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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
IFF icon
976
PUT
International Flavors & Fragrances
IFF
$20.2B
$1.1M 0.01%
16,200
+4,700
+41% +$344K
ATKR icon
977
CALL
Atkore
ATKR
$2.46B
$1.1M 0.01%
7,400
+4,700
+174% +$709K
MRSH
978
PUT
Marsh
MRSH
$90.5B
$1.1M 0.01%
5,800
+2,000
+53% +$383K
O icon
979
Realty Income
O
$59.6B
$1.1M 0.01%
21,987
+2,960
+16% +$170K
OMC icon
980
CALL
Omnicom Group
OMC
$21.6B
$1.09M 0.01%
14,700
+11,200
+320% +$923K
CBRL icon
981
Cracker Barrel
CBRL
$1.26B
$1.09M 0.01%
16,260
+3,196
+24% +$268K
NIO icon
982
PUT
NIO
NIO
$12.2B
$1.09M 0.01%
120,600
-97,800
-45% -$1.09M
MHK icon
983
PUT
Mohawk Industries
MHK
$7.5B
$1.09M 0.01%
12,700
+6,200
+95% +$624K
GRPN icon
984
Groupon
GRPN
$1.05B
$1.09M 0.01%
71,061
+53,232
+299% +$518K
WTW icon
985
CALL
Willis Towers Watson
WTW
$31.2B
$1.09M 0.01%
5,200
+4,000
+333% +$854K
CFLT
986
DELISTED
Confluent
CFLT
$1.08M 0.01%
+36,582
New +$1.23M
DXCM icon
987
PUT
DexCom
DXCM
$31.5B
$1.08M 0.01%
+11,600
New +$1.31M
EXR icon
988
PUT
Extra Space Storage
EXR
$31.3B
$1.08M 0.01%
8,900
+7,500
+536% +$1.01M
COR icon
989
PUT
Cencora
COR
$60.6B
$1.08M 0.01%
6,000
-400
-6% -$73.9K
WIRE
990
CALL
DELISTED
Encore Wire Corp
WIRE
$1.08M 0.01%
5,900
+4,200
+247% +$713K
THC icon
991
CALL
Tenet Healthcare
THC
$20.5B
$1.07M 0.01%
16,300
+2,000
+14% +$150K
PHM icon
992
CALL
Pultegroup
PHM
$24.1B
$1.07M 0.01%
14,500
-13,000
-47% -$1.04M
MRO
993
PUT
DELISTED
Marathon Oil Corporation
MRO
$1.07M 0.01%
40,100
-16,000
-29% -$414K
HES
994
CALL
DELISTED
Hess
HES
$1.07M 0.01%
7,000
+4,900
+233% +$738K
COHR icon
995
PUT
Coherent
COHR
$51.4B
$1.07M 0.01%
32,700
+16,900
+107% +$694K
SYK icon
996
CALL
Stryker
SYK
$125B
$1.07M 0.01%
3,900
-8,900
-70% -$2.55M
CF icon
997
CALL
CF Industries
CF
$19.2B
$1.06M 0.01%
12,400
-19,800
-61% -$1.56M
XLY icon
998
CALL
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$22.6B
$1.06M 0.01%
13,200
+3,600
+38% +$304K
CNI icon
999
PUT
Canadian National Railway
CNI
$76.9B
$1.06M 0.01%
9,800
+5,300
+118% +$608K
STZ icon
1000
Constellation Brands
STZ
$22.2B
$1.06M 0.01%
4,220
+3,001
+246% +$783K
38 39
40
41 42

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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.