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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 | |
|---|---|---|---|---|---|---|
1451
CALL
MKS Inc
MKSI
$21.7B
| $390K | 0.01% |
4,400
+1,400
| +47% | +$134K |
|
1452
CALL
Avis
CAR
$4.99B
| $390K | 0.01% |
+2,000
| New | +$402K |
|
1453
PUT
Global Payments
GPN
$24.1B
| $389K | 0.01% |
3,700
-5,300
| -59% | -$574K |
|
1454
CALL
Virtu Financial
VIRT
$5.2B
| $389K | 0.01% |
20,600
+8,200
| +66% | +$158K |
|
1455
PUT
Nice
NICE
$6.05B
| $389K | 0.01% |
1,700
-600
| -26% | -$126K |
|
1456
Eli Lilly
LLY
$995B
| $389K | 0.01% |
1,133
+355
| +46% | +$120K |
|
1457
Martin Marietta Materials
MLM
$32.6B
| $389K | 0.01% |
1,095
-414
| -27% | -$145K |
|
|
K
1458
PUT
DELISTED
Kellanova
K
| $388K | 0.01% |
6,177
-6,816
| -52% | -$431K |
|
1459
CALL
Eastman Chemical
EMN
$8.45B
| $388K | 0.01% |
4,600
-100
| -2% | -$8.59K |
|
1460
CALL
BJs Wholesale Club
BJ
$12.3B
| $388K | 0.01% |
5,100
-14,700
| -74% | -$1.07M |
|
1461
PUT
Perion Network
PERI
$382M
| $388K | 0.01% |
+9,800
| New | +$326K |
|
1462
ZTO Express
ZTO
$18.7B
| $385K | 0.01% |
+13,444
| New | +$367K |
|
1463
iShares S&P Mid-Cap 400 Value ETF
IJJ
$9.03B
| $384K | 0.01% |
+3,741
| New | +$400K |
|
1464
CALL
Sphere Entertainment
SPHR
$5.29B
| $384K | 0.01% |
+6,500
| New | +$351K |
|
1465
Vanguard S&P 500 ETF
VOO
$1.01T
| $384K | 0.01% |
1,020
-6,776
| -87% | -$2.48M |
|
1466
PUT
Quanta Services
PWR
$104B
| $383K | 0.01% |
+2,300
| New | +$354K |
|
1467
Travelers Companies
TRV
$78B
| $383K | 0.01% |
2,234
-1,293
| -37% | -$235K |
|
1468
Vanguard Tax-Exempt Bond Index Fund
VTEB
$45.2B
| $383K | 0.01% |
+7,553
| New | +$379K |
|
1469
PUT
International Paper
IP
$21.9B
| $382K | 0.01% |
+10,600
| New | +$393K |
|
1470
Dillards
DDS
$9.65B
| $382K | 0.01% |
+1,242
| New | +$441K |
|
1471
CALL
Rockwell Automation
ROK
$49.5B
| $381K | 0.01% |
+1,300
| New | +$370K |
|
|
1472
Eastman Chemical
EMN
$8.45B
| $380K | 0.01% |
4,504
-4,751
| -51% | -$408K |
|
1473
First Trust Senior Loan Fund ETF
FTSL
$2.32B
| $380K | 0.01% |
+8,389
| New | +$381K |
|
1474
PUT
Sturm, Ruger & Co
RGR
$616M
| $379K | 0.01% |
+6,600
| New | +$368K |
|
1475
iShares S&P Small-Cap 600 Value ETF
IJS
$8.41B
| $378K | 0.01% |
+4,043
| New | +$395K |
|
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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.