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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
TEL icon
2001
PUT
TE Connectivity
TEL
$61.7B
$284K ﹤0.01%
+2,300
New +$307K
EXC icon
2002
PUT
Exelon
EXC
$46.8B
$283K ﹤0.01%
7,500
-17,200
-70% -$701K
BLDR icon
2003
Builders FirstSource
BLDR
$7.99B
$283K ﹤0.01%
2,275
+718
+46% +$99.1K
PTLO icon
2004
CALL
Portillo's
PTLO
$324M
$283K ﹤0.01%
+18,400
New +$359K
IRTC icon
2005
PUT
iRhythm Holdings
IRTC
$4.13B
$283K ﹤0.01%
+3,000
New +$305K
SJM icon
2006
PUT
J.M. Smucker
SJM
$12.7B
$283K ﹤0.01%
2,300
-700
-23% -$99.4K
STWD icon
2007
Starwood Property Trust
STWD
$5.96B
$282K ﹤0.01%
14,598
-20,962
-59% -$425K
BEKE icon
2008
KE Holdings
BEKE
$18.9B
$282K ﹤0.01%
+18,199
New +$289K
MSGS icon
2009
PUT
Madison Square Garden
MSGS
$9.52B
$282K ﹤0.01%
+1,600
New +$301K
FM
2010
DELISTED
iShares Frontier and Select EM ETF
FM
$282K ﹤0.01%
+10,865
New +$293K
SM icon
2011
CALL
SM Energy
SM
$7.46B
$282K ﹤0.01%
+7,100
New +$269K
RKT icon
2012
CALL
Rocket Companies
RKT
$40.5B
$281K ﹤0.01%
+34,400
New +$348K
RJF icon
2013
CALL
Raymond James Financial
RJF
$34.4B
$281K ﹤0.01%
+2,800
New +$296K
FXL icon
2014
First Trust Technology AlphaDEX Fund
FXL
$2.74B
$281K ﹤0.01%
+2,525
New +$289K
GWW icon
2015
W.W. Grainger
GWW
$60.7B
$280K ﹤0.01%
405
-65
-14% -$47K
GPRE icon
2016
CALL
Green Plains
GPRE
$1.2B
$280K ﹤0.01%
9,300
-3,500
-27% -$115K
STLD icon
2017
PUT
Steel Dynamics
STLD
$37.4B
$279K ﹤0.01%
2,600
+500
+24% +$52.1K
EIX icon
2018
CALL
Edison International
EIX
$27.7B
$278K ﹤0.01%
4,400
+600
+16% +$41.8K
ANET icon
2019
Arista Networks
ANET
$243B
$278K ﹤0.01%
+6,056
New +$270K
GKOS icon
2020
CALL
Glaukos
GKOS
$10.1B
$278K ﹤0.01%
3,700
-2,000
-35% -$149K
MRK icon
2021
Merck
MRK
$314B
$278K ﹤0.01%
2,700
-333
-11% -$35.9K
HRI icon
2022
Herc Holdings
HRI
$5.67B
$278K ﹤0.01%
+2,336
New +$305K
MDLZ icon
2023
CALL
Mondelez International
MDLZ
$78.4B
$278K ﹤0.01%
4,000
-9,800
-71% -$706K
MDLZ icon
2024
Mondelez International
MDLZ
$78.4B
$278K ﹤0.01%
4,000
-2,483
-38% -$179K
IHF icon
2025
iShares US Healthcare Providers ETF
IHF
$1.25B
$277K ﹤0.01%
+5,635
New +$286K
79 80
81
82 83

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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.