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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 | |
|---|---|---|---|---|---|---|
1476
Direxion Daily Energy Bull 2X ETF
ERX
$225M
| $377K | 0.01% |
6,479
-14,035
| -68% | -$881K |
|
1477
PUT
Citizens Financial Group
CFG
$31.1B
| $377K | 0.01% |
12,400
-11,200
| -47% | -$439K |
|
1478
Xcel Energy
XEL
$48.5B
| $376K | 0.01% |
5,580
+236
| +4% | +$15.9K |
|
|
GTLS
1479
CALL
DELISTED
Chart Industries
GTLS
| $376K | 0.01% |
3,000
-2,600
| -46% | -$335K |
|
1480
iShares JPMorgan USD Emerging Markets Bond ETF
EMB
$14.7B
| $376K | 0.01% |
+4,359
| New | +$376K |
|
1481
Schwab US Mid-Cap ETF
SCHM
$15.1B
| $376K | 0.01% |
+16,629
| New | +$383K |
|
1482
CALL
AeroVironment
AVAV
$8.55B
| $376K | 0.01% |
+4,100
| New | +$363K |
|
1483
PUT
KeyCorp
KEY
$24.5B
| $376K | 0.01% |
+30,000
| New | +$507K |
|
|
SMAR
1484
DELISTED
Smartsheet Inc.
SMAR
| $375K | 0.01% |
7,852
+857
| +12% | +$37.3K |
|
1485
PUT
Alpha Metallurgical Resources
AMR
$1.78B
| $374K | 0.01% |
2,400
-12,100
| -83% | -$1.94M |
|
1486
PUT
CVR Energy
CVI
$3.35B
| $374K | 0.01% |
+11,400
| New | +$365K |
|
1487
CALL
Tandem Diabetes Care
TNDM
$1.38B
| $374K | 0.01% |
9,200
+3,600
| +64% | +$149K |
|
1488
Moody's
MCO
$83.7B
| $373K | 0.01% |
1,220
-265
| -18% | -$80.1K |
|
|
TSE
1489
PUT
DELISTED
Trinseo
TSE
| $373K | 0.01% |
+17,900
| New | +$438K |
|
1490
Clorox
CLX
$12.7B
| $373K | 0.01% |
2,356
-650
| -22% | -$97.5K |
|
1491
Universal Display
OLED
$3.67B
| $372K | 0.01% |
2,401
+452
| +23% | +$60.7K |
|
1492
CALL
Comstock Resources
CRK
$3.91B
| $372K | 0.01% |
34,500
+15,900
| +85% | +$189K |
|
1493
PUT
MKS Inc
MKSI
$21.7B
| $372K | 0.01% |
4,200
-600
| -13% | -$57.3K |
|
1494
CALL
Illumina
ILMN
$29.9B
| $372K | 0.01% |
1,645
-2,981
| -64% | -$610K |
|
1495
PUT
Dave & Buster's
PLAY
$403M
| $372K | 0.01% |
+10,100
| New | +$403K |
|
|
PPLI
1496
CALL
People Inc
PPLI
$3.13B
| $372K | 0.01% |
8,777
+1,585
| +22% | +$67.9K |
|
1497
Commerce Bancshares
CBSH
$8.62B
| $371K | 0.01% |
+7,364
| New | +$411K |
|
1498
CALL
Boston Scientific
BSX
$71.1B
| $370K | 0.01% |
+7,400
| New | +$349K |
|
1499
Direxion Daily S&P Biotech Bear 3X ETF
LABD
$63.7M
| $370K | 0.01% |
+1,795
| New | +$305K |
|
1500
PUT
Murphy Oil
MUR
$5.55B
| $370K | 0.01% |
+10,000
| New | +$399K |
|
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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.