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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
-3.77%
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
$9.43B
AUM Growth
+$2.71B
Cap. Flow
+$3.15B
Cap. Flow %
33.43%
Top 10 Hldgs %
16.87%
Holding
3,680
New
960
Increased
1,030
Reduced
855
Closed
814

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 Technology 5.59%
2 Consumer Discretionary 3.64%
3 Communication Services 2.04%
4 Healthcare 1.41%
5 Financials 1.31%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
LH icon
1251
Labcorp
LH
$25B
$733K 0.01%
3,648
+2,036
+126% +$429K
XLI icon
1252
CALL
State Street Industrial Select Sector SPDR ETF
XLI
$32.8B
$730K 0.01%
7,200
-11,800
-62% -$1.26M
PLD icon
1253
PUT
Prologis
PLD
$135B
$729K 0.01%
6,500
+3,600
+124% +$440K
BIDU icon
1254
Baidu
BIDU
$37.7B
$729K 0.01%
5,427
+2,721
+101% +$381K
CFG icon
1255
PUT
Citizens Financial Group
CFG
$30.3B
$726K 0.01%
27,100
-6,400
-19% -$183K
PARA
1256
DELISTED
Paramount Global Class B
PARA
$725K 0.01%
+56,187
New +$832K
ADM icon
1257
PUT
Archer Daniels Midland
ADM
$38.2B
$724K 0.01%
9,600
-25,100
-72% -$2.03M
WGO icon
1258
CALL
Winnebago Industries
WGO
$856M
$719K 0.01%
12,100
+2,000
+20% +$130K
ED icon
1259
CALL
Consolidated Edison
ED
$40.1B
$718K 0.01%
8,400
+5,100
+155% +$465K
EFX icon
1260
CALL
Equifax
EFX
$20.3B
$714K 0.01%
+3,900
New +$796K
ITW icon
1261
PUT
Illinois Tool Works
ITW
$82.6B
$714K 0.01%
3,100
-1,100
-26% -$268K
AKAM icon
1262
PUT
Akamai
AKAM
$16.7B
$714K 0.01%
6,700
-6,700
-50% -$667K
ASO icon
1263
PUT
Academy Sports + Outdoors
ASO
$2.94B
$714K 0.01%
15,100
+9,100
+152% +$487K
MRO
1264
CALL
DELISTED
Marathon Oil Corporation
MRO
$709K 0.01%
26,500
-60,300
-69% -$1.56M
JCI icon
1265
CALL
Johnson Controls International
JCI
$88.8B
$708K 0.01%
+13,300
New +$821K
FL
1266
PUT
DELISTED
Foot Locker
FL
$706K 0.01%
40,700
+25,900
+175% +$579K
APH icon
1267
PUT
Amphenol
APH
$198B
$706K 0.01%
16,800
+600
+4% +$25.8K
AMBA icon
1268
CALL
Ambarella
AMBA
$3.77B
$705K 0.01%
13,300
+6,900
+108% +$485K
TD icon
1269
PUT
Toronto Dominion Bank
TD
$198B
$705K 0.01%
11,700
+3,700
+46% +$231K
URTY icon
1270
ProShares UltraPro Russell2000
URTY
$322M
$702K 0.01%
+20,760
New +$856K
SBAC icon
1271
CALL
SBA Communications
SBAC
$19.2B
$701K 0.01%
3,500
-1,000
-22% -$223K
TD icon
1272
Toronto Dominion Bank
TD
$198B
$700K 0.01%
11,618
-2,612
-18% -$163K
APTV icon
1273
CALL
Aptiv
APTV
$12B
$700K 0.01%
7,100
-1,500
-17% -$155K
ESS icon
1274
CALL
Essex Property Trust
ESS
$18.3B
$700K 0.01%
3,300
+1,600
+94% +$375K
RVLV icon
1275
PUT
Revolve Group
RVLV
$1.8B
$700K 0.01%
51,400
-46,000
-47% -$733K
49 50
51
52 53

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OAM
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NOCM
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TIM
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QIM
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RB
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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 $3.15B of net new capital in Q3 2023, opening 960 new positions and adding to 1,030 existing holdings. Its largest new stake was Walmart Inc: 1,092,258 shares worth $58.2M.

By sector, the portfolio is most concentrated in Technology at 5.6% of assets, up from 3.9% a quarter earlier, followed by Consumer Discretionary and Communication Services.

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 814 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.