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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 | |
|---|---|---|---|---|---|---|
1976
PUT
Zillow
ZG
$8.19B
| $227K | ﹤0.01% |
+5,200
| New | +$216K |
|
1977
Stem
STEM
$50.3M
| $227K | ﹤0.01% |
+1,999
| New | +$339K |
|
1978
Weibo
WB
$2.01B
| $227K | ﹤0.01% |
+11,299
| New | +$231K |
|
1979
Exponent
EXPO
$3.29B
| $226K | ﹤0.01% |
+2,268
| New | +$231K |
|
|
BRSL
1980
PUT
Brightstar Lottery PLC
BRSL
$2.08B
| $225K | ﹤0.01% |
+8,400
| New | +$215K |
|
1981
CALL
iShares MSCI Emerging Markets ETF
EEM
$29.7B
| $225K | ﹤0.01% |
+5,700
| New | +$227K |
|
1982
PUT
Fulgent Genetics
FLGT
$527M
| $225K | ﹤0.01% |
+7,200
| New | +$232K |
|
1983
American Electric Power
AEP
$69.9B
| $224K | ﹤0.01% |
2,463
-1,062
| -30% | -$97.1K |
|
1984
CALL
Gaming and Leisure Properties
GLPI
$12.6B
| $224K | ﹤0.01% |
+4,300
| New | +$224K |
|
1985
Aflac
AFL
$63.7B
| $223K | ﹤0.01% |
3,464
-532
| -13% | -$36.4K |
|
1986
PUT
Becton Dickinson
BDX
$46.9B
| $223K | ﹤0.01% |
+900
| New | +$220K |
|
1987
CALL
Guardant Health
GH
$21.4B
| $223K | ﹤0.01% |
+9,500
| New | +$271K |
|
1988
TD Synnex
SNX
$20.3B
| $223K | ﹤0.01% |
+2,300
| New | +$228K |
|
1989
Crocs
CROX
$6.77B
| $223K | ﹤0.01% |
1,760
-1,766
| -50% | -$213K |
|
1990
CALL
Clear Secure
YOU
$5.62B
| $222K | ﹤0.01% |
+8,500
| New | +$241K |
|
1991
Automatic Data Processing
ADP
$108B
| $222K | ﹤0.01% |
998
-637
| -39% | -$144K |
|
1992
NetApp
NTAP
$37.4B
| $222K | ﹤0.01% |
+3,477
| New | +$225K |
|
1993
PUT
Charles River Laboratories
CRL
$11.3B
| $222K | ﹤0.01% |
1,100
+100
| +10% | +$22.7K |
|
|
SEE
1994
DELISTED
Sealed Air
SEE
| $222K | ﹤0.01% |
+4,835
| New | +$240K |
|
1995
CALL
Meritage Homes
MTH
$4.71B
| $222K | ﹤0.01% |
+3,800
| New | +$204K |
|
1996
PUT
Urban Outfitters
URBN
$6.65B
| $222K | ﹤0.01% |
8,000
-1,500
| -16% | -$40.4K |
|
1997
Avery Dennison
AVY
$13.3B
| $222K | ﹤0.01% |
+1,239
| New | +$225K |
|
1998
PUT
Blackstone Mortgage Trust
BXMT
$2.43B
| $221K | ﹤0.01% |
+12,400
| New | +$265K |
|
1999
CALL
UiPath
PATH
$7.31B
| $221K | ﹤0.01% |
12,600
-39,300
| -76% | -$594K |
|
2000
BlackLine
BL
$1.94B
| $221K | ﹤0.01% |
+3,290
| New | +$227K |
|
Similar funds
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OMG
MCM
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.