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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 | |
|---|---|---|---|---|---|---|
1401
PUT
HF Sinclair
DINO
$15.7B
| $416K | 0.01% |
8,600
-1,900
| -18% | -$98.8K |
|
1402
PUT
Stride
LRN
$3.41B
| $416K | 0.01% |
+10,600
| New | +$416K |
|
1403
CALL
Western Union
WU
$2.28B
| $415K | 0.01% |
37,200
+1,900
| +5% | +$24.7K |
|
1404
PUT
American Eagle Outfitters
AEO
$2.99B
| $413K | 0.01% |
30,700
-22,600
| -42% | -$332K |
|
1405
CALL
FIVE9
FIVN
$2.22B
| $412K | 0.01% |
5,700
-700
| -11% | -$50.1K |
|
1406
PUT
Trupanion
TRUP
$1.09B
| $412K | 0.01% |
+9,600
| New | +$519K |
|
1407
PUT
Cooper Companies
COO
$14.5B
| $411K | 0.01% |
4,400
+800
| +22% | +$68.8K |
|
1408
ProShares Ultra Silver
AGQ
$1.2B
| $410K | 0.01% |
13,120
-7,703
| -37% | -$215K |
|
1409
CALL
Electronic Arts
EA
$53B
| $410K | 0.01% |
3,400
-7,800
| -70% | -$916K |
|
1410
State Street SPDR S&P MIDCAP 400 ETF Trust
MDY
$27.2B
| $409K | 0.01% |
893
-176
| -16% | -$82K |
|
1411
NextEra Energy
NEE
$182B
| $408K | 0.01% |
5,297
-291
| -5% | -$22.4K |
|
1412
PUT
Sempra
SRE
$56.6B
| $408K | 0.01% |
5,400
-3,200
| -37% | -$246K |
|
|
VRTV
1413
DELISTED
VERITIV CORPORATION
VRTV
| $408K | 0.01% |
+3,020
| New | +$387K |
|
1414
PUT
Canadian Imperial Bank of Commerce
CM
$108B
| $407K | 0.01% |
+9,600
| New | +$421K |
|
1415
PUT
Qorvo
QRVO
$8.38B
| $406K | 0.01% |
4,000
-2,300
| -37% | -$233K |
|
|
P
1416
PUT
Everpure Inc
P
$27.9B
| $406K | 0.01% |
15,900
+7,400
| +87% | +$200K |
|
1417
CALL
Sweetgreen
SG
$679M
| $405K | 0.01% |
51,700
+27,100
| +110% | +$239K |
|
1418
BlackBerry
BB
$5.2B
| $404K | 0.01% |
88,587
+74,855
| +545% | +$297K |
|
1419
CALL
Hyatt Hotels
H
$16.4B
| $402K | 0.01% |
+3,600
| New | +$394K |
|
1420
PUT
State Street Health Care Select Sector SPDR ETF
XLV
$41.8B
| $401K | 0.01% |
3,100
-11,100
| -78% | -$1.45M |
|
1421
CALL
Targa Resources
TRGP
$56.8B
| $401K | 0.01% |
5,500
| – | – |
|
1422
Inspire Medical Systems
INSP
$1.5B
| $401K | 0.01% |
1,714
+653
| +62% | +$165K |
|
|
1423
FIVE9
FIVN
$2.22B
| $401K | 0.01% |
5,545
+2,125
| +62% | +$152K |
|
1424
CALL
PPG Industries
PPG
$25.3B
| $401K | 0.01% |
+3,000
| New | +$387K |
|
1425
CALL
Omega Healthcare
OHI
$14.7B
| $400K | 0.01% |
14,600
+4,900
| +51% | +$136K |
|
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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.