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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
XP icon
1551
CALL
XP
XP
$8.81B
$491K 0.01%
21,300
-71,800
-77% -$1.8M
IYT icon
1552
CALL
iShares US Transportation ETF
IYT
$2.25B
$491K 0.01%
8,400
+2,000
+31% +$125K
PCTY icon
1553
CALL
Paylocity
PCTY
$7.45B
$491K 0.01%
2,700
-200
-7% -$40.2K
DOG
1554
ProShares Short Dow30
DOG
$99M
$489K 0.01%
+14,671
New +$474K
CNXC icon
1555
PUT
Concentrix
CNXC
$1.52B
$489K 0.01%
+6,100
New +$479K
VOE icon
1556
Vanguard Morningstar Mid-Cap Value ETF
VOE
$23.8B
$488K 0.01%
3,728
+1,345
+56% +$186K
CRUS icon
1557
PUT
Cirrus Logic
CRUS
$6.41B
$488K 0.01%
6,600
-10,300
-61% -$805K
WGO icon
1558
PUT
Winnebago Industries
WGO
$879M
$487K 0.01%
8,200
+2,900
+55% +$188K
FIS icon
1559
PUT
Fidelity National Information Services
FIS
$23.2B
$486K 0.01%
8,800
-35,400
-80% -$2.04M
LTHM
1560
CALL
DELISTED
Livent Corporation
LTHM
$486K 0.01%
26,400
+9,700
+58% +$222K
LPX icon
1561
Louisiana-Pacific
LPX
$5.14B
$485K 0.01%
+8,769
New +$576K
RSG icon
1562
PUT
Republic Services
RSG
$64.6B
$485K 0.01%
3,400
-3,800
-53% -$564K
FVD icon
1563
First Trust Value Line Dividend Fund
FVD
$8.3B
$484K 0.01%
+12,940
New +$511K
UNM icon
1564
CALL
Unum
UNM
$14.3B
$482K 0.01%
+9,800
New +$479K
APP icon
1565
CALL
Applovin
APP
$138B
$480K 0.01%
+12,000
New +$426K
PII icon
1566
CALL
Polaris
PII
$4.06B
$479K 0.01%
4,600
-2,500
-35% -$297K
CNQ icon
1567
PUT
Canadian Natural Resources
CNQ
$97B
$479K 0.01%
14,800
+7,200
+95% +$220K
AVTR icon
1568
CALL
Avantor
AVTR
$9.19B
$479K 0.01%
+22,700
New +$483K
COOP
1569
CALL
DELISTED
Mr. Cooper
COOP
$477K 0.01%
+8,900
New +$489K
HAS icon
1570
CALL
Hasbro
HAS
$13.1B
$476K 0.01%
7,200
-58,200
-89% -$3.85M
SIVR icon
1571
abrdn Physical Silver Shares ETF
SIVR
$4B
$476K 0.01%
+22,387
New +$506K
EWH icon
1572
iShares MSCI Hong Kong ETF
EWH
$1.23B
$476K 0.01%
+27,741
New +$511K
AVY icon
1573
CALL
Avery Dennison
AVY
$13B
$475K 0.01%
+2,600
New +$471K
IBM icon
1574
IBM
IBM
$214B
$474K 0.01%
3,379
+1,201
+55% +$171K
HES
1575
DELISTED
Hess
HES
$474K 0.01%
3,098
-3,950
-56% -$595K
61 62
63
64 65

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NOCM
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QIM
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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.