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
AAPL icon
1
PUT
Apple
AAPL
$4.54T
$78.3M 1.57%
474,800
+393,700
+485% +$58.1M
AMZN icon
2
PUT
Amazon
AMZN
$2.92T
$64.7M 1.3%
626,100
+373,600
+148% +$36.1M
AAPL icon
3
CALL
Apple
AAPL
$4.54T
$58.6M 1.17%
355,100
+266,800
+302% +$39.4M
TSLA icon
4
PUT
Tesla
TSLA
$1.23T
$56.9M 1.14%
274,400
+215,900
+369% +$37.7M
MSFT icon
5
PUT
Microsoft
MSFT
$3.45T
$49.8M 1%
172,900
+157,200
+1,001% +$40.1M
TSLA icon
6
Tesla
TSLA
$1.23T
$48.8M 0.98%
235,005
+217,554
+1,247% +$38M
AMZN icon
7
CALL
Amazon
AMZN
$2.92T
$40.6M 0.81%
393,200
-6,900
-2% -$667K
SPY icon
8
State Street SPDR S&P 500 ETF Trust
SPY
$790B
$40.5M 0.81%
+98,896
New +$39.5M
AAPL icon
9
Apple
AAPL
$4.54T
$37.2M 0.75%
225,532
+166,270
+281% +$24.5M
QQQ icon
10
PUT
Invesco QQQ Trust
QQQ
$453B
$36.7M 0.74%
114,400
+11,800
+12% +$3.48M
ABBV icon
11
PUT
AbbVie
ABBV
$443B
$35.3M 0.71%
221,600
+68,700
+45% +$10.5M
QQQ icon
12
CALL
Invesco QQQ Trust
QQQ
$453B
$34.4M 0.69%
107,300
-2,400
-2% -$708K
MA icon
13
PUT
Mastercard
MA
$506B
$33.9M 0.68%
93,400
+89,600
+2,358% +$32.5M
BA icon
14
PUT
Boeing
BA
$171B
$33.5M 0.67%
157,500
+115,700
+277% +$24M
INTC icon
15
CALL
Intel
INTC
$455B
$33.3M 0.67%
1,018,000
+813,500
+398% +$23M
PYPL icon
16
PUT
PayPal
PYPL
$48.9B
$32.9M 0.66%
433,400
-175,200
-29% -$13.5M
ABBV icon
17
CALL
AbbVie
ABBV
$443B
$31.9M 0.64%
200,400
+31,300
+19% +$4.79M
TGT icon
18
PUT
Target
TGT
$65.6B
$30M 0.6%
180,900
+163,400
+934% +$26.9M
BA icon
19
CALL
Boeing
BA
$171B
$28.1M 0.56%
132,400
+101,500
+328% +$21.1M
NVDA icon
20
PUT
NVIDIA
NVDA
$4.86T
$27.1M 0.54%
975,000
+162,000
+20% +$3.51M
MSFT icon
21
Microsoft
MSFT
$3.45T
$25.8M 0.52%
89,381
+80,203
+874% +$20.5M
INTC icon
22
PUT
Intel
INTC
$455B
$25.7M 0.52%
787,000
+314,600
+67% +$8.91M
QCOM icon
23
PUT
Qualcomm
QCOM
$155B
$25.2M 0.5%
197,300
+90,600
+85% +$11.3M
V icon
24
PUT
Visa
V
$684B
$23.9M 0.48%
106,000
+89,100
+527% +$19.8M
AMZN icon
25
Amazon
AMZN
$2.92T
$23.9M 0.48%
231,024
+134,823
+140% +$13M
1
2 3 4 5

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.