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
(+50%)
Cap. Flow
+$1.36B
Cap. Flow
% of AUM
27.35%
Top 10 Holdings %
Top 10 Hldgs %
10.27%
Holding
3,526
New
998
Increased
864
Reduced
690
Closed
943
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
State Street SPDR S&P 500 ETF Trust
SPY
|
+$39.5M |
| 2 |
Tesla
TSLA
|
+$38M |
| 3 |
Apple
AAPL
|
+$24.5M |
| 4 |
Microsoft
MSFT
|
+$20.5M |
| 5 |
JPMorgan Chase
JPM
|
+$18.7M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares 1-3 Year Treasury Bond ETF
SHY
|
+$8.37M |
| 2 |
Roku
ROKU
|
+$7.34M |
| 3 |
JPMorgan Ultra-Short Income ETF
JPST
|
+$7.08M |
| 4 |
iShares Core MSCI EAFE ETF
IEFA
|
+$6.54M |
| 5 |
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 | |
|---|---|---|---|---|---|---|
2001
CALL
Marqeta
MQ
$1.89B
| $221K | ﹤0.01% |
12,075
+9,325
| +339% | +$208K |
|
2002
SAP
SAP
$226B
| $220K | ﹤0.01% |
+1,741
| New | +$204K |
|
2003
CALL
State Street Health Care Select Sector SPDR ETF
XLV
$41.8B
| $220K | ﹤0.01% |
1,700
-8,400
| -83% | -$1.1M |
|
2004
PUT
Petco
WOOF
$831M
| $220K | ﹤0.01% |
24,400
+1,800
| +8% | +$18.6K |
|
2005
CALL
Cognizant
CTSH
$25.3B
| $219K | ﹤0.01% |
3,600
-2,700
| -43% | -$169K |
|
2006
Dutch Bros
BROS
$8.8B
| $219K | ﹤0.01% |
+6,934
| New | +$235K |
|
2007
iShares Expanded Tech Sector ETF
IGM
$10.7B
| $219K | ﹤0.01% |
3,870
-3,858
| -50% | -$201K |
|
2008
CALL
Concentrix
CNXC
$1.56B
| $219K | ﹤0.01% |
+1,800
| New | +$244K |
|
2009
Global X NASDAQ-100 Covered Call ETF
QYLD
$8.24B
| $219K | ﹤0.01% |
12,757
-140,376
| -92% | -$2.34M |
|
2010
Coherent
COHR
$63.3B
| $219K | ﹤0.01% |
+5,745
| New | +$234K |
|
2011
Vanguard Morningstar Mid-Cap ETF
VO
$109B
| $219K | ﹤0.01% |
+4,144
| New | +$220K |
|
2012
Ericsson
ERIC
$33.7B
| $218K | ﹤0.01% |
37,346
+7,553
| +25% | +$43.1K |
|
2013
Veeva Systems
VEEV
$33.5B
| $218K | ﹤0.01% |
1,184
-2,173
| -65% | -$371K |
|
|
COOP
2014
PUT
DELISTED
Mr. Cooper
COOP
| $217K | ﹤0.01% |
5,300
-1,200
| -18% | -$52.6K |
|
2015
CALL
MP Materials
MP
$8.45B
| $217K | ﹤0.01% |
+7,700
| New | +$233K |
|
2016
B&G Foods
BGS
$289M
| $217K | ﹤0.01% |
13,966
-14,945
| -52% | -$208K |
|
2017
US Commodity Index
USCI
$359M
| $216K | ﹤0.01% |
+3,987
| New | +$217K |
|
|
2018
Petco
WOOF
$831M
| $216K | ﹤0.01% |
+23,999
| New | +$248K |
|
2019
Enovis
ENOV
$1.78B
| $216K | ﹤0.01% |
+4,037
| New | +$234K |
|
2020
PUT
Yum China
YUMC
$16.6B
| $216K | ﹤0.01% |
+3,400
| New | +$205K |
|
2021
Amgen
AMGN
$210B
| $215K | ﹤0.01% |
+890
| New | +$218K |
|
2022
AllianzIM U.S. Equity Buffer20 Oct ETF
OCTW
$323M
| $215K | ﹤0.01% |
+7,374
| New | +$211K |
|
2023
Celanese
CE
$4.96B
| $215K | ﹤0.01% |
+1,972
| New | +$228K |
|
2024
PUT
Trip.com Group
TCOM
$29.5B
| $215K | ﹤0.01% |
5,700
-13,300
| -70% | -$494K |
|
2025
CALL
Ollie's Bargain Outlet
OLLI
$4.51B
| $214K | ﹤0.01% |
+3,700
| New | +$203K |
|
Similar funds
BCM
OAM
WFAL
NOCM
QIM
RB
OMG
MCM
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.