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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
USB icon
1401
CALL
US Bancorp
USB
$98.2B
$598K 0.01%
18,100
-34,000
-65% -$1.24M
SAIA icon
1402
CALL
Saia
SAIA
$9.27B
$598K 0.01%
1,500
+600
+67% +$242K
KNX icon
1403
CALL
Knight Transportation
KNX
$11.3B
$597K 0.01%
11,900
+500
+4% +$27.7K
TDOC icon
1404
PUT
Teladoc Health
TDOC
$1.22B
$597K 0.01%
32,100
-96,300
-75% -$2.25M
LITE icon
1405
CALL
Lumentum
LITE
$55.5B
$596K 0.01%
13,200
-700
-5% -$35.6K
ADBE icon
1406
Adobe
ADBE
$99.5B
$596K 0.01%
1,169
-400
-25% -$210K
EW icon
1407
PUT
Edwards Lifesciences
EW
$49.6B
$596K 0.01%
8,600
+700
+9% +$56.3K
GTLS
1408
CALL
DELISTED
Chart Industries
GTLS
$592K 0.01%
3,500
-700
-17% -$118K
AYX
1409
CALL
DELISTED
Alteryx Inc
AYX
$592K 0.01%
15,700
-6,300
-29% -$226K
WOLF icon
1410
Wolfspeed
WOLF
$1.23B
$592K 0.01%
15,527
+11,435
+279% +$599K
FLEX icon
1411
Flex
FLEX
$41.7B
$591K 0.01%
+29,044
New +$589K
ILMN icon
1412
PUT
Illumina
ILMN
$31B
$590K 0.01%
+4,420
New +$727K
APO icon
1413
Apollo Global Management
APO
$72.4B
$589K 0.01%
6,564
-8,344
-56% -$701K
CEG icon
1414
PUT
Constellation Energy
CEG
$93.8B
$589K 0.01%
5,400
-7,800
-59% -$804K
AIZ icon
1415
PUT
Assurant
AIZ
$13.8B
$589K 0.01%
4,100
+500
+14% +$68.5K
D icon
1416
Dominion Energy
D
$60.8B
$587K 0.01%
13,144
-3,739
-22% -$186K
BNTX icon
1417
CALL
BioNTech
BNTX
$22.9B
$587K 0.01%
5,400
-2,700
-33% -$299K
RY icon
1418
PUT
Royal Bank of Canada
RY
$291B
$586K 0.01%
+6,700
New +$623K
PAG icon
1419
PUT
Penske Automotive Group
PAG
$14.3B
$585K 0.01%
+3,500
New +$585K
BYD icon
1420
CALL
Boyd Gaming
BYD
$6.18B
$584K 0.01%
9,600
+5,500
+134% +$366K
TYL icon
1421
Tyler Technologies
TYL
$12.7B
$583K 0.01%
+1,510
New +$593K
QRVO icon
1422
PUT
Qorvo
QRVO
$7.99B
$582K 0.01%
6,100
-400
-6% -$40.8K
SDS icon
1423
ProShares UltraShort S&P500
SDS
$418M
$582K 0.01%
+3,139
New +$541K
XPO icon
1424
PUT
XPO
XPO
$23.5B
$582K 0.01%
7,800
-2,500
-24% -$173K
SFM icon
1425
PUT
Sprouts Farmers Market
SFM
$8.13B
$582K 0.01%
13,600
-9,600
-41% -$376K
55 56
57
58 59

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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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OMG
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MCM
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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.