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
COST icon
301
CALL
Costco
COST
$422B
$3.97M 0.08%
8,000
-7,000
-47% -$3.43M
PG icon
302
PUT
Procter & Gamble
PG
$336B
$3.97M 0.08%
26,700
-15,900
-37% -$2.27M
AMT icon
303
American Tower
AMT
$80.8B
$3.95M 0.08%
19,345
+17,388
+889% +$3.65M
DDOG icon
304
PUT
Datadog
DDOG
$95.4B
$3.95M 0.08%
54,400
+47,800
+724% +$3.51M
BLK icon
305
CALL
Blackrock
BLK
$169B
$3.95M 0.08%
5,900
+2,800
+90% +$1.97M
FIS icon
306
PUT
Fidelity National Information Services
FIS
$23.1B
$3.94M 0.08%
72,600
+64,900
+843% +$4.22M
FDX icon
307
CALL
FedEx
FDX
$72.7B
$3.93M 0.08%
17,200
+900
+6% +$183K
HYG icon
308
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$15.9B
$3.91M 0.08%
+51,804
New +$3.88M
C icon
309
PUT
Citigroup
C
$222B
$3.9M 0.08%
83,200
-205,000
-71% -$10.1M
MMM icon
310
PUT
3M
MMM
$90.9B
$3.89M 0.08%
44,252
-82,404
-65% -$7.77M
AVGO icon
311
Broadcom
AVGO
$1.85T
$3.89M 0.08%
60,600
+48,630
+406% +$2.93M
TTWO icon
312
CALL
Take-Two Interactive
TTWO
$45.4B
$3.88M 0.08%
32,500
+17,900
+123% +$2M
HOOD icon
313
CALL
Robinhood
HOOD
$77.8B
$3.87M 0.08%
398,800
+206,300
+107% +$1.97M
ON icon
314
CALL
ON Semiconductor
ON
$31.8B
$3.87M 0.08%
47,000
+12,100
+35% +$919K
FDX icon
315
PUT
FedEx
FDX
$72.7B
$3.84M 0.08%
16,800
+6,100
+57% +$1.24M
SLB icon
316
CALL
SLB Ltd
SLB
$73.6B
$3.83M 0.08%
78,100
-10,700
-12% -$568K
XPEV icon
317
CALL
XPeng
XPEV
$12.4B
$3.8M 0.08%
341,800
+289,600
+555% +$2.8M
LEN icon
318
Lennar Class A
LEN
$19.8B
$3.8M 0.08%
37,299
+15,533
+71% +$1.5M
DAL icon
319
CALL
Delta Air Lines
DAL
$57.5B
$3.77M 0.08%
108,100
-63,800
-37% -$2.37M
NKE icon
320
PUT
Nike
NKE
$61.9B
$3.74M 0.08%
30,500
+15,200
+99% +$1.87M
RBLX icon
321
Roblox
RBLX
$25.4B
$3.71M 0.07%
+82,496
New +$3.15M
DAL icon
322
PUT
Delta Air Lines
DAL
$57.5B
$3.7M 0.07%
106,000
-63,700
-38% -$2.36M
WYNN icon
323
Wynn Resorts
WYNN
$10.3B
$3.69M 0.07%
+32,989
New +$3.45M
ROKU icon
324
Roku
ROKU
$21.5B
$3.69M 0.07%
56,063
-125,359
-69% -$7.34M
GOOGL icon
325
CALL
Alphabet (Google) Class A
GOOGL
$4.36T
$3.68M 0.07%
35,500
-92,800
-72% -$8.9M
11 12
13
14 15

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.