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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
SSNC icon
1976
SS&C Technologies
SSNC
$18.7B
$295K ﹤0.01%
+5,618
New +$321K
HYS icon
1977
PIMCO 0-5 Year High Yield Corporate Bond Index Exchange-Traded Fund
HYS
$1.75B
$294K ﹤0.01%
+3,259
New +$296K
WHR icon
1978
Whirlpool
WHR
$2.8B
$294K ﹤0.01%
+2,200
New +$311K
STAA icon
1979
PUT
STAAR Surgical
STAA
$1.21B
$293K ﹤0.01%
+7,300
New +$342K
ONB icon
1980
Old National Bancorp
ONB
$10.4B
$293K ﹤0.01%
+20,165
New +$312K
DXJ icon
1981
WisdomTree Japan Hedged Equity Fund
DXJ
$7.16B
$293K ﹤0.01%
+3,318
New +$283K
BMBL icon
1982
Bumble
BMBL
$404M
$292K ﹤0.01%
19,591
-19,497
-50% -$330K
NEE icon
1983
PUT
NextEra Energy
NEE
$180B
$292K ﹤0.01%
5,100
-45,800
-90% -$3.17M
SDOW icon
1984
ProShares UltraPro Short Dow 30
SDOW
$138M
$292K ﹤0.01%
+2,797
New +$264K
ENB icon
1985
PUT
Enbridge
ENB
$116B
$292K ﹤0.01%
+8,800
New +$312K
IYM icon
1986
iShares US Basic Materials ETF
IYM
$1.2B
$292K ﹤0.01%
+2,312
New +$306K
MED icon
1987
CALL
Medifast
MED
$144M
$292K ﹤0.01%
3,900
-800
-17% -$71K
LEN icon
1988
Lennar Class A
LEN
$20.8B
$292K ﹤0.01%
+2,687
New +$315K
EMN icon
1989
CALL
Eastman Chemical
EMN
$8.3B
$292K ﹤0.01%
3,800
-500
-12% -$41.5K
GTM
1990
ZoomInfo Technologies
GTM
$1.06B
$290K ﹤0.01%
+17,689
New +$362K
PSA icon
1991
CALL
Public Storage
PSA
$60.7B
$290K ﹤0.01%
1,100
+100
+10% +$28K
CMC icon
1992
Commercial Metals
CMC
$7.96B
$290K ﹤0.01%
5,861
+271
+5% +$14.7K
SEE
1993
DELISTED
Sealed Air
SEE
$289K ﹤0.01%
+8,800
New +$340K
EA icon
1994
PUT
Electronic Arts
EA
$53B
$289K ﹤0.01%
2,400
-9,600
-80% -$1.21M
VRN
1995
DELISTED
Veren
VRN
$289K ﹤0.01%
+34,760
New +$277K
ACWV icon
1996
iShares MSCI Global Min Vol Factor ETF
ACWV
$3.34B
$288K ﹤0.01%
+3,023
New +$296K
DINO icon
1997
HF Sinclair
DINO
$15.6B
$288K ﹤0.01%
+5,059
New +$275K
CGW icon
1998
Invesco S&P Global Water Index ETF
CGW
$1.07B
$287K ﹤0.01%
+6,174
New +$310K
WSM icon
1999
Williams-Sonoma
WSM
$29.4B
$285K ﹤0.01%
3,674
-3,508
-49% -$242K
GFS icon
2000
PUT
GlobalFoundries
GFS
$28.8B
$285K ﹤0.01%
+4,900
New +$291K
78 79
80
81 82

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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.