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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
PFG icon
1601
Principal Financial Group
PFG
$24.6B
$460K ﹤0.01%
+6,379
New +$495K
SNA icon
1602
CALL
Snap-on
SNA
$21.2B
$459K ﹤0.01%
+1,800
New +$486K
NICE icon
1603
CALL
Nice
NICE
$5.89B
$459K ﹤0.01%
2,700
-3,400
-56% -$677K
SRLN icon
1604
State Street Blackstone Senior Loan ETF
SRLN
$5.31B
$458K ﹤0.01%
+10,925
New +$457K
ROK icon
1605
CALL
Rockwell Automation
ROK
$53.8B
$457K ﹤0.01%
1,600
-700
-30% -$216K
SBSW icon
1606
Sibanye-Stillwater
SBSW
$6.31B
$456K ﹤0.01%
73,949
-60,211
-45% -$397K
CRUS icon
1607
Cirrus Logic
CRUS
$6.4B
$456K ﹤0.01%
6,168
+2,919
+90% +$228K
IBTD
1608
DELISTED
iShares iBonds Dec 2023 Term Treasury ETF
IBTD
$455K ﹤0.01%
+18,321
New +$454K
TCOM icon
1609
Trip.com Group
TCOM
$29.9B
$452K ﹤0.01%
+12,935
New +$487K
CSL icon
1610
Carlisle Companies
CSL
$14.7B
$452K ﹤0.01%
+1,743
New +$467K
XME icon
1611
CALL
State Street SPDR S&P Metals & Mining ETF
XME
$3.93B
$452K ﹤0.01%
+8,600
New +$446K
KNX icon
1612
PUT
Knight Transportation
KNX
$11.1B
$451K ﹤0.01%
9,000
-5,000
-36% -$277K
NOG icon
1613
PUT
Northern Oil and Gas
NOG
$2.24B
$451K ﹤0.01%
11,200
-14,600
-57% -$576K
SOXS icon
1614
Direxion Daily Semiconductor Bear 3X ETF
SOXS
$1.33B
$450K ﹤0.01%
20
-60
-75% -$1.21M
DINO icon
1615
PUT
HF Sinclair
DINO
$15.6B
$450K ﹤0.01%
7,900
-32,800
-81% -$1.78M
WM icon
1616
Waste Management
WM
$90.6B
$449K ﹤0.01%
+2,947
New +$477K
EDR
1617
PUT
DELISTED
Endeavor Group Holdings, Inc.
EDR
$448K ﹤0.01%
22,500
+13,500
+150% +$310K
LTHM
1618
PUT
DELISTED
Livent Corporation
LTHM
$447K ﹤0.01%
24,300
+7,200
+42% +$165K
DB icon
1619
Deutsche Bank
DB
$69.8B
$447K ﹤0.01%
+40,684
New +$440K
GDDY icon
1620
PUT
GoDaddy
GDDY
$11.8B
$447K ﹤0.01%
6,000
-2,200
-27% -$162K
VMC icon
1621
Vulcan Materials
VMC
$36.6B
$447K ﹤0.01%
+2,212
New +$481K
CNC icon
1622
Centene
CNC
$31.3B
$446K ﹤0.01%
6,477
-5,574
-46% -$371K
VRSN icon
1623
PUT
VeriSign
VRSN
$27B
$446K ﹤0.01%
+2,200
New +$457K
HRL icon
1624
CALL
Hormel Foods
HRL
$13.9B
$445K ﹤0.01%
11,700
-5,400
-32% -$213K
BKR icon
1625
Baker Hughes
BKR
$60.3B
$445K ﹤0.01%
+12,588
New +$446K
63 64
65
66 67

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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.