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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
PULS icon
1351
PGIM Ultra Short Bond ETF
PULS
$17.7B
$633K 0.01%
+12,793
New +$631K
MINT icon
1352
PIMCO Enhanced Short Maturity Active Exchange-Traded Fund
MINT
$16.9B
$633K 0.01%
+6,317
New +$630K
THC icon
1353
PUT
Tenet Healthcare
THC
$20.5B
$633K 0.01%
9,600
+6,300
+191% +$471K
HCA icon
1354
HCA Healthcare
HCA
$87.2B
$632K 0.01%
2,571
+1,847
+255% +$505K
ALLY icon
1355
PUT
Ally Financial
ALLY
$13.2B
$632K 0.01%
23,700
-146,700
-86% -$4.1M
AAL icon
1356
American Airlines Group
AAL
$10.1B
$631K 0.01%
49,272
-378,811
-88% -$5.88M
HBAN icon
1357
Huntington Bancshares
HBAN
$34.4B
$631K 0.01%
+60,677
New +$681K
TLH icon
1358
iShares 10-20 Year Treasury Bond ETF
TLH
$10.9B
$631K 0.01%
+6,407
New +$673K
OVV icon
1359
Ovintiv
OVV
$17.3B
$630K 0.01%
+13,239
New +$600K
TROW icon
1360
PUT
T. Rowe Price
TROW
$23.9B
$629K 0.01%
6,000
-14,100
-70% -$1.59M
ELV icon
1361
Elevance Health
ELV
$81.5B
$629K 0.01%
1,445
-1,311
-48% -$595K
CDW icon
1362
CDW
CDW
$18.9B
$629K 0.01%
3,117
-472
-13% -$94.1K
LITE icon
1363
PUT
Lumentum
LITE
$55.5B
$628K 0.01%
13,900
-2,900
-17% -$147K
XLY icon
1364
PUT
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$22.6B
$628K 0.01%
+7,800
New +$659K
SEE
1365
PUT
DELISTED
Sealed Air
SEE
$628K 0.01%
19,100
+11,000
+136% +$425K
DBX icon
1366
CALL
Dropbox
DBX
$7.6B
$626K 0.01%
23,000
-9,400
-29% -$256K
SWAV
1367
DELISTED
Shockwave Medical, Inc. Common Stock
SWAV
$625K 0.01%
3,140
+1,668
+113% +$394K
KXI icon
1368
iShares Global Consumer Staples ETF
KXI
$1.07B
$623K 0.01%
+10,921
New +$658K
XP icon
1369
PUT
XP
XP
$8.81B
$622K 0.01%
27,000
-105,300
-80% -$2.64M
LNC icon
1370
Lincoln National
LNC
$8.73B
$622K 0.01%
25,200
-2,276
-8% -$59.5K
VHT icon
1371
Vanguard Health Care ETF
VHT
$18.1B
$622K 0.01%
2,645
+1,657
+168% +$404K
EXPD icon
1372
CALL
Expeditors International
EXPD
$22B
$619K 0.01%
5,400
-5,900
-52% -$701K
SWK icon
1373
CALL
Stanley Black & Decker
SWK
$14.3B
$618K 0.01%
7,400
-1,000
-12% -$92.6K
AKAM icon
1374
CALL
Akamai
AKAM
$16.7B
$618K 0.01%
5,800
-11,000
-65% -$1.1M
BSCN
1375
DELISTED
Invesco BulletShares 2023 Corporate Bond ETF
BSCN
$617K 0.01%
29,040
-3,872
-12% -$82.1K
53 54
55
56 57

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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
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MCM
Makena Capital Management Menlo Park, California $866M AUM 17.79% 1-Year Est. Return

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.