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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
DUOL icon
2176
PUT
Duolingo
DUOL
$6.42B
$232K ﹤0.01%
1,400
-600
-30% -$88.3K
PHO icon
2177
Invesco Water Resources ETF
PHO
$2.08B
$232K ﹤0.01%
+4,363
New +$245K
CGDV icon
2178
Capital Group Dividend Value ETF
CGDV
$38.7B
$232K ﹤0.01%
+8,763
New +$240K
DOCN icon
2179
DigitalOcean
DOCN
$15.1B
$231K ﹤0.01%
+9,606
New +$340K
JNPR
2180
PUT
DELISTED
Juniper Networks
JNPR
$231K ﹤0.01%
+8,300
New +$239K
SHYG icon
2181
iShares 0-5 Year High Yield Corporate Bond ETF
SHYG
$7.61B
$230K ﹤0.01%
+5,611
New +$232K
TDOC icon
2182
Teladoc Health
TDOC
$1.22B
$230K ﹤0.01%
+12,361
New +$289K
SWKS icon
2183
Skyworks Solutions
SWKS
$10.1B
$230K ﹤0.01%
+2,329
New +$248K
ZTO icon
2184
CALL
ZTO Express
ZTO
$18.2B
$230K ﹤0.01%
+9,500
New +$242K
MCHI icon
2185
iShares MSCI China ETF
MCHI
$6.33B
$230K ﹤0.01%
+5,304
New +$240K
PHM icon
2186
PUT
Pultegroup
PHM
$25.1B
$230K ﹤0.01%
3,100
-9,000
-74% -$717K
WELL icon
2187
PUT
Welltower
WELL
$167B
$229K ﹤0.01%
2,800
-2,900
-51% -$239K
ELAN icon
2188
CALL
Elanco Animal Health
ELAN
$12.8B
$229K ﹤0.01%
20,400
-4,300
-17% -$49.9K
DV icon
2189
PUT
DoubleVerify
DV
$1.83B
$229K ﹤0.01%
+8,200
New +$280K
CBRE icon
2190
CBRE Group
CBRE
$43.7B
$229K ﹤0.01%
+3,096
New +$257K
FTGC icon
2191
First Trust Global Tactical Commodity Strategy Fund
FTGC
$2.95B
$228K ﹤0.01%
+9,520
New +$230K
CPRT icon
2192
CALL
Copart
CPRT
$27.2B
$228K ﹤0.01%
5,300
-300
-5% -$13.3K
OVV icon
2193
PUT
Ovintiv
OVV
$16.8B
$228K ﹤0.01%
4,800
-13,500
-74% -$611K
FV icon
2194
First Trust Dorsey Wright Focus 5 ETF
FV
$3.75B
$228K ﹤0.01%
+5,151
New +$240K
LEA icon
2195
PUT
Lear
LEA
$6.21B
$228K ﹤0.01%
+1,700
New +$246K
IEP icon
2196
Icahn Enterprises
IEP
$5.19B
$228K ﹤0.01%
+11,533
New +$291K
CHD icon
2197
Church & Dwight Co
CHD
$24.4B
$228K ﹤0.01%
+2,489
New +$238K
BBWI icon
2198
Bath & Body Works
BBWI
$4.24B
$228K ﹤0.01%
+6,747
New +$245K
MASI
2199
PUT
DELISTED
Masimo
MASI
$228K ﹤0.01%
+2,600
New +$303K
CNI icon
2200
CALL
Canadian National Railway
CNI
$77B
$227K ﹤0.01%
2,100
-2,100
-50% -$241K
86 87
88
89 90

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NOCM
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QIM
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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.