We are live on ! Find out more
TSS

Two Sigma Securities Portfolio holdings

AUM $1.16B
1-Year Est. Return 36.23%
This Fund
S&P 500
This Quarter Est. Return
+12.51%
1 Year Est. Return
+36.23%
3 Year Est. Return
+108.69%
5 Year Est. Return
+124.54%
10 Year Est. Return
+352.99%
AUM
$4.99B
AUM Growth
+$1.65B
Cap. Flow
+$446M
Cap. Flow %
8.95%
Top 10 Hldgs %
10.27%
Holding
3,526
New
997
Increased
864
Reduced
690
Closed
941

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 Miscellaneous 81.36%
2 Technology 4.3%
3 Consumer Discretionary 3.98%
4 Financials 2.82%
5 Healthcare 1.48%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
MKSI icon
1451
CALL
MKS Inc
MKSI
$17B
$390K 0.01%
4,400
+1,400
+47% +$134K
CAR icon
1452
CALL
Avis
CAR
$4.16B
$390K 0.01%
+2,000
New +$402K
GPN icon
1453
PUT
Global Payments
GPN
$22.5B
$389K 0.01%
3,700
-5,300
-59% -$574K
VIRT icon
1454
CALL
Virtu Financial
VIRT
$5.1B
$389K 0.01%
20,600
+8,200
+66% +$158K
NICE icon
1455
PUT
Nice
NICE
$6.15B
$389K 0.01%
1,700
-600
-26% -$126K
LLY icon
1456
Eli Lilly
LLY
$1.03T
$389K 0.01%
1,133
+355
+46% +$120K
MLM icon
1457
Martin Marietta Materials
MLM
$34.8B
$389K 0.01%
1,095
-414
-27% -$145K
K
1458
PUT
DELISTED
Kellanova
K
$388K 0.01%
6,177
-6,816
-52% -$431K
EMN icon
1459
CALL
Eastman Chemical
EMN
$7.51B
$388K 0.01%
4,600
-100
-2% -$8.59K
BJ icon
1460
CALL
BJs Wholesale Club
BJ
$11.6B
$388K 0.01%
5,100
-14,700
-74% -$1.07M
PERI icon
1461
PUT
Perion Network
PERI
$341M
$388K 0.01%
+9,800
New +$326K
ZTO icon
1462
ZTO Express
ZTO
$15.8B
$385K 0.01%
+13,444
New +$367K
IJJ icon
1463
iShares S&P Mid-Cap 400 Value ETF
IJJ
$8.48B
$384K 0.01%
+3,741
New +$400K
SPHR icon
1464
CALL
Sphere Entertainment
SPHR
$5.21B
$384K 0.01%
+6,500
New +$351K
VOO icon
1465
Vanguard S&P 500 ETF
VOO
$1.04T
$384K 0.01%
1,020
-6,776
-87% -$2.48M
PWR icon
1466
PUT
Quanta Services
PWR
$95.7B
$383K 0.01%
+2,300
New +$354K
TRV icon
1467
Travelers Companies
TRV
$78.1B
$383K 0.01%
2,234
-1,293
-37% -$235K
VTEB icon
1468
Vanguard Tax-Exempt Bond Index Fund
VTEB
$45.3B
$383K 0.01%
+7,553
New +$379K
IP icon
1469
PUT
International Paper
IP
$18.3B
$382K 0.01%
+10,600
New +$393K
DDS icon
1470
Dillards
DDS
$9.94B
$382K 0.01%
+1,242
New +$441K
ROK icon
1471
CALL
Rockwell Automation
ROK
$46.2B
$381K 0.01%
+1,300
New +$370K
EMN icon
1472
Eastman Chemical
EMN
$7.51B
$380K 0.01%
4,504
-4,751
-51% -$408K
FTSL icon
1473
First Trust Senior Loan Fund ETF
FTSL
$2.44B
$380K 0.01%
+8,389
New +$381K
RGR icon
1474
PUT
Sturm, Ruger & Co
RGR
$654M
$379K 0.01%
+6,600
New +$368K
IJS icon
1475
iShares S&P Small-Cap 600 Value ETF
IJS
$7.92B
$378K 0.01%
+4,043
New +$395K
57 58
59
60 61

Similar funds

SMM
Stadion Money Management Watkinsville, Georgia $1.16B AUM 20.57% 1-Year Est. Return
TPWA
TRUE Private Wealth Advisors Salem, Oregon $1.16B AUM 36.18% 1-Year Est. Return
CIA
Compass Ion Advisors Conshohocken, Pennsylvania $1.16B AUM 17.72% 1-Year Est. Return
OWA
Octavia Wealth Advisors Cincinnati, Ohio $1.16B AUM 25.42% 1-Year Est. Return
FFS
Forge Financial Services Edmond, Oklahoma $1.16B AUM 20.7% 1-Year Est. Return
MFA
Mayflower Financial Advisors Boston, Massachusetts $1.16B AUM 24.36% 1-Year Est. Return
LA
LVW Advisors Pittsford, New York $1.16B AUM 26.37% 1-Year Est. Return
PGCM
Prescott Group Capital Management Tulsa, Oklahoma $1.16B AUM 53.61% 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 $446M of net new capital in Q1 2023, opening 997 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 Miscellaneous at 81% of assets, down from 85% a quarter earlier, followed by Technology and Consumer Discretionary.

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 997 new positions and closed 941 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.