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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 | |
|---|---|---|---|---|---|---|
1701
Invitation Homes
INVH
$18.1B
| $301K | 0.01% |
+9,644
| New | +$302K |
|
1702
EPR Properties
EPR
$4.68B
| $300K | 0.01% |
+7,886
| New | +$314K |
|
1703
Vanguard Morningstar Mid-Cap Value ETF
VOE
$24B
| $300K | 0.01% |
+2,239
| New | +$311K |
|
1704
CALL
Idexx Laboratories
IDXX
$46.1B
| $300K | 0.01% |
+600
| New | +$287K |
|
1705
CALL
Public Service Enterprise Group
PEG
$37.6B
| $300K | 0.01% |
+4,800
| New | +$291K |
|
1706
CALL
Jabil
JBL
$35.5B
| $300K | 0.01% |
+3,400
| New | +$274K |
|
1707
Pembina Pipeline
PBA
$27.4B
| $300K | 0.01% |
+9,245
| New | +$312K |
|
|
K
1708
DELISTED
Kellanova
K
| $299K | 0.01% |
+4,763
| New | +$301K |
|
1709
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$23B
| $299K | 0.01% |
4,000
-11,364
| -74% | -$815K |
|
|
PDCE
1710
DELISTED
PDC Energy, Inc.
PDCE
| $299K | 0.01% |
+4,653
| New | +$301K |
|
1711
CALL
Raymond James Financial
RJF
$34.7B
| $298K | 0.01% |
+3,200
| New | +$339K |
|
1712
HEICO Corp Class A
HEI.A
$37.2B
| $298K | 0.01% |
2,192
-241
| -10% | -$31.9K |
|
1713
On Holding
ONON
$12.7B
| $298K | 0.01% |
9,600
-8,059
| -46% | -$182K |
|
1714
CALL
Antero Resources
AR
$10.6B
| $298K | 0.01% |
12,900
-22,300
| -63% | -$588K |
|
1715
CALL
Trip.com Group
TCOM
$28.9B
| $298K | 0.01% |
7,900
-19,300
| -71% | -$718K |
|
1716
PUT
Zimmer Biomet
ZBH
$19B
| $297K | 0.01% |
2,300
+600
| +35% | +$75.3K |
|
1717
Lennox International
LII
$15.4B
| $297K | 0.01% |
1,182
-4
| -0.3% | -$1.01K |
|
1718
CALL
XPO
XPO
$23.4B
| $297K | 0.01% |
+9,300
| New | +$335K |
|
1719
Spotify
SPOT
$99.2B
| $297K | 0.01% |
+2,220
| New | +$254K |
|
1720
Packaging Corp of America
PKG
$22.8B
| $297K | 0.01% |
+2,136
| New | +$290K |
|
1721
Royal Bank of Canada
RY
$294B
| $296K | 0.01% |
3,100
-2,262
| -42% | -$224K |
|
1722
Essex Property Trust
ESS
$18.5B
| $296K | 0.01% |
1,416
-104
| -7% | -$22.9K |
|
1723
Credit Acceptance
CACC
$6.2B
| $296K | 0.01% |
+679
| New | +$299K |
|
1724
CALL
Matador Resources
MTDR
$5.84B
| $295K | 0.01% |
+6,200
| New | +$349K |
|
|
CFLT
1725
DELISTED
Confluent
CFLT
| $295K | 0.01% |
+12,256
| New | +$284K |
|
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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.