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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
DBX icon
1576
PUT
Dropbox
DBX
$7.76B
$474K 0.01%
17,400
+3,500
+25% +$95.4K
CNXC icon
1577
CALL
Concentrix
CNXC
$1.53B
$473K 0.01%
5,900
-5,100
-46% -$400K
NTRS icon
1578
PUT
Northern Trust
NTRS
$33.3B
$472K 0.01%
6,800
-400
-6% -$30.2K
VTEB icon
1579
Vanguard Tax-Exempt Bond Index Fund
VTEB
$45.1B
$472K 0.01%
+9,805
New +$486K
LITE icon
1580
Lumentum
LITE
$60.5B
$471K 0.01%
+10,419
New +$529K
HII icon
1581
CALL
Huntington Ingalls Industries
HII
$12.9B
$471K 0.01%
2,300
-3,500
-60% -$772K
O icon
1582
PUT
Realty Income
O
$59B
$469K 0.01%
9,400
-25,200
-73% -$1.45M
ARCB icon
1583
CALL
ArcBest
ARCB
$3.07B
$468K 0.01%
+4,600
New +$483K
PFSI icon
1584
CALL
PennyMac Financial
PFSI
$3.96B
$466K ﹤0.01%
7,000
-11,000
-61% -$791K
ADP icon
1585
Automatic Data Processing
ADP
$107B
$465K ﹤0.01%
1,933
-8,381
-81% -$2.04M
FOXA icon
1586
CALL
Fox Class A
FOXA
$24.7B
$465K ﹤0.01%
14,900
+800
+6% +$26.3K
LOW icon
1587
Lowe's Companies
LOW
$119B
$464K ﹤0.01%
2,234
-60,445
-96% -$13.6M
NU icon
1588
Nu Holdings
NU
$69.8B
$464K ﹤0.01%
64,031
-11,468
-15% -$85.8K
MED icon
1589
PUT
Medifast
MED
$108M
$464K ﹤0.01%
6,200
-3,100
-33% -$275K
FTCS icon
1590
First Trust Capital Strength ETF
FTCS
$7.85B
$464K ﹤0.01%
+6,301
New +$477K
EMR icon
1591
CALL
Emerson Electric
EMR
$86.5B
$464K ﹤0.01%
4,800
-15,300
-76% -$1.46M
PR
1592
CALL
Permian Resources
PR
$17.4B
$463K ﹤0.01%
33,200
+9,400
+39% +$118K
BBWI icon
1593
PUT
Bath & Body Works
BBWI
$4.21B
$463K ﹤0.01%
13,700
+6,400
+88% +$232K
CRSP icon
1594
PUT
CRISPR Therapeutics
CRSP
$4.9B
$463K ﹤0.01%
10,200
+4,300
+73% +$222K
HUM icon
1595
Humana
HUM
$44.5B
$462K ﹤0.01%
+950
New +$446K
NUE icon
1596
Nucor
NUE
$59.2B
$462K ﹤0.01%
2,955
+963
+48% +$159K
RDFN
1597
PUT
DELISTED
Redfin
RDFN
$462K ﹤0.01%
65,600
+49,200
+300% +$540K
HCP
1598
CALL
DELISTED
HashiCorp, Inc. Class A Common Stock
HCP
$461K ﹤0.01%
20,200
+9,500
+89% +$258K
SCHO icon
1599
Schwab Short-Term US Treasury ETF
SCHO
$12.8B
$460K ﹤0.01%
+19,228
New +$461K
VTLE
1600
PUT
DELISTED
Vital Energy
VTLE
$460K ﹤0.01%
8,300
-14,000
-63% -$752K
62 63
64
65 66

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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.