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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 | |
|---|---|---|---|---|---|---|
1676
Valley National Bancorp
VLY
$8.17B
| $307K | 0.01% |
+33,218
| New | +$367K |
|
1677
PUT
Green Plains
GPRE
$1.15B
| $307K | 0.01% |
+9,900
| New | +$323K |
|
1678
Rithm Capital
RITM
$5.64B
| $307K | 0.01% |
38,321
-1,646
| -4% | -$14.5K |
|
1679
CALL
Vermilion Energy
VET
$1.61B
| $306K | 0.01% |
23,600
-1,800
| -7% | -$25.4K |
|
1680
Global X Silver Miners ETF NEW
SIL
$4.5B
| $306K | 0.01% |
+9,951
| New | +$287K |
|
1681
Hormel Foods
HRL
$13.9B
| $306K | 0.01% |
+7,664
| New | +$331K |
|
1682
PUT
Tractor Supply
TSCO
$17.5B
| $306K | 0.01% |
6,500
-51,000
| -89% | -$2.32M |
|
1683
Workhorse Group
WKHS
$38.2M
| $305K | 0.01% |
76
+64
| +533% | +$353K |
|
1684
Alnylam Pharmaceuticals
ALNY
$30.6B
| $305K | 0.01% |
1,521
-2,467
| -62% | -$519K |
|
1685
Factset
FDS
$9.89B
| $305K | 0.01% |
734
+81
| +12% | +$33.7K |
|
|
CMA
1686
CALL
DELISTED
Comerica
CMA
| $304K | 0.01% |
7,000
+2,400
| +52% | +$154K |
|
1687
PUT
Aecom
ACM
$9.63B
| $304K | 0.01% |
3,600
+600
| +20% | +$51.7K |
|
|
ARCH
1688
DELISTED
Arch Resources, Inc.
ARCH
| $304K | 0.01% |
+2,309
| New | +$334K |
|
1689
CALL
Truist Financial
TFC
$64.6B
| $303K | 0.01% |
8,900
+3,200
| +56% | +$140K |
|
1690
iShares US Energy ETF
IYE
$1.7B
| $303K | 0.01% |
+6,926
| New | +$313K |
|
1691
PUT
Nutrien
NTR
$32.1B
| $303K | 0.01% |
4,100
-3,900
| -49% | -$301K |
|
|
GRMN
1692
CALL
Garmin
GRMN
$58.3B
| $303K | 0.01% |
3,000
-500
| -14% | -$48.8K |
|
1693
CALL
Rocket Companies
RKT
$39.2B
| $303K | 0.01% |
+33,400
| New | +$288K |
|
1694
Matsons
MATX
$6.22B
| $303K | 0.01% |
+5,071
| New | +$327K |
|
1695
ProShares Short S&P500
SH
$900M
| $302K | 0.01% |
5,041
-8,365
| -62% | -$517K |
|
1696
PUT
MasTec
MTZ
$21.4B
| $302K | 0.01% |
3,200
-200
| -6% | -$19K |
|
1697
PUT
Public Storage
PSA
$61.1B
| $302K | 0.01% |
1,000
-3,900
| -80% | -$1.15M |
|
1698
Gates Industrial Corporation Ltd.
GTES
$7.42B
| $302K | 0.01% |
+21,742
| New | +$290K |
|
1699
Virtu Financial
VIRT
$5.16B
| $302K | 0.01% |
15,959
+2,418
| +18% | +$46.5K |
|
1700
CALL
Sysco
SYY
$40.3B
| $301K | 0.01% |
+3,900
| New | +$299K |
|
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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.