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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
PEP icon
576
PepsiCo
PEP
$190B
$2.61M 0.03%
15,424
+14,072
+1,041% +$2.56M
CLF icon
577
CALL
Cleveland-Cliffs
CLF
$6.57B
$2.61M 0.03%
167,200
-12,800
-7% -$200K
B
578
PUT
Barrick Mining
B
$61.5B
$2.6M 0.03%
178,900
+111,500
+165% +$1.83M
TEAM icon
579
CALL
Atlassian
TEAM
$25.6B
$2.6M 0.03%
12,900
-28,300
-69% -$5.37M
MUSA icon
580
CALL
Murphy USA
MUSA
$11.2B
$2.6M 0.03%
7,600
+400
+6% +$127K
DECK icon
581
Deckers Outdoor
DECK
$13.2B
$2.6M 0.03%
+30,294
New +$2.71M
XLP icon
582
State Street Consumer Staples Select Sector SPDR ETF
XLP
$14.2B
$2.59M 0.03%
37,646
+12,188
+48% +$892K
CLF icon
583
PUT
Cleveland-Cliffs
CLF
$6.57B
$2.58M 0.03%
165,300
-32,700
-17% -$511K
SLB icon
584
PUT
SLB Ltd
SLB
$73.6B
$2.58M 0.03%
44,300
-51,300
-54% -$2.97M
CHKP icon
585
CALL
Check Point Software Technologies
CHKP
$13B
$2.57M 0.03%
19,300
+8,300
+75% +$1.09M
DHR icon
586
Danaher
DHR
$137B
$2.57M 0.03%
+11,680
New +$2.6M
EXPE icon
587
CALL
Expedia Group
EXPE
$35.4B
$2.57M 0.03%
24,900
-12,700
-34% -$1.4M
POOL icon
588
PUT
Pool Corp
POOL
$6.75B
$2.56M 0.03%
7,200
-1,500
-17% -$546K
DD icon
589
PUT
DuPont de Nemours
DD
$18.5B
$2.55M 0.03%
+27,246
New +$2.56M
KO icon
590
CALL
Coca-Cola
KO
$377B
$2.55M 0.03%
45,500
-76,500
-63% -$4.59M
OIH icon
591
VanEck Oil Services ETF
OIH
$2.06B
$2.54M 0.03%
7,369
+5,225
+244% +$1.77M
URI icon
592
PUT
United Rentals
URI
$67.2B
$2.53M 0.03%
5,700
+3,600
+171% +$1.65M
MTB icon
593
PUT
M&T Bank
MTB
$35.7B
$2.53M 0.03%
20,000
+500
+3% +$65.2K
MUSA icon
594
PUT
Murphy USA
MUSA
$11.2B
$2.53M 0.03%
7,400
+100
+1% +$31.8K
IEMG icon
595
iShares Core MSCI Emerging Markets ETF
IEMG
$150B
$2.51M 0.03%
52,774
-42,739
-45% -$2.12M
RTX icon
596
CALL
RTX Corp
RTX
$290B
$2.5M 0.03%
34,800
+6,000
+21% +$514K
SHEL icon
597
PUT
Shell
SHEL
$254B
$2.5M 0.03%
38,900
-62,500
-62% -$3.89M
MS icon
598
Morgan Stanley
MS
$331B
$2.48M 0.03%
30,423
+22,878
+303% +$1.99M
MOS icon
599
CALL
The Mosaic Company
MOS
$7.03B
$2.48M 0.03%
69,700
-96,700
-58% -$3.71M
KMI icon
600
CALL
Kinder Morgan
KMI
$71.7B
$2.46M 0.03%
148,400
+21,000
+16% +$362K
22 23
24
25 26

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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.