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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
XLP icon
1526
PUT
State Street Consumer Staples Select Sector SPDR ETF
XLP
$14.8B
$509K 0.01%
7,400
-1,200
-14% -$87.8K
ASAN icon
1527
CALL
Asana
ASAN
$1.97B
$509K 0.01%
27,800
+17,200
+162% +$360K
JHMM icon
1528
John Hancock Multifactor Mid Cap ETF
JHMM
$5.98B
$509K 0.01%
+10,749
New +$533K
ECL icon
1529
PUT
Ecolab
ECL
$77.9B
$508K 0.01%
3,000
-1,200
-29% -$218K
FIVN icon
1530
CALL
FIVE9
FIVN
$2.2B
$508K 0.01%
7,900
-5,500
-41% -$412K
IYR icon
1531
CALL
iShares US Real Estate ETF
IYR
$4.66B
$508K 0.01%
6,500
-6,700
-51% -$571K
LEVI icon
1532
CALL
Levi Strauss
LEVI
$9.42B
$508K 0.01%
37,400
-41,100
-52% -$575K
MKTX icon
1533
MarketAxess Holdings
MKTX
$5.71B
$507K 0.01%
+2,375
New +$576K
DXCM icon
1534
DexCom
DXCM
$32.6B
$506K 0.01%
5,419
+3,062
+130% +$345K
MTH icon
1535
Meritage Homes
MTH
$4.66B
$505K 0.01%
8,246
+1,262
+18% +$86.7K
HRB icon
1536
PUT
H&R Block
HRB
$5.75B
$504K 0.01%
11,700
-17,000
-59% -$628K
RMD icon
1537
ResMed
RMD
$31.2B
$503K 0.01%
3,400
+787
+30% +$142K
BXP icon
1538
Boston Properties
BXP
$11.2B
$503K 0.01%
+8,452
New +$541K
ALC icon
1539
PUT
Alcon
ALC
$34B
$501K 0.01%
6,500
-3,000
-32% -$247K
FITB
1540
CALL
Fifth Third Bancorp
FITB
$51.5B
$499K 0.01%
19,700
-21,200
-52% -$572K
ZION icon
1541
Zions Bancorporation
ZION
$10.3B
$499K 0.01%
14,300
-6,881
-32% -$240K
EZU icon
1542
iShare MSCI Eurozone ETF
EZU
$9.71B
$497K 0.01%
+11,767
New +$527K
PLNT icon
1543
PUT
Planet Fitness
PLNT
$4.47B
$497K 0.01%
10,100
+1,900
+23% +$115K
PZZA icon
1544
Papa John's
PZZA
$1.02B
$497K 0.01%
+7,279
New +$563K
CNI icon
1545
Canadian National Railway
CNI
$76.3B
$496K 0.01%
+4,574
New +$525K
TZA icon
1546
Direxion Daily Small Cap Bear 3x ETF
TZA
$222M
$495K 0.01%
+1,598
New +$420K
WMB icon
1547
CALL
Williams Companies
WMB
$86.2B
$492K 0.01%
+14,600
New +$498K
FDX icon
1548
FedEx
FDX
$73B
$492K 0.01%
1,856
-8,483
-82% -$2.21M
MKC icon
1549
PUT
McCormick & Company Non-Voting
MKC
$13.8B
$492K 0.01%
6,500
-10,700
-62% -$894K
XYL icon
1550
PUT
Xylem
XYL
$27.7B
$492K 0.01%
5,400
-500
-8% -$51.6K
60 61
62
63 64

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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.