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
CHTR icon
351
CALL
Charter Communications
CHTR
$17.3B
$3.4M 0.07%
9,500
+2,200
+30% +$822K
ADBE icon
352
CALL
Adobe
ADBE
$99.5B
$3.39M 0.07%
8,800
-10,900
-55% -$3.87M
DE icon
353
PUT
Deere & Co
DE
$160B
$3.39M 0.07%
8,200
-1,300
-14% -$538K
GWW icon
354
CALL
W.W. Grainger
GWW
$65.3B
$3.38M 0.07%
4,900
+100
+2% +$63.8K
AGG icon
355
iShares Core US Aggregate Bond ETF
AGG
$137B
$3.37M 0.07%
33,842
+25,762
+319% +$2.55M
FIS icon
356
CALL
Fidelity National Information Services
FIS
$23.1B
$3.36M 0.07%
61,800
+52,600
+572% +$3.42M
PARA
357
CALL
DELISTED
Paramount Global Class B
PARA
$3.35M 0.07%
150,300
+700
+0.5% +$15K
NOC icon
358
Northrop Grumman
NOC
$77.1B
$3.34M 0.07%
+7,232
New +$3.36M
TEAM icon
359
Atlassian
TEAM
$25.6B
$3.32M 0.07%
+19,414
New +$3.1M
SHOP icon
360
CALL
Shopify
SHOP
$152B
$3.32M 0.07%
69,300
+4,900
+8% +$216K
RUN icon
361
PUT
Sunrun
RUN
$2.34B
$3.32M 0.07%
164,700
+132,400
+410% +$3.09M
MRK icon
362
PUT
Merck
MRK
$322B
$3.31M 0.07%
31,100
+10,600
+52% +$1.14M
MELI icon
363
CALL
Mercado Libre
MELI
$95.2B
$3.3M 0.07%
2,500
+1,500
+150% +$1.71M
AMD icon
364
CALL
Advanced Micro Devices
AMD
$776B
$3.28M 0.07%
33,500
-41,500
-55% -$3.38M
PDD icon
365
PUT
Pinduoduo
PDD
$126B
$3.27M 0.07%
43,100
+10,600
+33% +$958K
MRNA icon
366
CALL
Moderna
MRNA
$21.8B
$3.27M 0.07%
21,300
-2,000
-9% -$330K
LMT icon
367
Lockheed Martin
LMT
$134B
$3.27M 0.07%
6,907
+5,453
+375% +$2.56M
RH icon
368
CALL
RH
RH
$3.13B
$3.26M 0.07%
13,400
+6,700
+100% +$1.95M
HAS icon
369
CALL
Hasbro
HAS
$13.2B
$3.26M 0.07%
60,700
+20,800
+52% +$1.19M
PANW icon
370
CALL
Palo Alto Networks
PANW
$270B
$3.26M 0.07%
32,600
+200
+0.6% +$16.9K
DHI icon
371
D.R. Horton
DHI
$40B
$3.25M 0.07%
33,286
+21,338
+179% +$2.03M
KSS icon
372
PUT
Kohl's
KSS
$2.17B
$3.25M 0.07%
+138,100
New +$3.9M
ISRG icon
373
CALL
Intuitive Surgical
ISRG
$127B
$3.24M 0.07%
+12,700
New +$3.13M
OXY icon
374
CALL
Occidental Petroleum
OXY
$56.8B
$3.22M 0.06%
51,500
-108,400
-68% -$6.73M
LMT icon
375
PUT
Lockheed Martin
LMT
$134B
$3.21M 0.06%
6,800
-11,200
-62% -$5.25M
13 14
15
16 17

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.