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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 | |
|---|---|---|---|---|---|---|
1301
Shake Shack
SHAK
$2.67B
| $471K | 0.01% |
8,492
+1,252
| +17% | +$69.1K |
|
1302
PUT
Sysco
SYY
$39.6B
| $471K | 0.01% |
+6,100
| New | +$468K |
|
1303
PUT
Parker-Hannifin
PH
$125B
| $471K | 0.01% |
+1,400
| New | +$464K |
|
1304
Ormat Technologies
ORA
$6.15B
| $470K | 0.01% |
5,544
+3,042
| +122% | +$267K |
|
1305
CALL
Kimberly-Clark
KMB
$37B
| $470K | 0.01% |
3,500
-400
| -10% | -$52K |
|
1306
Bilibili
BILI
$7.95B
| $470K | 0.01% |
+19,981
| New | +$475K |
|
1307
Monolithic Power Systems
MPWR
$65.6B
| $470K | 0.01% |
+938
| New | +$431K |
|
1308
PUT
Allegiant Air
ALGT
$2.82B
| $469K | 0.01% |
5,100
-3,000
| -37% | -$270K |
|
1309
Baker Hughes
BKR
$61.3B
| $469K | 0.01% |
+16,246
| New | +$491K |
|
1310
PUT
Royal Bank of Canada
RY
$290B
| $468K | 0.01% |
4,900
-1,600
| -25% | -$159K |
|
1311
CALL
Enovix
ENVX
$960M
| $468K | 0.01% |
35,886
-6,857
| -16% | -$56.3K |
|
1312
CALL
Align Technology
ALGN
$12.4B
| $468K | 0.01% |
1,400
-6,100
| -81% | -$1.8M |
|
1313
CALL
Children's Place
PLCE
$59.2M
| $467K | 0.01% |
11,600
-8,700
| -43% | -$358K |
|
1314
TransDigm Group
TDG
$71.3B
| $466K | 0.01% |
632
-432
| -41% | -$309K |
|
1315
CALL
Johnson Controls International
JCI
$93.1B
| $464K | 0.01% |
+7,700
| New | +$493K |
|
1316
Vanguard Morningstar Small-Cap ETF
VB
$82.3B
| $464K | 0.01% |
+2,446
| New | +$474K |
|
1317
CALL
OneMain Financial
OMF
$7.53B
| $464K | 0.01% |
+12,500
| New | +$502K |
|
|
P
1318
CALL
Everpure Inc
P
$27.9B
| $462K | 0.01% |
+18,100
| New | +$488K |
|
1319
CALL
Tyler Technologies
TYL
$12.8B
| $461K | 0.01% |
1,300
| – | – |
|
1320
iShares Short-Term National Muni Bond ETF
SUB
$11.3B
| $461K | 0.01% |
+4,402
| New | +$460K |
|
1321
CALL
Iron Mountain
IRM
$37.3B
| $460K | 0.01% |
+8,700
| New | +$456K |
|
1322
CALL
Veeva Systems
VEEV
$34.4B
| $459K | 0.01% |
+2,500
| New | +$426K |
|
1323
CALL
MetLife
MET
$61.9B
| $458K | 0.01% |
+7,900
| New | +$533K |
|
1324
PUT
Oneok
OKE
$55.2B
| $457K | 0.01% |
7,200
-10,600
| -60% | -$704K |
|
1325
DigitalOcean
DOCN
$15.1B
| $457K | 0.01% |
+11,667
| New | +$367K |
|
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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.