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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 | |
|---|---|---|---|---|---|---|
1426
PUT
Elastic
ESTC
$7.15B
| $400K | 0.01% |
+6,900
| New | +$393K |
|
1427
Murphy USA
MUSA
$10.9B
| $399K | 0.01% |
1,548
+28
| +2% | +$7.29K |
|
1428
PUT
Duolingo
DUOL
$6.42B
| $399K | 0.01% |
+2,800
| New | +$288K |
|
1429
PUT
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$46.5B
| $399K | 0.01% |
1,200
-5,000
| -81% | -$1.66M |
|
1430
United Therapeutics
UTHR
$21.9B
| $399K | 0.01% |
1,781
+1,047
| +143% | +$258K |
|
1431
PUT
Ameriprise Financial
AMP
$48.8B
| $398K | 0.01% |
+1,300
| New | +$426K |
|
1432
Schwab US Large- Cap ETF
SCHX
$74.2B
| $398K | 0.01% |
+24,699
| New | +$389K |
|
1433
Devon Energy
DVN
$50.8B
| $398K | 0.01% |
+7,856
| New | +$447K |
|
1434
Synopsys
SNPS
$75.1B
| $397K | 0.01% |
+1,029
| New | +$368K |
|
1435
CALL
Penske Automotive Group
PAG
$14.4B
| $397K | 0.01% |
+2,800
| New | +$373K |
|
1436
PUT
TC Energy
TRP
$68.1B
| $397K | 0.01% |
+10,200
| New | +$415K |
|
1437
Polaris
PII
$4.02B
| $396K | 0.01% |
+3,583
| New | +$397K |
|
1438
WisdomTree US MidCap Dividend Fund
DON
$4.11B
| $396K | 0.01% |
+9,670
| New | +$411K |
|
1439
PUT
NetApp
NTAP
$37.4B
| $396K | 0.01% |
+6,200
| New | +$400K |
|
1440
United Parcel Service
UPS
$90.8B
| $394K | 0.01% |
2,032
-400
| -16% | -$73.4K |
|
1441
Corteva
CTVA
$50.7B
| $393K | 0.01% |
6,514
+997
| +18% | +$60.9K |
|
1442
CALL
RingCentral
RNG
$4.81B
| $393K | 0.01% |
12,800
-19,000
| -60% | -$680K |
|
1443
Commercial Metals
CMC
$8.03B
| $393K | 0.01% |
+8,027
| New | +$416K |
|
1444
CALL
Credit Acceptance
CACC
$6.15B
| $392K | 0.01% |
+900
| New | +$396K |
|
1445
Barclays
BCS
$94.5B
| $392K | 0.01% |
+54,504
| New | +$451K |
|
1446
PUT
Northern Oil and Gas
NOG
$2.22B
| $392K | 0.01% |
12,900
-9,200
| -42% | -$287K |
|
1447
CALL
Martin Marietta Materials
MLM
$33.4B
| $391K | 0.01% |
1,100
+300
| +38% | +$105K |
|
1448
HF Sinclair
DINO
$15.7B
| $390K | 0.01% |
8,067
+659
| +9% | +$34.3K |
|
|
XIFR
1449
XPLR Infrastructure LP
XIFR
$1.12B
| $390K | 0.01% |
+6,423
| New | +$442K |
|
1450
MP Materials
MP
$8.45B
| $390K | 0.01% |
+13,837
| New | +$419K |
|
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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.