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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
GME icon
2101
GameStop
GME
$8.6B
$254K ﹤0.01%
15,421
+6,297
+69% +$125K
NAT icon
2102
Nordic American Tanker
NAT
$1.33B
$254K ﹤0.01%
+61,559
New +$246K
HCSG icon
2103
Healthcare Services Group
HCSG
$1.59B
$252K ﹤0.01%
+24,126
New +$300K
TOL icon
2104
PUT
Toll Brothers
TOL
$14.3B
$251K ﹤0.01%
+3,400
New +$268K
SVIX icon
2105
-1x Short VIX Futures ETF
SVIX
$178M
$251K ﹤0.01%
+9,012
New +$261K
PERI icon
2106
PUT
Perion Network
PERI
$383M
$251K ﹤0.01%
8,200
-13,300
-62% -$446K
RSPS icon
2107
Invesco S&P 500 Equal Weight Consumer Staples ETF
RSPS
$257M
$251K ﹤0.01%
+8,360
New +$273K
DOV icon
2108
PUT
Dover
DOV
$28.3B
$251K ﹤0.01%
1,800
+300
+20% +$43.3K
IBKR icon
2109
PUT
Interactive Brokers
IBKR
$39.7B
$251K ﹤0.01%
+11,600
New +$258K
MTG icon
2110
MGIC Investment
MTG
$6.35B
$251K ﹤0.01%
+15,013
New +$255K
SYY icon
2111
Sysco
SYY
$39.6B
$251K ﹤0.01%
3,793
-2,035
-35% -$146K
IVZ icon
2112
Invesco
IVZ
$14.1B
$250K ﹤0.01%
+17,229
New +$277K
FPX icon
2113
First Trust US Equity Opportunities ETF
FPX
$1.54B
$250K ﹤0.01%
+2,978
New +$262K
BSCO
2114
DELISTED
Invesco BulletShares 2024 Corporate Bond ETF
BSCO
$250K ﹤0.01%
+12,087
New +$250K
PPL
2115
CALL
PPL Corp
PPL
$26.5B
$250K ﹤0.01%
10,600
+1,800
+20% +$46.5K
AES icon
2116
CALL
AES
AES
$10.5B
$249K ﹤0.01%
16,400
+2,200
+15% +$41.9K
SYF icon
2117
CALL
Synchrony
SYF
$25.8B
$248K ﹤0.01%
8,100
-4,000
-33% -$133K
FSLY icon
2118
CALL
Fastly Inc
FSLY
$3.91B
$247K ﹤0.01%
12,900
-18,500
-59% -$361K
PST icon
2119
ProShares Trust UltraShort Lehman 7-10 Year Treasury
PST
$10.5M
$247K ﹤0.01%
+10,002
New +$233K
SAM icon
2120
Boston Beer
SAM
$1.92B
$247K ﹤0.01%
634
-128
-17% -$44.9K
MGA icon
2121
PUT
Magna International
MGA
$18.7B
$247K ﹤0.01%
4,600
-4,100
-47% -$239K
PZA icon
2122
Invesco National AMT-Free Municipal Bond ETF
PZA
$4.25B
$246K ﹤0.01%
+11,107
New +$257K
RDVY icon
2123
First Trust Rising Dividend Achievers ETF
RDVY
$25.5B
$246K ﹤0.01%
+5,351
New +$256K
OC icon
2124
CALL
Owens Corning
OC
$11.7B
$246K ﹤0.01%
1,800
-6,100
-77% -$838K
DFAT icon
2125
Dimensional US Targeted Value ETF
DFAT
$14.8B
$245K ﹤0.01%
+5,358
New +$254K
83 84
85
86 87

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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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EI
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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.