2,654
| +49% | +$177K |
|
1272
JPMorgan BetaBuilders Europe ETF
BBEU
$9.48B
| $488K | 0.01% |
+9,143
| New | +$477K |
|
1273
PUT
MP Materials
MP
$8.45B
| $488K | 0.01% |
17,300
+6,200
| +56% | +$188K |
|
1274
Invesco S&P 500 Equal Weight ETF
RSP
$99.5B
| $487K | 0.01% |
3,370
+845
| +33% | +$124K |
|
1275
Public Service Enterprise Group
PEG
$38B
| $487K | 0.01% |
+7,796
| New | +$472K |
|
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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.