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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 | |
|---|---|---|---|---|---|---|
1351
ASML
ASML
$658B
| $443K | 0.01% |
651
-1,628
| -71% | -$1.05M |
|
1352
Global Payments
GPN
$24.1B
| $443K | 0.01% |
+4,207
| New | +$456K |
|
1353
PUT
Clean Harbors
CLH
$16.4B
| $442K | 0.01% |
+3,100
| New | +$404K |
|
1354
Qorvo
QRVO
$8.38B
| $442K | 0.01% |
4,348
-629
| -13% | -$63.8K |
|
1355
Altria Group
MO
$114B
| $442K | 0.01% |
9,897
+5,491
| +125% | +$252K |
|
1356
PUT
Dutch Bros
BROS
$8.8B
| $440K | 0.01% |
13,900
+500
| +4% | +$16.9K |
|
1357
CALL
Newell Brands
NWL
$2.61B
| $439K | 0.01% |
35,300
-38,000
| -52% | -$536K |
|
1358
Ironwood Pharmaceuticals
IRWD
$709M
| $439K | 0.01% |
41,734
+27,560
| +194% | +$309K |
|
1359
Hasbro
HAS
$12.9B
| $439K | 0.01% |
8,172
-2,293
| -22% | -$131K |
|
1360
PUT
Prudential Financial
PRU
$42.9B
| $439K | 0.01% |
5,300
+2,100
| +66% | +$200K |
|
1361
PUT
DaVita
DVA
$14.6B
| $438K | 0.01% |
+5,400
| New | +$433K |
|
1362
PUT
Academy Sports + Outdoors
ASO
$3.02B
| $437K | 0.01% |
6,700
-5,300
| -44% | -$312K |
|
1363
Icon
ICLR
$12.1B
| $437K | 0.01% |
+2,046
| New | +$455K |
|
1364
Vanguard Extended Market ETF
VXF
$31.5B
| $437K | 0.01% |
+3,116
| New | +$442K |
|
1365
PUT
Reliance Steel & Aluminium
RS
$21.2B
| $436K | 0.01% |
+1,700
| New | +$400K |
|
1366
PUT
Emerson Electric
EMR
$89B
| $436K | 0.01% |
5,000
+2,700
| +117% | +$236K |
|
|
FITB
1367
Fifth Third Bancorp
FITB
$52.4B
| $434K | 0.01% |
16,290
+9,106
| +127% | +$303K |
|
1368
CALL
Equinix
EQIX
$104B
| $433K | 0.01% |
600
-1,600
| -73% | -$1.13M |
|
1369
Direxion Daily Junior Gold Miners Index Bear 2X ETF
JDST
$27.5M
| $432K | 0.01% |
364
+78
| +27% | +$113K |
|
1370
Kohl's
KSS
$2.28B
| $432K | 0.01% |
+18,360
| New | +$518K |
|
1371
Carrier Global
CARR
$54.1B
| $432K | 0.01% |
9,446
+2,307
| +32% | +$103K |
|
1372
CALL
Lumentum
LITE
$66.1B
| $432K | 0.01% |
8,000
-9,100
| -53% | -$508K |
|
1373
State Street SPDR S&P Retail ETF
XRT
$332M
| $432K | 0.01% |
+6,804
| New | +$447K |
|
|
VTNR
1374
CALL
DELISTED
Vertex Energy, Inc
VTNR
| $431K | 0.01% |
43,600
+30,300
| +228% | +$240K |
|
|
1375
PUT
Newell Brands
NWL
$2.61B
| $430K | 0.01% |
34,600
-23,900
| -41% | -$337K |
|
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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.