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
USMV icon
1901
iShares MSCI USA Min Vol Factor ETF
USMV
$24B
$246K ﹤0.01%
+3,381
New +$243K
IGF icon
1902
iShares Global Infrastructure ETF
IGF
$10.8B
$246K ﹤0.01%
5,147
-7,431
-59% -$352K
DAR icon
1903
CALL
Darling Ingredients
DAR
$9.19B
$245K ﹤0.01%
+4,200
New +$264K
INKM icon
1904
State Street Income Allocation ETF
INKM
$75M
$245K ﹤0.01%
+8,080
New +$247K
PAGS icon
1905
PagSeguro Digital
PAGS
$2.63B
$245K ﹤0.01%
+28,574
New +$255K
CAR icon
1906
Avis
CAR
$4.9B
$244K ﹤0.01%
1,255
-399
-24% -$80.1K
JAAA icon
1907
Janus Henderson AAA CLO ETF
JAAA
$29.2B
$244K ﹤0.01%
+4,927
New +$245K
RACE icon
1908
Ferrari
RACE
$71.5B
$244K ﹤0.01%
900
-70
-7% -$17.9K
COHR icon
1909
CALL
Coherent
COHR
$64.2B
$244K ﹤0.01%
+6,400
New +$260K
XES icon
1910
State Street SPDR S&P Oil & Gas Equipment & Services ETF
XES
$358M
$244K ﹤0.01%
+3,240
New +$266K
AVGE icon
1911
Avantis All Equity Markets ETF
AVGE
$1.13B
$243K ﹤0.01%
+4,208
New +$244K
BMO icon
1912
Bank of Montreal
BMO
$127B
$242K ﹤0.01%
+2,720
New +$258K
DBI icon
1913
PUT
Designer Brands
DBI
$339M
$242K ﹤0.01%
+27,700
New +$266K
BLMN icon
1914
PUT
Bloomin' Brands
BLMN
$1.01B
$241K ﹤0.01%
+9,400
New +$234K
ASND icon
1915
Ascendis Pharma A/S
ASND
$16B
$240K ﹤0.01%
+2,240
New +$256K
LITE icon
1916
Lumentum
LITE
$64.3B
$240K ﹤0.01%
4,441
-212
-5% -$11.8K
CRK icon
1917
Comstock Resources
CRK
$3.81B
$240K ﹤0.01%
22,225
+10,768
+94% +$128K
MQ icon
1918
Marqeta
MQ
$1.75B
$240K ﹤0.01%
13,102
+10,600
+424% +$237K
IBKR icon
1919
Interactive Brokers
IBKR
$39.5B
$239K ﹤0.01%
11,600
-9,200
-44% -$187K
MLCO icon
1920
CALL
Melco Resorts & Entertainment
MLCO
$2.19B
$239K ﹤0.01%
18,800
-4,700
-20% -$60.5K
AOA icon
1921
iShares Core 80/20 Aggressive Allocation ETF
AOA
$3.27B
$239K ﹤0.01%
+3,757
New +$235K
SEE
1922
PUT
DELISTED
Sealed Air
SEE
$239K ﹤0.01%
+5,200
New +$258K
POST icon
1923
Post Holdings
POST
$4.04B
$239K ﹤0.01%
+2,656
New +$242K
GHC icon
1924
Graham Holdings Company
GHC
$5.14B
$238K ﹤0.01%
+400
New +$249K
RDFN
1925
CALL
DELISTED
Redfin
RDFN
$238K ﹤0.01%
26,300
-36,600
-58% -$273K
75 76
77
78 79

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
WFAL
Wedbush Fund Advisers, LLC Pasadena, California $863M AUM
NOCM
Night Owl Capital Management Greenwich, Connecticut $858M AUM 31.41% 1-Year Est. Return
QIM
Quest Investment Management Lake Oswego, Oregon $857M AUM 21.67% 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
EI
EAM Investors Solana Beach, California $866M AUM 377.14% 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.