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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 | |
|---|---|---|---|---|---|---|
|
VTNR
1926
DELISTED
Vertex Energy, Inc
VTNR
| $238K | ﹤0.01% |
24,107
+6,291
| +35% | +$49.9K |
|
|
HA
1927
CALL
DELISTED
Hawaiian Holdings, Inc.
HA
| $238K | ﹤0.01% |
26,000
+4,100
| +19% | +$43.4K |
|
|
TSE
1928
DELISTED
Trinseo
TSE
| $238K | ﹤0.01% |
11,414
-5,206
| -31% | -$127K |
|
1929
Innovator Defined Wealth Shield ETF
BALT
$2.77B
| $238K | ﹤0.01% |
+8,731
| New | +$235K |
|
1930
ProShares Short 7-10 Year Treasury
TBX
$20.8M
| $238K | ﹤0.01% |
8,531
-2,289
| -21% | -$64.6K |
|
1931
Trade Desk
TTD
$8.91B
| $237K | ﹤0.01% |
3,897
-8,244
| -68% | -$439K |
|
1932
National Presto Industries
NPK
$1B
| $237K | ﹤0.01% |
+3,289
| New | +$240K |
|
1933
Cavco Industries
CVCO
$4.52B
| $237K | ﹤0.01% |
746
-400
| -35% | -$111K |
|
1934
CALL
Shoals Technologies Group
SHLS
$1.46B
| $237K | ﹤0.01% |
+10,400
| New | +$257K |
|
1935
PUT
TE Connectivity
TEL
$63.2B
| $236K | ﹤0.01% |
1,800
-700
| -28% | -$88.6K |
|
1936
PUT
Elanco Animal Health
ELAN
$13.1B
| $236K | ﹤0.01% |
25,100
+7,000
| +39% | +$82.6K |
|
1937
ProShares Investment Grade-Interest Rate Hedged
IGHG
$329M
| $236K | ﹤0.01% |
+3,283
| New | +$236K |
|
1938
OneMain Financial
OMF
$7.54B
| $236K | ﹤0.01% |
+6,359
| New | +$256K |
|
1939
CALL
Emerson Electric
EMR
$91B
| $235K | ﹤0.01% |
+2,700
| New | +$236K |
|
1940
CALL
Parker-Hannifin
PH
$126B
| $235K | ﹤0.01% |
+700
| New | +$232K |
|
1941
Aegon
AEG
$14B
| $235K | ﹤0.01% |
54,673
+43,697
| +398% | +$221K |
|
1942
Truist Financial
TFC
$64.6B
| $235K | ﹤0.01% |
6,894
-3,347
| -33% | -$146K |
|
1943
CALL
LyondellBasell Industries
LYB
$19.1B
| $235K | ﹤0.01% |
2,500
-10,800
| -81% | -$1M |
|
1944
iShares Global 100 ETF
IOO
$9.18B
| $234K | ﹤0.01% |
+3,346
| New | +$225K |
|
1945
iShares Russell 2000 Growth ETF
IWO
$14.9B
| $234K | ﹤0.01% |
+1,033
| New | +$236K |
|
1946
CALL
KeyCorp
KEY
$24.8B
| $234K | ﹤0.01% |
18,700
+4,400
| +31% | +$74.3K |
|
1947
CALL
Alpha Metallurgical Resources
AMR
$1.85B
| $234K | ﹤0.01% |
1,500
-12,200
| -89% | -$1.95M |
|
1948
Ashland
ASH
$3.28B
| $234K | ﹤0.01% |
+2,277
| New | +$236K |
|
1949
PUT
Sabre
SABR
$838M
| $234K | ﹤0.01% |
54,500
+17,600
| +48% | +$101K |
|
1950
Royal Gold
RGLD
$18.3B
| $233K | ﹤0.01% |
+1,800
| New | +$222K |
|
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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.