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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 | |
|---|---|---|---|---|---|---|
1601
WisdomTree Japan Hedged Equity Fund
DXJ
$7.29B
| $331K | 0.01% |
4,676
-339
| -7% | -$23.2K |
|
|
BBBY
1602
CALL
Bed Bath & Beyond
BBBY
$440M
| $330K | 0.01% |
+17,930
| New | +$334K |
|
1603
Ecolab
ECL
$80.3B
| $330K | 0.01% |
1,996
-677
| -25% | -$106K |
|
1604
PUT
Abercrombie & Fitch
ANF
$4.86B
| $330K | 0.01% |
11,900
-11,900
| -50% | -$331K |
|
1605
PUT
DuPont de Nemours
DD
$19.9B
| $330K | 0.01% |
3,665
-22,306
| -86% | -$2.03M |
|
1606
CALL
Elastic
ESTC
$7.25B
| $330K | 0.01% |
+5,700
| New | +$325K |
|
1607
PUT
VICI Properties
VICI
$29.1B
| $329K | 0.01% |
+10,100
| New | +$334K |
|
1608
CALL
NRG Energy
NRG
$25.5B
| $329K | 0.01% |
9,600
-1,800
| -16% | -$59.6K |
|
|
WRK
1609
PUT
DELISTED
WestRock Company
WRK
| $329K | 0.01% |
+10,800
| New | +$356K |
|
1610
CALL
Aecom
ACM
$9.63B
| $329K | 0.01% |
+3,900
| New | +$336K |
|
1611
Brixmor Property Group
BRX
$9.49B
| $328K | 0.01% |
+15,261
| New | +$340K |
|
1612
PUT
Array Technologies
ARRY
$868M
| $328K | 0.01% |
+15,000
| New | +$307K |
|
1613
iShares Global Tech ETF
IXN
$8.77B
| $327K | 0.01% |
+6,020
| New | +$300K |
|
|
FRC
1614
DELISTED
First Republic Bank
FRC
| $326K | 0.01% |
23,331
+21,116
| +953% | +$2.16M |
|
1615
PUT
Revolve Group
RVLV
$1.81B
| $326K | 0.01% |
+12,400
| New | +$320K |
|
1616
Trupanion
TRUP
$1.06B
| $326K | 0.01% |
7,600
+1,172
| +18% | +$63.4K |
|
1617
Primerica
PRI
$10B
| $326K | 0.01% |
+1,892
| New | +$310K |
|
1618
ProShares Ultra S&P500
SSO
$8.29B
| $326K | 0.01% |
12,982
-24,108
| -65% | -$578K |
|
1619
CALL
Eaton
ETN
$174B
| $326K | 0.01% |
1,900
-600
| -24% | -$99.9K |
|
1620
PUT
Qualys
QLYS
$6.45B
| $325K | 0.01% |
2,500
-600
| -19% | -$70.3K |
|
1621
CALL
ATI
ATI
$28B
| $324K | 0.01% |
8,200
+1,200
| +17% | +$45.3K |
|
1622
Cisco
CSCO
$479B
| $324K | 0.01% |
6,189
-1,460
| -19% | -$71.3K |
|
1623
MicroSectors Gold Miners 3x Leveraged ETN
GDXU
$911M
| $323K | 0.01% |
+6,159
| New | +$286K |
|
1624
Teleflex
TFX
$6.06B
| $323K | 0.01% |
+1,276
| New | +$309K |
|
1625
Littelfuse
LFUS
$11.7B
| $323K | 0.01% |
1,204
+219
| +22% | +$56.3K |
|
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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.