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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
+97.03%
10 Year Est. Return
+293.07%
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 | |
|---|---|---|---|---|---|---|
1751
Zscaler
ZS
$26.1B
| $286K | 0.01% |
2,448
-8,331
| -77% | -$999K |
|
1752
Invesco KBW Bank ETF
KBWB
$6.95B
| $286K | 0.01% |
6,807
-3,028
| -31% | -$158K |
|
1753
PUT
H&R Block
HRB
$5.82B
| $286K | 0.01% |
8,100
-28,300
| -78% | -$1.05M |
|
1754
Phillips Edison & Co
PECO
$5.35B
| $285K | 0.01% |
+8,751
| New | +$286K |
|
|
CYBR
1755
DELISTED
CyberArk
CYBR
| $285K | 0.01% |
1,928
-898
| -32% | -$126K |
|
1756
Mondelez International
MDLZ
$79.9B
| $285K | 0.01% |
+4,086
| New | +$271K |
|
1757
PUT
Targa Resources
TRGP
$55.8B
| $285K | 0.01% |
3,900
-600
| -13% | -$44.3K |
|
1758
PUT
Levi Strauss
LEVI
$9.53B
| $284K | 0.01% |
15,600
-27,400
| -64% | -$471K |
|
1759
ChargePoint
CHPT
$150M
| $284K | 0.01% |
1,358
+637
| +88% | +$139K |
|
1760
Lloyds Banking Group
LYG
$90.9B
| $283K | 0.01% |
122,001
+101,999
| +510% | +$247K |
|
1761
PUT
Truist Financial
TFC
$64.6B
| $283K | 0.01% |
8,300
-3,000
| -27% | -$131K |
|
1762
CALL
Global Ship Lease
GSL
$1.54B
| $283K | 0.01% |
15,100
-25,200
| -63% | -$471K |
|
1763
ProShares S&P 500 Dividend Aristocrats ETF
NOBL
$11.9B
| $283K | 0.01% |
+6,198
| New | +$282K |
|
1764
Akamai
AKAM
$17.9B
| $282K | 0.01% |
3,605
+126
| +4% | +$10.2K |
|
|
PLL
1765
CALL
DELISTED
Piedmont Lithium
PLL
| $282K | 0.01% |
+4,700
| New | +$285K |
|
1766
Vanguard Communication Services ETF
VOX
$5.73B
| $282K | 0.01% |
+2,918
| New | +$269K |
|
1767
CALL
DigitalOcean
DOCN
$14.6B
| $282K | 0.01% |
7,200
-6,000
| -45% | -$189K |
|
1768
PUT
Toronto Dominion Bank
TD
$200B
| $282K | 0.01% |
+4,700
| New | +$304K |
|
1769
Verisk Analytics
VRSK
$24.6B
| $281K | 0.01% |
+1,466
| New | +$266K |
|
1770
Consolidated Edison
ED
$40B
| $281K | 0.01% |
+2,938
| New | +$275K |
|
1771
Stanley Black & Decker
SWK
$15.6B
| $281K | 0.01% |
3,485
-11,729
| -77% | -$988K |
|
1772
Teladoc Health
TDOC
$1.26B
| $280K | 0.01% |
10,800
-26,207
| -71% | -$701K |
|
1773
State Street SPDR Portfolio Short Term Corporate Bond ETF
SPSB
$10.7B
| $279K | 0.01% |
+9,428
| New | +$278K |
|
1774
VanEck Oil Services ETF
OIH
$1.91B
| $279K | 0.01% |
1,007
-560
| -36% | -$171K |
|
1775
CALL
Peabody Energy
BTU
$2.78B
| $279K | 0.01% |
10,900
-81,700
| -88% | -$2.17M |
|
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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.