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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 | |
|---|---|---|---|---|---|---|
1776
CALL
Willis Towers Watson
WTW
$31.4B
| $279K | 0.01% |
1,200
-800
| -40% | -$193K |
|
|
NEWR
1777
CALL
DELISTED
New Relic, Inc.
NEWR
| $279K | 0.01% |
+3,700
| New | +$250K |
|
1778
PUT
IQVIA
IQV
$38.9B
| $278K | 0.01% |
+1,400
| New | +$299K |
|
1779
PUT
Southern Company
SO
$107B
| $278K | 0.01% |
4,000
-2,600
| -39% | -$175K |
|
1780
Leidos
LDOS
$16B
| $278K | 0.01% |
+3,023
| New | +$292K |
|
1781
CALL
Paylocity
PCTY
$7.91B
| $278K | 0.01% |
+1,400
| New | +$275K |
|
1782
PUT
Copart
CPRT
$26.8B
| $278K | 0.01% |
+7,400
| New | +$252K |
|
1783
CALL
Envista
NVST
$4.66B
| $278K | 0.01% |
6,800
-6,300
| -48% | -$240K |
|
1784
RLX Technology
RLX
$2.37B
| $278K | 0.01% |
95,693
-94,799
| -50% | -$230K |
|
1785
PUT
Cheesecake Factory
CAKE
$5.23B
| $277K | 0.01% |
+7,900
| New | +$294K |
|
1786
PUT
Rambus
RMBS
$10.6B
| $277K | 0.01% |
5,400
-1,800
| -25% | -$77.3K |
|
1787
Fox Class A
FOXA
$24.6B
| $277K | 0.01% |
+8,123
| New | +$274K |
|
1788
International Flavors & Fragrances
IFF
$22.5B
| $276K | 0.01% |
+3,000
| New | +$298K |
|
1789
CALL
TE Connectivity
TEL
$63.2B
| $275K | 0.01% |
2,100
-400
| -16% | -$50.6K |
|
1790
Trip.com Group
TCOM
$28.9B
| $275K | 0.01% |
7,300
-10,620
| -59% | -$395K |
|
1791
CALL
VanEck Gold Miners ETF
GDX
$25.5B
| $275K | 0.01% |
+8,500
| New | +$257K |
|
1792
Dolby
DLB
$5.75B
| $275K | 0.01% |
+3,218
| New | +$260K |
|
1793
Bunge Global
BG
$20.5B
| $274K | 0.01% |
2,871
+233
| +9% | +$22.6K |
|
1794
CALL
Dover
DOV
$28.3B
| $273K | 0.01% |
+1,800
| New | +$264K |
|
1795
iShares Global Financials ETF
IXG
$687M
| $273K | 0.01% |
3,961
-568
| -13% | -$41.4K |
|
1796
VanEck JP Morgan EM Local Currency Bond ETF
EMLC
$4.81B
| $273K | 0.01% |
+10,817
| New | +$269K |
|
1797
iShares Core S&P US Growth ETF
IUSG
$33.5B
| $273K | 0.01% |
+3,075
| New | +$262K |
|
1798
Pfizer
PFE
$147B
| $272K | 0.01% |
+6,673
| New | +$288K |
|
1799
CALL
Signet Jewelers
SIG
$3.75B
| $272K | 0.01% |
+3,500
| New | +$260K |
|
1800
CALL
CVR Energy
CVI
$3.14B
| $272K | 0.01% |
+8,300
| New | +$266K |
|
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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.