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 | |
|---|---|---|---|---|---|---|
1726
PUT
TransDigm Group
TDG
$70.2B
| $295K | 0.01% |
+400
| New | +$286K |
|
1727
PUT
Calix
CALX
$2.42B
| $295K | 0.01% |
5,500
-1,000
| -15% | -$54.5K |
|
|
SWAV
1728
DELISTED
Shockwave Medical, Inc. Common Stock
SWAV
| $294K | 0.01% |
1,358
-1,101
| -45% | -$215K |
|
1729
PUT
PPG Industries
PPG
$26.5B
| $294K | 0.01% |
2,200
-700
| -24% | -$90.3K |
|
1730
PUT
Bloom Energy
BE
$69B
| $293K | 0.01% |
+14,700
| New | +$322K |
|
1731
VanEck Pharmaceutical ETF
PPH
$927M
| $293K | 0.01% |
+3,771
| New | +$291K |
|
1732
PUT
Patterson-UTI
PTEN
$3.62B
| $293K | 0.01% |
+25,000
| New | +$365K |
|
1733
PBF Energy
PBF
$7.25B
| $292K | 0.01% |
6,734
-13,030
| -66% | -$549K |
|
1734
American Financial Group
AFG
$12.2B
| $292K | 0.01% |
+2,402
| New | +$317K |
|
1735
PUT
Ralph Lauren
RL
$22.7B
| $292K | 0.01% |
+2,500
| New | +$295K |
|
1736
CALL
Northern Trust
NTRS
$33.7B
| $291K | 0.01% |
3,300
-1,400
| -30% | -$130K |
|
1737
RBC Bearings
RBC
$18.1B
| $291K | 0.01% |
+1,249
| New | +$288K |
|
1738
Vanguard S&P Mid-Cap 400 Growth ETF
IVOG
$1.67B
| $291K | 0.01% |
+3,271
| New | +$289K |
|
1739
SITE Centers
SITC
$172M
| $290K | 0.01% |
+30,267
| New | +$307K |
|
1740
Vanguard Materials ETF
VAW
$3.11B
| $290K | 0.01% |
1,630
-284
| -15% | -$50.8K |
|
|
BDN
1741
Brandywine Realty Trust
BDN
$551M
| $289K | 0.01% |
+61,091
| New | +$359K |
|
1742
PUT
Equinix
EQIX
$104B
| $288K | 0.01% |
400
| – | – |
|
1743
PUT
Five Below
FIVE
$12.4B
| $288K | 0.01% |
1,400
-700
| -33% | -$138K |
|
1744
Ally Financial
ALLY
$13.6B
| $288K | 0.01% |
11,298
-44,229
| -80% | -$1.27M |
|
1745
State Street Industrial Select Sector SPDR ETF
XLI
$33.9B
| $288K | 0.01% |
+2,845
| New | +$286K |
|
1746
First Trust Rising Dividend Achievers ETF
RDVY
$25.6B
| $288K | 0.01% |
6,410
-5,740
| -47% | -$264K |
|
1747
CALL
SBA Communications
SBAC
$18.9B
| $287K | 0.01% |
1,100
-200
| -15% | -$55K |
|
1748
CALL
Royal Bank of Canada
RY
$294B
| $287K | 0.01% |
+3,000
| New | +$297K |
|
|
DOCU
1749
DocuSign
DOCU
$11B
| $287K | 0.01% |
4,918
-74,635
| -94% | -$4.45M |
|
1750
L3Harris
LHX
$53.3B
| $286K | 0.01% |
1,459
+180
| +14% | +$36.8K |
|
Similar funds
BCM
OAM
WFAL
NOCM
QIM
OMG
MCM
EI
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.