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TSS

Two Sigma Securities Portfolio holdings

AUM $1.16B
1-Year Est. Return 36.23%
This Fund
S&P 500
This Quarter Est. Return
-3.77%
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
$9.43B
AUM Growth
+$2.71B
Cap. Flow
+$1.07B
Cap. Flow %
11.3%
Top 10 Hldgs %
16.87%
Holding
3,680
New
960
Increased
1,028
Reduced
855
Closed
813

Top Buys

Rank Stock Value
1
SPY icon
State Street SPDR S&P 500 ETF Trust
SPY
+$189M
2
AAPL icon
Apple
AAPL
+$123M
3
META icon
Meta Platforms (Facebook)
META
+$74M
4
AMD icon
Advanced Micro Devices
AMD
+$62.9M
5
WMT icon
Walmart Inc
WMT
+$58.1M

Top Sells

Rank Stock Value
1
NFLX icon
Netflix
NFLX
+$29.7M
2
XOM icon
ExxonMobil
XOM
+$18M
3
LOW icon
Lowe's Companies
LOW
+$13.6M
4
MCD icon
McDonald's
MCD
+$13.3M
5
V icon
Visa
V
+$10.3M

Sector Composition

Rank Sector Weight
1 Miscellaneous 82.16%
2 Technology 5.59%
3 Consumer Discretionary 3.65%
4 Communication Services 2.04%
5 Healthcare 1.41%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
SPWR
1001
CALL
DELISTED
SunPower Corporation Common Stock
SPWR
$1.06M 0.01%
171,800
+101,600
+145% +$837K
BDX icon
1002
PUT
Becton Dickinson
BDX
$49.5B
$1.06M 0.01%
4,100
-2,100
-34% -$567K
CHWY icon
1003
Chewy
CHWY
$8.4B
$1.06M 0.01%
57,976
-8,132
-12% -$233K
WDC icon
1004
PUT
Western Digital
WDC
$150B
$1.06M 0.01%
30,694
-52,390
-63% -$1.65M
LQD icon
1005
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
$29.2B
$1.06M 0.01%
+10,362
New +$1.09M
MTUM icon
1006
iShares MSCI USA Momentum Factor ETF
MTUM
$24.1B
$1.06M 0.01%
+7,557
New +$1.09M
CSX icon
1007
CSX Corp
CSX
$88.7B
$1.06M 0.01%
+34,329
New +$1.09M
RSG icon
1008
CALL
Republic Services
RSG
$67.3B
$1.05M 0.01%
7,400
-400
-5% -$59.4K
FNV icon
1009
CALL
Franco-Nevada
FNV
$50B
$1.05M 0.01%
+7,900
New +$1.12M
KR icon
1010
CALL
Kroger
KR
$36.4B
$1.05M 0.01%
23,500
-16,500
-41% -$776K
J icon
1011
PUT
Jacobs Solutions
J
$16.8B
$1.05M 0.01%
9,309
+5,078
+120% +$547K
AEO icon
1012
CALL
American Eagle Outfitters
AEO
$2.48B
$1.05M 0.01%
63,000
+44,200
+235% +$653K
SO icon
1013
PUT
Southern Company
SO
$99.2B
$1.04M 0.01%
16,100
+2,500
+18% +$174K
KMB icon
1014
Kimberly-Clark
KMB
$32.6B
$1.04M 0.01%
8,587
-5,827
-40% -$753K
JBHT icon
1015
PUT
JB Hunt Transport Services
JBHT
$22.2B
$1.04M 0.01%
5,500
+3,700
+206% +$711K
ALL icon
1016
PUT
Allstate
ALL
$64.4B
$1.04M 0.01%
9,300
+5,100
+121% +$557K
AGNC icon
1017
AGNC Investment
AGNC
$11.7B
$1.03M 0.01%
109,502
+54,921
+101% +$543K
XLP icon
1018
CALL
State Street Consumer Staples Select Sector SPDR ETF
XLP
$14.3B
$1.03M 0.01%
15,000
+400
+3% +$29.3K
TXN icon
1019
Texas Instruments
TXN
$238B
$1.03M 0.01%
6,485
-39,799
-86% -$6.79M
TFI icon
1020
State Street SPDR Nuveen ICE Municipal Bond ETF
TFI
$2.97B
$1.03M 0.01%
+23,497
New +$1.07M
KMX icon
1021
PUT
CarMax
KMX
$8.34B
$1.03M 0.01%
14,500
-3,600
-20% -$295K
COF icon
1022
Capital One
COF
$125B
$1.03M 0.01%
+10,567
New +$1.13M
NRG icon
1023
PUT
NRG Energy
NRG
$22.6B
$1.02M 0.01%
26,600
-31,500
-54% -$1.19M
CAH icon
1024
PUT
Cardinal Health
CAH
$54.1B
$1.02M 0.01%
11,800
+5,500
+87% +$497K
NTAP icon
1025
CALL
NetApp
NTAP
$37.6B
$1.02M 0.01%
13,500
+8,400
+165% +$649K
39 40
41
42 43

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Two Sigma Securities's Q3 2023 Portfolio in Review

As of Q3 2023, Two Sigma Securities held 3,680 positions worth $9.43B, up 40% from $6.72B the previous quarter. Its ten largest holdings account for 17% of the portfolio.

Two Sigma Securities deployed $1.07B of net new capital in Q3 2023, opening 960 new positions and adding to 1,028 existing holdings. Its largest new stake was Walmart Inc: 1,092,258 shares worth $58.2M.

By sector, the portfolio is most concentrated in Miscellaneous at 82% of assets, down from 85% a quarter earlier, followed by Technology and Consumer Discretionary.

On the sell side, the largest reduction was Netflix, an estimated $29.7M trimmed.

  • Two Sigma Securities's largest Q3 2023 buy was Walmart Inc: 1,092,258 shares worth $58.2M.
  • Two Sigma Securities added most to State Street SPDR S&P 500 ETF Trust in Q3 2023, an estimated $189M increase.
  • Two Sigma Securities's biggest Q3 2023 reduction was Netflix, cutting an estimated $29.7M.
  • Two Sigma Securities fully exited McDonald's in Q3 2023, selling an estimated $13.3M.
  • Two Sigma Securities's ten largest holdings make up 17% of its $9.43B portfolio in Q3 2023.
  • Two Sigma Securities opened 960 new positions and closed 813 in Q3 2023.
  • Two Sigma Securities's portfolio value rose 40% quarter-over-quarter to $9.43B.

Based on Two Sigma Securities's 13F filing for Q3 2023, filed 14 Nov 2023.