We are live on
!
Find out more
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 | |
|---|---|---|---|---|---|---|
1576
Direxion Daily S&P 500 Bear 1X ETF
SPDN
$224M
| $340K | 0.01% |
+21,977
| New | +$350K |
|
1577
PUT
Lumentum
LITE
$64.3B
| $340K | 0.01% |
6,300
-2,000
| -24% | -$112K |
|
1578
PUT
SBA Communications
SBAC
$18.9B
| $339K | 0.01% |
1,300
-600
| -32% | -$165K |
|
1579
CALL
Ormat Technologies
ORA
$6.02B
| $339K | 0.01% |
+4,000
| New | +$351K |
|
1580
VanEck IG Floating Rate ETF
FLTR
$2.97B
| $339K | 0.01% |
+13,575
| New | +$341K |
|
1581
PUT
Rocket Companies
RKT
$39.2B
| $339K | 0.01% |
37,400
+26,900
| +256% | +$232K |
|
1582
PUT
Bank of Montreal
BMO
$127B
| $339K | 0.01% |
+3,800
| New | +$361K |
|
1583
First Trust Nasdaq Oil & Gas ETF
FTXN
$156M
| $338K | 0.01% |
+12,548
| New | +$346K |
|
|
FITB
1584
CALL
Fifth Third Bancorp
FITB
$52.2B
| $338K | 0.01% |
12,700
+4,600
| +57% | +$153K |
|
1585
CALL
IQVIA
IQV
$38.9B
| $338K | 0.01% |
1,700
-100
| -6% | -$21.4K |
|
1586
CALL
Stride
LRN
$3.51B
| $338K | 0.01% |
+8,600
| New | +$337K |
|
1587
PUT
American Airlines Group
AAL
$11B
| $336K | 0.01% |
22,800
-556,800
| -96% | -$8.68M |
|
1588
Qualcomm
QCOM
$165B
| $336K | 0.01% |
2,635
-2,350
| -47% | -$292K |
|
1589
Avantor
AVTR
$9.04B
| $335K | 0.01% |
+15,865
| New | +$362K |
|
1590
Nabors Industries
NBR
$1.16B
| $335K | 0.01% |
2,746
+1,185
| +76% | +$179K |
|
1591
Antero Midstream
AM
$10B
| $334K | 0.01% |
+31,863
| New | +$339K |
|
1592
Invesco S&P 500 Top 50 ETF
XLG
$11B
| $334K | 0.01% |
10,760
-2,450
| -19% | -$71.9K |
|
1593
iShares ESG Aware US Aggregate Bond ETF
EAGG
$4.98B
| $334K | 0.01% |
+6,944
| New | +$331K |
|
1594
iShares Russell 1000 Growth ETF
IWF
$127B
| $334K | 0.01% |
5,460
-364
| -6% | -$21K |
|
|
GRMN
1595
PUT
Garmin
GRMN
$58.3B
| $333K | 0.01% |
3,300
-1,000
| -23% | -$97.6K |
|
1596
CALL
Shake Shack
SHAK
$3B
| $333K | 0.01% |
6,000
-1,300
| -18% | -$71.7K |
|
|
PR
1597
CALL
Permian Resources
PR
$16.6B
| $333K | 0.01% |
31,700
-17,600
| -36% | -$180K |
|
|
EXAS
1598
CALL
DELISTED
Exact Sciences
EXAS
| $332K | 0.01% |
+4,900
| New | +$315K |
|
1599
PUT
Medifast
MED
$137M
| $332K | 0.01% |
3,200
-2,000
| -38% | -$222K |
|
1600
Ambarella
AMBA
$3.59B
| $332K | 0.01% |
+4,283
| New | +$367K |
|
Similar funds
BCM
OAM
WFAL
NOCM
QIM
OMG
MCM
EI
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.