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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
PATH icon
926
PUT
UiPath
PATH
$6.61B
$1.2M 0.01%
70,000
+2,700
+4% +$45K
HOOD icon
927
PUT
Robinhood
HOOD
$77.8B
$1.2M 0.01%
121,900
+96,000
+371% +$1.06M
AXON
928
PUT
Axon Enterprise
AXON
$42.5B
$1.19M 0.01%
6,000
-6,900
-53% -$1.36M
DHI icon
929
PUT
D.R. Horton
DHI
$40B
$1.19M 0.01%
11,100
+6,800
+158% +$814K
XHB icon
930
State Street SPDR S&P Homebuilders ETF
XHB
$1.6B
$1.19M 0.01%
15,549
+8,064
+108% +$655K
BTU icon
931
PUT
Peabody Energy
BTU
$2.6B
$1.19M 0.01%
45,700
-118,500
-72% -$2.65M
IFF icon
932
CALL
International Flavors & Fragrances
IFF
$20.2B
$1.19M 0.01%
17,400
+12,900
+287% +$943K
ICLR icon
933
CALL
Icon
ICLR
$12.6B
$1.18M 0.01%
+4,800
New +$1.21M
NXPI icon
934
CALL
NXP Semiconductors
NXPI
$57.8B
$1.18M 0.01%
5,900
+3,700
+168% +$766K
LYV icon
935
PUT
Live Nation Entertainment
LYV
$40.6B
$1.18M 0.01%
14,200
-5,200
-27% -$453K
CNC icon
936
CALL
Centene
CNC
$30.7B
$1.18M 0.01%
17,100
-11,400
-40% -$758K
ELV icon
937
PUT
Elevance Health
ELV
$81.5B
$1.18M 0.01%
2,700
-3,200
-54% -$1.45M
CPAY icon
938
PUT
Corpay
CPAY
$25B
$1.17M 0.01%
4,600
-700
-13% -$183K
PENN icon
939
CALL
PENN Entertainment
PENN
$2.75B
$1.17M 0.01%
51,000
-8,300
-14% -$201K
PGR icon
940
Progressive
PGR
$123B
$1.17M 0.01%
8,381
-9,963
-54% -$1.31M
ANF icon
941
PUT
Abercrombie & Fitch
ANF
$4.42B
$1.17M 0.01%
+20,700
New +$919K
DHR icon
942
CALL
Danaher
DHR
$137B
$1.17M 0.01%
5,302
-39,028
-88% -$8.7M
EQT icon
943
PUT
EQT Corp
EQT
$33.3B
$1.16M 0.01%
28,700
-7,100
-20% -$294K
PODD icon
944
PUT
Insulet
PODD
$11.5B
$1.16M 0.01%
7,300
+6,600
+943% +$1.48M
CNC icon
945
PUT
Centene
CNC
$30.7B
$1.16M 0.01%
16,900
-3,400
-17% -$226K
OMC icon
946
PUT
Omnicom Group
OMC
$21.6B
$1.16M 0.01%
15,600
+11,200
+255% +$923K
RIO icon
947
Rio Tinto
RIO
$158B
$1.16M 0.01%
18,225
+7,915
+77% +$505K
BIIB icon
948
PUT
Biogen
BIIB
$30B
$1.16M 0.01%
4,500
+3,000
+200% +$802K
EWU icon
949
iShares MSCI United Kingdom ETF
EWU
$4.14B
$1.15M 0.01%
+36,491
New +$1.18M
UTHR icon
950
CALL
United Therapeutics
UTHR
$25.8B
$1.15M 0.01%
5,100
+2,800
+122% +$645K
36 37
38
39 40

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OAM
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NOCM
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TIM
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QIM
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RB
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OMG
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MCM
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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.