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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
ANSS
1301
DELISTED
Ansys
ANSS
$674K 0.01%
2,266
+1,030
+83% +$326K
EA icon
1302
CALL
Electronic Arts
EA
$53B
$674K 0.01%
5,600
-7,300
-57% -$919K
PRU icon
1303
PUT
Prudential Financial
PRU
$42.4B
$674K 0.01%
7,100
-8,100
-53% -$766K
MUB icon
1304
iShares National Muni Bond ETF
MUB
$45.1B
$673K 0.01%
+6,566
New +$693K
IVE icon
1305
iShares S&P 500 Value ETF
IVE
$49B
$673K 0.01%
4,374
+2,417
+124% +$391K
LIN icon
1306
PUT
Linde
LIN
$221B
$670K 0.01%
1,800
-4,000
-69% -$1.52M
WPM icon
1307
Wheaton Precious Metals
WPM
$49.5B
$669K 0.01%
16,501
-2,778
-14% -$120K
MNDY icon
1308
CALL
monday.com
MNDY
$3.68B
$669K 0.01%
4,200
+800
+24% +$134K
IJR icon
1309
iShares Core S&P Small-Cap ETF
IJR
$109B
$668K 0.01%
+7,081
New +$707K
TDOC icon
1310
CALL
Teladoc Health
TDOC
$1.22B
$667K 0.01%
35,900
-76,700
-68% -$1.79M
PM icon
1311
CALL
Philip Morris
PM
$297B
$667K 0.01%
7,200
-15,100
-68% -$1.45M
TQQQ icon
1312
ProShares UltraPro QQQ
TQQQ
$32.1B
$665K 0.01%
37,316
-15,096
-29% -$306K
BAX icon
1313
Baxter International
BAX
$13.5B
$664K 0.01%
+17,604
New +$750K
IYR icon
1314
iShares US Real Estate ETF
IYR
$4.66B
$662K 0.01%
8,475
-17,787
-68% -$1.52M
ROK icon
1315
PUT
Rockwell Automation
ROK
$53.4B
$658K 0.01%
+2,300
New +$711K
YETI icon
1316
PUT
Yeti Holdings
YETI
$3.71B
$656K 0.01%
13,600
+2,000
+17% +$89K
MOH icon
1317
PUT
Molina Healthcare
MOH
$10.2B
$656K 0.01%
2,000
-5,400
-73% -$1.7M
PWR icon
1318
PUT
Quanta Services
PWR
$100B
$655K 0.01%
+3,500
New +$702K
PRU icon
1319
CALL
Prudential Financial
PRU
$42.4B
$655K 0.01%
6,900
-8,200
-54% -$776K
MET icon
1320
CALL
MetLife
MET
$61.9B
$654K 0.01%
10,400
-1,700
-14% -$106K
TH icon
1321
Target Hospitality
TH
$1.51B
$654K 0.01%
+41,154
New +$580K
MSI icon
1322
PUT
Motorola Solutions
MSI
$72.3B
$653K 0.01%
2,400
-2,000
-45% -$570K
VAL icon
1323
CALL
Valaris
VAL
$5.48B
$652K 0.01%
8,700
+200
+2% +$14.7K
RMD icon
1324
PUT
ResMed
RMD
$30.6B
$651K 0.01%
+4,400
New +$796K
IQV icon
1325
PUT
IQVIA
IQV
$38.7B
$649K 0.01%
3,300
+900
+38% +$195K
51 52
53
54 55

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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.