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TSS
Two Sigma Securities Portfolio holdings
AUM
$1.16B
1-Year Est. Return
36.23%
This Fund
S&P 500
This Quarter
Est. Return
+12.51%
1 Year Est. Return
+36.23%
3 Year Est. Return
+108.69%
5 Year Est. Return
+124.54%
10 Year Est. Return
+352.99%
AUM
$4.99B
AUM Growth
+$1.65B
(+50%)
Cap. Flow
+$446M
Cap. Flow
% of AUM
8.95%
Top 10 Holdings %
Top 10 Hldgs %
10.27%
Holding
3,526
New
997
Increased
864
Reduced
690
Closed
941
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 | Miscellaneous | 81.36% |
| 2 | Technology | 4.3% |
| 3 | Consumer Discretionary | 3.98% |
| 4 | Financials | 2.82% |
| 5 | Healthcare | 1.48% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
2026
CALL
Conagra Brands
CAG
$7.26B
| $214K | ﹤0.01% |
5,700
-4,400
| -44% | -$163K |
|
2027
PUT
Enbridge
ENB
$106B
| $214K | ﹤0.01% |
+5,600
| New | +$220K |
|
2028
Acuity Brands
AYI
$9.07B
| $214K | ﹤0.01% |
+1,169
| New | +$216K |
|
2029
Floor & Decor
FND
$5.03B
| $213K | ﹤0.01% |
+2,172
| New | +$195K |
|
|
SGI
2030
CALL
Somnigroup International
SGI
$13.3B
| $213K | ﹤0.01% |
+5,400
| New | +$215K |
|
2031
CALL
Revvity
RVTY
$16B
| $213K | ﹤0.01% |
+1,600
| New | +$211K |
|
2032
CALL
Globant
GLOB
$1.54B
| $213K | ﹤0.01% |
+1,300
| New | +$212K |
|
2033
BlueLinx
BXC
$583M
| $213K | ﹤0.01% |
+3,135
| New | +$254K |
|
2034
VanEck Fallen Angel High Yield Bond ETF
ANGL
$3.17B
| $213K | ﹤0.01% |
+7,593
| New | +$210K |
|
2035
CALL
TripAdvisor
TRIP
$1.04B
| $213K | ﹤0.01% |
10,700
-12,100
| -53% | -$259K |
|
2036
Fidelity Dividend ETF for Rising Rates
FDRR
$763M
| $212K | ﹤0.01% |
+5,225
| New | +$212K |
|
2037
RPM International
RPM
$12.6B
| $212K | ﹤0.01% |
+2,434
| New | +$213K |
|
2038
FMC
FMC
$1.26B
| $212K | ﹤0.01% |
+1,736
| New | +$218K |
|
2039
PUT
Ormat Technologies
ORA
$5.99B
| $212K | ﹤0.01% |
2,500
-200
| -7% | -$17.5K |
|
2040
Wayfair
W
$14B
| $212K | ﹤0.01% |
6,169
-2,052
| -25% | -$90.9K |
|
2041
Bath & Body Works
BBWI
$3.51B
| $212K | ﹤0.01% |
5,790
-887
| -13% | -$37.2K |
|
2042
CALL
Alcon
ALC
$31.4B
| $212K | ﹤0.01% |
3,000
-4,500
| -60% | -$320K |
|
2043
Direxion Daily Financial Bull 3x ETF
FAS
$2.07B
| $211K | ﹤0.01% |
3,665
-4,764
| -57% | -$362K |
|
2044
Pinduoduo
PDD
$112B
| $211K | ﹤0.01% |
2,783
-45,647
| -94% | -$4.13M |
|
2045
VictoryShares US EQ Income Enhanced Volatility Wtd ETF
CDC
$715M
| $211K | ﹤0.01% |
3,483
-1,217
| -26% | -$76.1K |
|
2046
SPS Commerce
SPSC
$2.87B
| $211K | ﹤0.01% |
+1,386
| New | +$197K |
|
2047
PUT
HCA Healthcare
HCA
$92.6B
| $211K | ﹤0.01% |
800
-5,600
| -88% | -$1.42M |
|
2048
MarketAxess Holdings
MKTX
$5.75B
| $211K | ﹤0.01% |
+539
| New | +$191K |
|
|
DISH
2049
CALL
DELISTED
DISH Network Corp.
DISH
| $211K | ﹤0.01% |
22,600
-33,100
| -59% | -$417K |
|
2050
CALL
Urban Outfitters
URBN
$6.43B
| $211K | ﹤0.01% |
7,600
-9,300
| -55% | -$250K |
|
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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 $446M of net new capital in Q1 2023, opening 997 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 Miscellaneous at 81% of assets, down from 85% a quarter earlier, followed by Technology and Consumer Discretionary.
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 997 new positions and closed 941 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.