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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
JCI icon
1326
PUT
Johnson Controls International
JCI
$88.8B
$649K 0.01%
+12,200
New +$753K
MHK icon
1327
Mohawk Industries
MHK
$7.5B
$649K 0.01%
7,559
+5,560
+278% +$560K
AEM icon
1328
Agnico Eagle Mines
AEM
$73.6B
$648K 0.01%
14,256
+4,068
+40% +$199K
FXH icon
1329
First Trust Health Care AlphaDEX Fund
FXH
$1.04B
$646K 0.01%
+6,652
New +$690K
CARR icon
1330
PUT
Carrier Global
CARR
$51B
$646K 0.01%
11,700
+6,200
+113% +$341K
AMC icon
1331
AMC Entertainment Holdings
AMC
$2.52B
$645K 0.01%
80,739
+78,469
+3,457% +$2.33M
EME icon
1332
Emcor
EME
$35.2B
$644K 0.01%
+3,062
New +$641K
VAC icon
1333
CALL
Marriott Vacations Worldwide
VAC
$3.35B
$644K 0.01%
+6,400
New +$730K
IDV icon
1334
iShares International Select Dividend ETF
IDV
$8.45B
$644K 0.01%
25,340
+14,125
+126% +$374K
KRTX
1335
PUT
DELISTED
Karuna Therapeutics, Inc. Common Stock
KRTX
$643K 0.01%
3,800
-2,900
-43% -$545K
ATKR icon
1336
PUT
Atkore
ATKR
$2.46B
$642K 0.01%
4,300
+2,900
+207% +$438K
EXC icon
1337
Exelon
EXC
$47.2B
$640K 0.01%
16,939
+9,537
+129% +$389K
YANG icon
1338
Direxion Daily FTSE China Bear 3X ETF
YANG
$82.6M
$640K 0.01%
2,936
+321
+12% +$64.5K
ZBH icon
1339
CALL
Zimmer Biomet
ZBH
$18.2B
$640K 0.01%
5,700
+1,300
+30% +$165K
PLD icon
1340
CALL
Prologis
PLD
$135B
$640K 0.01%
5,700
+1,800
+46% +$220K
CTVA icon
1341
PUT
Corteva
CTVA
$52.6B
$640K 0.01%
+12,500
New +$662K
STIP icon
1342
iShares 0-5 Year TIPS Bond ETF
STIP
$15.9B
$639K 0.01%
6,594
+1,105
+20% +$107K
CYBR
1343
PUT
DELISTED
CyberArk
CYBR
$639K 0.01%
3,900
-5,100
-57% -$819K
WAL icon
1344
Western Alliance Bancorporation
WAL
$8.79B
$636K 0.01%
+13,845
New +$654K
DK icon
1345
CALL
Delek US
DK
$4.16B
$636K 0.01%
22,400
-26,100
-54% -$705K
DAC icon
1346
CALL
Danaos Corp
DAC
$2.58B
$636K 0.01%
9,600
+1,800
+23% +$121K
LPX icon
1347
PUT
Louisiana-Pacific
LPX
$5.06B
$636K 0.01%
11,500
-1,900
-14% -$125K
EOG icon
1348
EOG Resources
EOG
$79.2B
$635K 0.01%
5,006
+1,780
+55% +$226K
SJM icon
1349
J.M. Smucker
SJM
$12.7B
$634K 0.01%
5,158
-254
-5% -$36.1K
YOU icon
1350
Clear Secure
YOU
$5.57B
$633K 0.01%
+33,267
New +$737K
52 53
54
55 56

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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.