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
HUM icon
376
Humana
HUM
$43.7B
$3.18M 0.06%
+6,559
New +$3.24M
BBY icon
377
Best Buy
BBY
$18.2B
$3.18M 0.06%
40,660
-8,219
-17% -$677K
ZS icon
378
CALL
Zscaler
ZS
$24.5B
$3.17M 0.06%
27,100
+13,200
+95% +$1.58M
CCJ icon
379
PUT
Cameco
CCJ
$37.6B
$3.15M 0.06%
120,400
-27,700
-19% -$732K
GM icon
380
PUT
General Motors
GM
$80.4B
$3.15M 0.06%
85,900
-42,000
-33% -$1.59M
STX icon
381
PUT
Seagate
STX
$194B
$3.15M 0.06%
47,600
-16,800
-26% -$1.07M
WHR icon
382
PUT
Whirlpool
WHR
$2.43B
$3.14M 0.06%
23,800
+14,400
+153% +$2.05M
KMI icon
383
CALL
Kinder Morgan
KMI
$71.7B
$3.13M 0.06%
178,700
-17,200
-9% -$306K
CAT icon
384
Caterpillar
CAT
$375B
$3.11M 0.06%
13,598
-3,986
-23% -$964K
AMAT icon
385
PUT
Applied Materials
AMAT
$403B
$3.1M 0.06%
25,200
+10,000
+66% +$1.15M
XOP icon
386
CALL
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$3.65B
$3.09M 0.06%
24,200
+5,800
+32% +$770K
GILD icon
387
CALL
Gilead Sciences
GILD
$162B
$3.09M 0.06%
37,200
+20,300
+120% +$1.68M
AA icon
388
Alcoa
AA
$11.9B
$3.07M 0.06%
72,130
+49,514
+219% +$2.39M
APA icon
389
CALL
APA Corp
APA
$13.2B
$3.06M 0.06%
84,900
-36,900
-30% -$1.48M
MDT icon
390
CALL
Medtronic
MDT
$109B
$3.06M 0.06%
37,900
+19,100
+102% +$1.56M
ETSY icon
391
CALL
Etsy
ETSY
$7.75B
$3.01M 0.06%
27,000
+8,900
+49% +$1.1M
LVS icon
392
PUT
Las Vegas Sands
LVS
$31.7B
$3M 0.06%
52,200
-20,100
-28% -$1.13M
ZS icon
393
PUT
Zscaler
ZS
$24.5B
$2.94M 0.06%
25,200
-1,500
-6% -$180K
RBLX icon
394
PUT
Roblox
RBLX
$25.4B
$2.91M 0.06%
64,700
-119,100
-65% -$4.55M
SPY icon
395
CALL
State Street SPDR S&P 500 ETF Trust
SPY
$790B
$2.91M 0.06%
7,100
+6,500
+1,083% +$2.59M
KR icon
396
CALL
Kroger
KR
$35.4B
$2.9M 0.06%
58,700
-26,000
-31% -$1.19M
CF icon
397
PUT
CF Industries
CF
$19.2B
$2.89M 0.06%
39,800
+30,100
+310% +$2.46M
MCK icon
398
PUT
McKesson
MCK
$100B
$2.88M 0.06%
8,100
+4,300
+113% +$1.55M
DOCU
399
CALL
DocuSign
DOCU
$10.5B
$2.88M 0.06%
49,400
+2,000
+4% +$119K
CI icon
400
Cigna
CI
$73.7B
$2.87M 0.06%
11,241
+5,862
+109% +$1.71M
14 15
16
17 18

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.