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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 | |
|---|---|---|---|---|---|---|
1951
US Global Jets ETF
JETS
$825M
| $233K | ﹤0.01% |
12,526
-10,815
| -46% | -$209K |
|
1952
PUT
Signet Jewelers
SIG
$3.75B
| $233K | ﹤0.01% |
+3,000
| New | +$223K |
|
|
MRSH
1953
PUT
Marsh
MRSH
$91.4B
| $233K | ﹤0.01% |
1,400
-3,300
| -70% | -$550K |
|
1954
CALL
Chubb
CB
$136B
| $233K | ﹤0.01% |
+1,200
| New | +$252K |
|
1955
Workiva
WK
$3.46B
| $233K | ﹤0.01% |
2,274
-112
| -5% | -$10.1K |
|
1956
CALL
Fastly Inc
FSLY
$4.07B
| $233K | ﹤0.01% |
13,100
+3,000
| +30% | +$38.1K |
|
1957
CALL
Avery Dennison
AVY
$13.4B
| $233K | ﹤0.01% |
1,300
-200
| -13% | -$36.3K |
|
1958
PUT
DexCom
DXCM
$31.2B
| $232K | ﹤0.01% |
+2,000
| New | +$224K |
|
1959
EXL Service
EXLS
$5.11B
| $232K | ﹤0.01% |
+7,165
| New | +$238K |
|
1960
Vanguard Dividend Appreciation ETF
VIG
$114B
| $232K | ﹤0.01% |
1,505
-1,012
| -40% | -$155K |
|
1961
Donaldson
DCI
$11.3B
| $232K | ﹤0.01% |
+3,545
| New | +$223K |
|
1962
Rockwell Automation
ROK
$50.1B
| $232K | ﹤0.01% |
789
-67
| -8% | -$19.1K |
|
1963
Prudential Financial
PRU
$41.7B
| $231K | ﹤0.01% |
2,795
-1,571
| -36% | -$150K |
|
1964
CALL
Bloom Energy
BE
$69B
| $231K | ﹤0.01% |
+11,600
| New | +$254K |
|
1965
Invesco Actively Managed Exch-Traded Commodity Fd Tr Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF
PDBC
$6.21B
| $230K | ﹤0.01% |
16,209
-39,890
| -71% | -$573K |
|
1966
PUT
State Street SPDR S&P Homebuilders ETF
XHB
$1.56B
| $230K | ﹤0.01% |
+3,400
| New | +$227K |
|
|
CMA
1967
PUT
DELISTED
Comerica
CMA
| $230K | ﹤0.01% |
5,300
-8,900
| -63% | -$570K |
|
1968
CALL
Republic Services
RSG
$63.7B
| $230K | ﹤0.01% |
1,700
-900
| -35% | -$115K |
|
1969
CALL
Teradata
TDC
$2.47B
| $230K | ﹤0.01% |
+5,700
| New | +$212K |
|
1970
PUT
EOG Resources
EOG
$71.5B
| $229K | ﹤0.01% |
2,000
-3,200
| -62% | -$388K |
|
1971
MicroSectors U.S. Big Oil 3x Leveraged ETNs due Feb 17 2045
NRGU
$18.7M
| $229K | ﹤0.01% |
+571
| New | +$253K |
|
1972
PUT
Stryker
SYK
$129B
| $228K | ﹤0.01% |
+800
| New | +$212K |
|
1973
IQVIA
IQV
$38.9B
| $228K | ﹤0.01% |
+1,148
| New | +$245K |
|
1974
PUT
Dover
DOV
$28.3B
| $228K | ﹤0.01% |
1,500
-2,800
| -65% | -$411K |
|
1975
Mid-America Apartment Communities
MAA
$15.7B
| $227K | ﹤0.01% |
+1,506
| New | +$239K |
|
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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.