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
Cap. Flow
+$1.36B
Cap. Flow %
27.35%
Top 10 Hldgs %
10.27%
Holding
3,526
New
998
Increased
864
Reduced
690
Closed
943

Top Buys

Rank Stock Value
1
SPY icon
State Street SPDR S&P 500 ETF Trust
SPY
+$39.5M
2
TSLA icon
Tesla
TSLA
+$38M
3
AAPL icon
Apple
AAPL
+$24.5M
4
MSFT icon
Microsoft
MSFT
+$20.5M
5
JPM icon
JPMorgan Chase
JPM
+$18.7M

Top Sells

Rank Stock Value
1
SHY icon
iShares 1-3 Year Treasury Bond ETF
SHY
+$8.37M
2
ROKU icon
Roku
ROKU
+$7.34M
3
JPST icon
JPMorgan Ultra-Short Income ETF
JPST
+$7.08M
4
IEFA icon
iShares Core MSCI EAFE ETF
IEFA
+$6.54M
5
EFA icon
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
WM icon
226
PUT
Waste Management
WM
$90.6B
$5.17M 0.1%
+31,700
New +$4.86M
DKS icon
227
Dick's Sporting Goods
DKS
$17.5B
$5.16M 0.1%
36,345
+28,435
+359% +$3.79M
ETSY icon
228
PUT
Etsy
ETSY
$7.75B
$5.13M 0.1%
46,100
+32,500
+239% +$4.03M
VZ icon
229
CALL
Verizon
VZ
$195B
$5.12M 0.1%
131,600
-184,900
-58% -$7.29M
BLK icon
230
Blackrock
BLK
$169B
$5.1M 0.1%
7,624
+6,875
+918% +$4.84M
XYZ
231
CALL
Block Inc
XYZ
$48.4B
$5.09M 0.1%
74,200
-35,800
-33% -$2.68M
OKTA icon
232
PUT
Okta
OKTA
$24.7B
$5.08M 0.1%
58,900
+15,900
+37% +$1.21M
NOC icon
233
PUT
Northrop Grumman
NOC
$77.1B
$5.08M 0.1%
11,000
+9,000
+450% +$4.18M
F icon
234
CALL
Ford
F
$58.5B
$5.06M 0.1%
401,500
+98,700
+33% +$1.24M
ASML icon
235
PUT
ASML
ASML
$626B
$5.04M 0.1%
7,400
+7,000
+1,750% +$4.49M
LUV icon
236
CALL
Southwest Airlines
LUV
$22B
$5M 0.1%
153,800
+137,500
+844% +$4.68M
TMUS icon
237
CALL
T-Mobile US
TMUS
$185B
$4.98M 0.1%
34,400
+18,500
+116% +$2.68M
REGN icon
238
Regeneron Pharmaceuticals
REGN
$78.5B
$4.98M 0.1%
+6,063
New +$4.57M
JD icon
239
JD.com
JD
$44.6B
$4.97M 0.1%
113,298
+51,087
+82% +$2.64M
BMY icon
240
PUT
Bristol-Myers Squibb
BMY
$133B
$4.95M 0.1%
71,400
+4,300
+6% +$303K
DPZ icon
241
PUT
Domino's
DPZ
$11.5B
$4.95M 0.1%
15,000
+2,500
+20% +$832K
GNRC icon
242
PUT
Generac Holdings
GNRC
$11.6B
$4.95M 0.1%
45,800
-14,600
-24% -$1.69M
OKTA icon
243
CALL
Okta
OKTA
$24.7B
$4.94M 0.1%
57,300
+27,600
+93% +$2.1M
MMM icon
244
CALL
3M
MMM
$90.9B
$4.93M 0.1%
56,092
-73,076
-57% -$6.89M
TQQQ icon
245
ProShares UltraPro QQQ
TQQQ
$32.1B
$4.92M 0.1%
347,958
+177,748
+104% +$2.03M
VFC icon
246
PUT
VF Corp
VFC
$5.63B
$4.88M 0.1%
212,900
+151,700
+248% +$3.99M
PINS icon
247
Pinterest
PINS
$13.4B
$4.87M 0.1%
178,722
+82,884
+86% +$2.15M
LVS icon
248
CALL
Las Vegas Sands
LVS
$31.7B
$4.87M 0.1%
84,800
+38,200
+82% +$2.14M
SCHF icon
249
Schwab International Equity ETF
SCHF
$66.6B
$4.86M 0.1%
279,282
-212,464
-43% -$3.64M
SCHW
250
PUT
Charles Schwab
SCHW
$183B
$4.86M 0.1%
92,700
+53,800
+138% +$3.94M
8 9
10
11 12

Similar funds

BCM
Benchstone Capital Management New York $860M AUM 32.46% 1-Year Est. Return
OAM
Ophir Asset Management Sydney, Australia $859M AUM 59.08% 1-Year Est. Return
NOCM
Night Owl Capital Management Greenwich, Connecticut $858M AUM 31.41% 1-Year Est. Return
TIM
Total Investment Management Scottsdale, Arizona $858M AUM 9.96% 1-Year Est. Return
QIM
Quest Investment Management Lake Oswego, Oregon $857M AUM 21.67% 1-Year Est. Return
RB
Rodgers Brothers Harmony, Pennsylvania $866M AUM 30.05% 1-Year Est. Return
OMG
One Madison Group New York $866M AUM 33.81% 1-Year Est. Return
MCM
Makena Capital Management Menlo Park, California $866M AUM 17.79% 1-Year Est. Return

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.