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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
ZM icon
1926
Zoom
ZM
$29.2B
$310K ﹤0.01%
+4,436
New +$308K
IWR icon
1927
iShares Russell Mid-Cap ETF
IWR
$56.5B
$310K ﹤0.01%
+4,476
New +$327K
RWL icon
1928
Invesco S&P 500 Revenue ETF
RWL
$9.74B
$310K ﹤0.01%
+3,964
New +$320K
WTM icon
1929
White Mountains Insurance
WTM
$5.15B
$310K ﹤0.01%
207
-60
-22% -$92.1K
CWI icon
1930
State Street SPDR MSCI ACWI ex-US ETF
CWI
$2.83B
$309K ﹤0.01%
+12,430
New +$322K
MTDR icon
1931
PUT
Matador Resources
MTDR
$5.93B
$309K ﹤0.01%
5,200
+900
+21% +$52.4K
TYL icon
1932
CALL
Tyler Technologies
TYL
$12.5B
$309K ﹤0.01%
800
-3,300
-80% -$1.3M
CRK icon
1933
CALL
Comstock Resources
CRK
$3.81B
$309K ﹤0.01%
28,000
-21,400
-43% -$252K
FLR icon
1934
Fluor
FLR
$7.08B
$308K ﹤0.01%
+8,392
New +$281K
H icon
1935
CALL
Hyatt Hotels
H
$16.3B
$308K ﹤0.01%
+2,900
New +$330K
ELF icon
1936
PUT
e.l.f. Beauty
ELF
$4.93B
$308K ﹤0.01%
+2,800
New +$340K
NOVT icon
1937
Novanta
NOVT
$5.43B
$307K ﹤0.01%
2,137
+689
+48% +$112K
DUST icon
1938
Direxion Daily Gold Miners Index Bear 2X ETF
DUST
$62.9M
$306K ﹤0.01%
+208
New +$260K
DOV icon
1939
Dover
DOV
$27.6B
$306K ﹤0.01%
+2,192
New +$316K
LNTH icon
1940
PUT
Lantheus
LNTH
$6.58B
$306K ﹤0.01%
+4,400
New +$322K
ESGE icon
1941
iShares ESG Aware MSCI EM ETF
ESGE
$6.73B
$306K ﹤0.01%
+10,096
New +$320K
UNFI icon
1942
CALL
United Natural Foods
UNFI
$2.9B
$305K ﹤0.01%
+21,600
New +$423K
APO icon
1943
PUT
Apollo Global Management
APO
$74.2B
$305K ﹤0.01%
3,400
-700
-17% -$58.8K
FISV
1944
CALL
Fiserv Inc
FISV
$28.8B
$305K ﹤0.01%
2,700
-8,500
-76% -$1.05M
SNBR
1945
PUT
DELISTED
Sleep Number
SNBR
$305K ﹤0.01%
12,400
+1,200
+11% +$33.6K
GRPN icon
1946
CALL
Groupon
GRPN
$1.06B
$305K ﹤0.01%
+19,900
New +$194K
INTU icon
1947
Intuit
INTU
$87B
$305K ﹤0.01%
596
-527
-47% -$267K
USB icon
1948
PUT
US Bancorp
USB
$99.4B
$304K ﹤0.01%
9,200
-34,000
-79% -$1.24M
KEY icon
1949
CALL
KeyCorp
KEY
$24.5B
$303K ﹤0.01%
28,200
-237,700
-89% -$2.63M
CALY
1950
CALL
Callaway Golf Company
CALY
$3.49B
$303K ﹤0.01%
+21,900
New +$384K
76 77
78
79 80

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OAM
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NOCM
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QIM
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RB
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OMG
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MCM
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NEPWA
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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.