We are live on
!
Find out more
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 | |
|---|---|---|---|---|---|---|
951
AstraZeneca
AZN
$245B
| $813K | 0.02% |
5,858
-210
| -3% | -$28.3K |
|
|
BBBY
952
PUT
Bed Bath & Beyond
BBBY
$507M
| $813K | 0.02% |
+44,110
| New | +$823K |
|
953
Delek US
DK
$4.05B
| $812K | 0.02% |
+35,393
| New | +$886K |
|
|
HES
954
DELISTED
Hess
HES
| $810K | 0.02% |
6,124
+3,235
| +112% | +$450K |
|
955
iShares International Select Dividend ETF
IDV
$8.47B
| $810K | 0.02% |
+29,473
| New | +$830K |
|
956
CALL
Sherwin-Williams
SHW
$86B
| $809K | 0.02% |
+3,600
| New | +$824K |
|
957
CALL
Arista Networks
ANET
$233B
| $806K | 0.02% |
19,200
+11,200
| +140% | +$385K |
|
958
CALL
Travelers Companies
TRV
$78B
| $806K | 0.02% |
+4,700
| New | +$855K |
|
959
PUT
Honeywell
HON
$78.2B
| $803K | 0.02% |
4,456
-5,305
| -54% | -$997K |
|
960
First Trust Financials AlphaDEX Fund
FXO
$1.14B
| $803K | 0.02% |
21,502
+15,538
| +261% | +$656K |
|
961
CALL
Lincoln National
LNC
$8.82B
| $802K | 0.02% |
35,700
+22,100
| +163% | +$657K |
|
962
JetBlue
JBLU
$2.35B
| $802K | 0.02% |
110,143
+75,551
| +218% | +$596K |
|
963
Comcast
CMCSA
$87.2B
| $801K | 0.02% |
+21,138
| New | +$799K |
|
964
State Street SPDR Bloomberg Convertible Securities ETF
CWB
$5.66B
| $800K | 0.02% |
+11,926
| New | +$799K |
|
965
RH
RH
$3.29B
| $800K | 0.02% |
+3,284
| New | +$953K |
|
966
PUT
monday.com
MNDY
$3.76B
| $799K | 0.02% |
+5,600
| New | +$757K |
|
967
iShares 1-5 Year Investment Grade Corporate Bond ETF
IGSB
$22.9B
| $798K | 0.02% |
+15,789
| New | +$793K |
|
968
CALL
Digital Turbine
APPS
$1.09B
| $795K | 0.02% |
64,300
+26,100
| +68% | +$351K |
|
969
Danaher
DHR
$139B
| $793K | 0.02% |
3,551
+2,314
| +187% | +$526K |
|
970
PUT
Ubiquiti
UI
$33.2B
| $788K | 0.02% |
2,900
+1,900
| +190% | +$526K |
|
971
HCA Healthcare
HCA
$88B
| $788K | 0.02% |
2,988
+1,722
| +136% | +$437K |
|
972
Molina Healthcare
MOH
$10.2B
| $788K | 0.02% |
2,945
-1,964
| -40% | -$564K |
|
973
CALL
KB Home
KBH
$3.45B
| $788K | 0.02% |
19,600
+11,900
| +155% | +$434K |
|
974
CALL
Cintas
CTAS
$81.6B
| $787K | 0.02% |
+6,800
| New | +$749K |
|
975
PUT
Goodyear
GT
$2.02B
| $786K | 0.02% |
71,300
-18,800
| -21% | -$209K |
|
Similar funds
BCM
OAM
NOCM
QIM
RB
OMG
MCM
NEPWA
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.