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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
TNA icon
1426
Direxion Daily Small Cap Bull 3x ETF
TNA
$1.32B
$581K 0.01%
20,213
-17,372
-46% -$608K
NRG icon
1427
CALL
NRG Energy
NRG
$28.3B
$578K 0.01%
15,000
-12,500
-45% -$473K
SKX
1428
CALL
DELISTED
Skechers
SKX
$578K 0.01%
11,800
+4,000
+51% +$204K
CTAS icon
1429
PUT
Cintas
CTAS
$81.9B
$577K 0.01%
4,800
-7,600
-61% -$946K
RPD icon
1430
CALL
Rapid7
RPD
$645M
$577K 0.01%
+12,600
New +$582K
BROS icon
1431
CALL
Dutch Bros
BROS
$9.03B
$577K 0.01%
24,800
+9,000
+57% +$256K
AME icon
1432
CALL
Ametek
AME
$55.4B
$576K 0.01%
+3,900
New +$609K
ITW icon
1433
CALL
Illinois Tool Works
ITW
$82.6B
$576K 0.01%
2,500
-1,900
-43% -$464K
IQV icon
1434
IQVIA
IQV
$38.7B
$575K 0.01%
2,920
+985
+51% +$214K
WELL icon
1435
CALL
Welltower
WELL
$169B
$573K 0.01%
7,000
-5,600
-44% -$461K
DRI icon
1436
PUT
Darden Restaurants
DRI
$23.3B
$573K 0.01%
+4,000
New +$634K
HSIC icon
1437
CALL
Henry Schein
HSIC
$9.77B
$572K 0.01%
+7,700
New +$593K
BILI icon
1438
CALL
Bilibili
BILI
$7.99B
$571K 0.01%
41,500
-8,400
-17% -$130K
AMN icon
1439
PUT
AMN Healthcare
AMN
$1.3B
$571K 0.01%
6,700
+1,100
+20% +$104K
AWK icon
1440
PUT
American Water Works
AWK
$26.7B
$570K 0.01%
4,600
+2,200
+92% +$308K
TEL icon
1441
CALL
TE Connectivity
TEL
$59.6B
$568K 0.01%
+4,600
New +$615K
PCG icon
1442
PUT
PG&E
PCG
$38.3B
$568K 0.01%
35,200
-12,500
-26% -$215K
DVA icon
1443
PUT
DaVita
DVA
$15.4B
$567K 0.01%
6,000
-500
-8% -$51K
NBR icon
1444
PUT
Nabors Industries
NBR
$1.27B
$566K 0.01%
4,600
-1,200
-21% -$139K
IPG
1445
PUT
DELISTED
Interpublic Group of Companies
IPG
$565K 0.01%
+19,700
New +$657K
AMBA icon
1446
Ambarella
AMBA
$3.77B
$564K 0.01%
+10,643
New +$747K
VCIT icon
1447
Vanguard Intermediate-Term Corporate Bond ETF
VCIT
$66.2B
$564K 0.01%
7,424
-22,270
-75% -$1.73M
XLF icon
1448
CALL
State Street Financial Select Sector SPDR ETF
XLF
$57.6B
$564K 0.01%
17,000
+2,700
+19% +$93K
LEVI icon
1449
PUT
Levi Strauss
LEVI
$9.44B
$562K 0.01%
41,400
-63,000
-60% -$881K
IPG
1450
DELISTED
Interpublic Group of Companies
IPG
$561K 0.01%
+19,579
New +$653K
56 57
58
59 60

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NOCM
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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.