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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 | |
|---|---|---|---|---|---|---|
1851
iShares ESG Aware MSCI USA ETF
ESGU
$18.3B
| $259K | 0.01% |
2,868
-496
| -15% | -$43.9K |
|
1852
Marriott Vacations Worldwide
VAC
$3.49B
| $259K | 0.01% |
+1,920
| New | +$285K |
|
1853
CALL
Shift4
FOUR
$4.23B
| $258K | 0.01% |
+3,400
| New | +$219K |
|
1854
CALL
Allegiant Air
ALGT
$2.79B
| $258K | 0.01% |
2,800
-1,500
| -35% | -$135K |
|
1855
Dave & Buster's
PLAY
$364M
| $257K | 0.01% |
+6,993
| New | +$279K |
|
1856
Oneok
OKE
$55B
| $257K | 0.01% |
+4,045
| New | +$269K |
|
1857
First Trust Industrials/Producer Durables AlphaDEX Fund
FXR
$765M
| $257K | 0.01% |
+4,621
| New | +$255K |
|
1858
iShares MSCI ACWI ETF
ACWI
$33.4B
| $257K | 0.01% |
2,815
-10,393
| -79% | -$927K |
|
1859
ON Semiconductor
ON
$29.9B
| $256K | 0.01% |
3,112
-4,510
| -59% | -$343K |
|
|
VSXY
1860
CALL
Victoria's Secret
VSXY
$7.14B
| $256K | 0.01% |
+7,500
| New | +$278K |
|
1861
InterContinental Hotels
IHG
$23.9B
| $256K | 0.01% |
+3,844
| New | +$260K |
|
1862
Papa John's
PZZA
$979M
| $256K | 0.01% |
+3,416
| New | +$289K |
|
1863
iShares MSCI Italy ETF
EWI
$1.07B
| $255K | 0.01% |
+8,394
| New | +$250K |
|
1864
Lumen
LUMN
$6.26B
| $255K | 0.01% |
96,324
+69,359
| +257% | +$280K |
|
|
VSTO
1865
CALL
DELISTED
Vista Outdoor Inc.
VSTO
| $255K | 0.01% |
9,200
-10,800
| -54% | -$296K |
|
1866
PUT
Stellantis
STLA
$21.2B
| $255K | 0.01% |
+14,000
| New | +$234K |
|
1867
PUT
First Majestic Silver
AG
$8.68B
| $255K | 0.01% |
35,300
+16,000
| +83% | +$118K |
|
|
UNVR
1868
DELISTED
Univar Solutions Inc.
UNVR
| $254K | 0.01% |
+7,262
| New | +$246K |
|
1869
Otter Tail
OTTR
$3.9B
| $254K | 0.01% |
+3,518
| New | +$234K |
|
1870
Tradr 2X Long Innovation ETF
TARK
$14.5M
| $254K | 0.01% |
+7,900
| New | +$240K |
|
1871
Manhattan Associates
MANH
$11.2B
| $254K | 0.01% |
1,639
-380
| -19% | -$52.3K |
|
1872
PUT
Diageo
DEO
$49.2B
| $254K | 0.01% |
+1,400
| New | +$247K |
|
1873
PagerDuty
PD
$865M
| $253K | 0.01% |
+7,244
| New | +$213K |
|
1874
PIMCO Dynamic Income Fund
PDI
$7.39B
| $253K | 0.01% |
14,052
-485
| -3% | -$9.5K |
|
1875
Bloom Energy
BE
$69B
| $253K | 0.01% |
+12,693
| New | +$278K |
|
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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.