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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
AAP icon
301
PUT
Advance Auto Parts
AAP
$3.35B
$6.1M 0.06%
+109,000
New +$7.3M
MPC icon
302
Marathon Petroleum
MPC
$92.4B
$6.09M 0.06%
40,236
+2,354
+6% +$328K
OKTA icon
303
CALL
Okta
OKTA
$24.7B
$5.97M 0.06%
73,200
+52,700
+257% +$4M
DIA icon
304
PUT
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$45.8B
$5.96M 0.06%
17,800
+9,400
+112% +$3.26M
BIL icon
305
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
BIL
$47.1B
$5.96M 0.06%
64,928
+22,311
+52% +$2.04M
SMH icon
306
CALL
VanEck Semiconductor ETF
SMH
$65.2B
$5.96M 0.06%
41,100
+24,300
+145% +$3.68M
NEM icon
307
Newmont
NEM
$98.7B
$5.94M 0.06%
160,718
+118,180
+278% +$4.81M
VLO icon
308
CALL
Valero Energy
VLO
$92.9B
$5.94M 0.06%
41,900
-92,600
-69% -$12.1M
SHOP icon
309
CALL
Shopify
SHOP
$152B
$5.94M 0.06%
108,800
-52,600
-33% -$3.19M
DG icon
310
PUT
Dollar General
DG
$28B
$5.88M 0.06%
55,600
+44,000
+379% +$6.56M
WFC icon
311
PUT
Wells Fargo
WFC
$261B
$5.87M 0.06%
143,600
-108,700
-43% -$4.69M
SBUX icon
312
Starbucks
SBUX
$120B
$5.83M 0.06%
63,847
+61,775
+2,981% +$6.06M
CVS icon
313
CALL
CVS Health
CVS
$133B
$5.82M 0.06%
83,400
+35,400
+74% +$2.51M
DAL icon
314
CALL
Delta Air Lines
DAL
$57.5B
$5.81M 0.06%
157,100
+77,800
+98% +$3.38M
PG icon
315
PUT
Procter & Gamble
PG
$336B
$5.79M 0.06%
39,700
-78,900
-67% -$12.1M
OXY icon
316
CALL
Occidental Petroleum
OXY
$56.8B
$5.74M 0.06%
88,400
-358,400
-80% -$22.5M
TDG icon
317
CALL
TransDigm Group
TDG
$70.2B
$5.73M 0.06%
6,800
+5,500
+423% +$4.83M
SU icon
318
PUT
Suncor Energy
SU
$79.4B
$5.71M 0.06%
166,200
+103,900
+167% +$3.33M
DE icon
319
Deere & Co
DE
$160B
$5.71M 0.06%
15,138
-136
-0.9% -$56.1K
HYG icon
320
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$15.9B
$5.71M 0.06%
77,403
+72,111
+1,363% +$5.38M
ABNB icon
321
Airbnb
ABNB
$89.9B
$5.68M 0.06%
41,432
+39,627
+2,195% +$5.47M
TMO icon
322
PUT
Thermo Fisher Scientific
TMO
$213B
$5.67M 0.06%
11,200
+5,100
+84% +$2.72M
DASH icon
323
CALL
DoorDash
DASH
$85.5B
$5.65M 0.06%
71,100
+20,800
+41% +$1.69M
CVX icon
324
Chevron
CVX
$392B
$5.65M 0.06%
+33,504
New +$5.41M
ANET icon
325
CALL
Arista Networks
ANET
$227B
$5.65M 0.06%
122,800
-42,400
-26% -$1.89M
11 12
13
14 15

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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.