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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
NIO icon
2226
NIO
NIO
$12B
$223K ﹤0.01%
24,678
-250,771
-91% -$2.79M
WRK
2227
DELISTED
WestRock Company
WRK
$223K ﹤0.01%
+6,217
New +$204K
HYLS icon
2228
First Trust Exchange-Traded Fund IV First Trust Tactical High Yield ETF
HYLS
$1.63B
$223K ﹤0.01%
+5,672
New +$225K
DDS icon
2229
Dillards
DDS
$9.7B
$222K ﹤0.01%
672
-245
-27% -$80.9K
SCHR
2230
Schwab Intermediately-Term US Treasury ETF
SCHR
$13.3B
$222K ﹤0.01%
+9,270
New +$226K
STPZ icon
2231
PIMCO 1-5 Year US TIPS Index Exchange-Traded Fund
STPZ
$516M
$222K ﹤0.01%
+4,436
New +$223K
TPR icon
2232
PUT
Tapestry
TPR
$31.6B
$221K ﹤0.01%
7,700
+2,100
+38% +$76.9K
NCLH icon
2233
Norwegian Cruise Line
NCLH
$9.25B
$221K ﹤0.01%
13,431
-321,652
-96% -$5.93M
STLD icon
2234
Steel Dynamics
STLD
$38.1B
$221K ﹤0.01%
+2,058
New +$214K
VCSH icon
2235
Vanguard Short-Term Corporate Bond ETF
VCSH
$44.7B
$220K ﹤0.01%
+2,931
New +$221K
RVLV icon
2236
Revolve Group
RVLV
$1.86B
$220K ﹤0.01%
+16,170
New +$258K
TSCO icon
2237
Tractor Supply
TSCO
$17.3B
$220K ﹤0.01%
5,415
-38,860
-88% -$1.68M
JNPR
2238
DELISTED
Juniper Networks
JNPR
$220K ﹤0.01%
+7,900
New +$228K
SHLS icon
2239
CALL
Shoals Technologies Group
SHLS
$1.56B
$219K ﹤0.01%
12,000
-19,600
-62% -$436K
YOU icon
2240
PUT
Clear Secure
YOU
$5.6B
$219K ﹤0.01%
+11,500
New +$255K
RPV icon
2241
Invesco S&P 500 Pure Value ETF
RPV
$1.68B
$219K ﹤0.01%
+2,975
New +$230K
DOC icon
2242
CALL
Healthpeak Properties
DOC
$14.9B
$218K ﹤0.01%
11,900
-2,100
-15% -$43.1K
RICK icon
2243
PUT
RCI Hospitality Holdings
RICK
$196M
$218K ﹤0.01%
3,600
-1,600
-31% -$107K
XIFR
2244
XPLR Infrastructure LP
XIFR
$1.11B
$218K ﹤0.01%
+7,352
New +$372K
ILF icon
2245
iShares Latin America 40 ETF
ILF
$3.82B
$218K ﹤0.01%
+8,538
New +$228K
XRX icon
2246
CALL
Xerox
XRX
$429M
$218K ﹤0.01%
13,900
+3,500
+34% +$55.3K
FDL icon
2247
First Trust Morningstar Dividend Leaders Index Fund
FDL
$7.82B
$218K ﹤0.01%
+6,508
New +$226K
KBH icon
2248
PUT
KB Home
KBH
$3.55B
$218K ﹤0.01%
4,700
-12,500
-73% -$635K
PRKS icon
2249
PUT
United Parks & Resorts
PRKS
$2.2B
$217K ﹤0.01%
4,700
-4,900
-51% -$249K
ARMK icon
2250
Aramark
ARMK
$14.8B
$217K ﹤0.01%
+8,673
New +$243K
88 89
90
91 92

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OAM
Ophir Asset Management Sydney, Australia $859M AUM 59.08% 1-Year Est. Return
NOCM
Night Owl Capital Management Greenwich, Connecticut $858M AUM 31.41% 1-Year Est. Return
QIM
Quest Investment Management Lake Oswego, Oregon $857M AUM 21.67% 1-Year Est. Return
RB
Rodgers Brothers Harmony, Pennsylvania $866M AUM 30.05% 1-Year Est. Return
OMG
One Madison Group New York $866M AUM 33.81% 1-Year Est. Return
MCM
Makena Capital Management Menlo Park, California $866M AUM 17.79% 1-Year Est. Return
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.