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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
DGX icon
626
CALL
Quest Diagnostics
DGX
$25.7B
$2.32M 0.02%
19,000
-3,800
-17% -$506K
CMI icon
627
CALL
Cummins
CMI
$87.5B
$2.31M 0.02%
10,100
+3,600
+55% +$869K
RH icon
628
PUT
RH
RH
$3.13B
$2.3M 0.02%
8,700
-8,000
-48% -$2.78M
MLM icon
629
CALL
Martin Marietta Materials
MLM
$31.5B
$2.3M 0.02%
5,600
+500
+10% +$221K
LHX icon
630
CALL
L3Harris
LHX
$51.6B
$2.3M 0.02%
13,200
-11,800
-47% -$2.17M
ACWX icon
631
iShares MSCI ACWI ex US ETF
ACWX
$11.5B
$2.28M 0.02%
48,533
+41,708
+611% +$2.04M
AEP icon
632
PUT
American Electric Power
AEP
$69.6B
$2.28M 0.02%
30,300
+20,500
+209% +$1.67M
ROP icon
633
PUT
Roper Technologies
ROP
$38.8B
$2.28M 0.02%
4,700
+1,400
+42% +$686K
ACN icon
634
Accenture
ACN
$102B
$2.27M 0.02%
+7,406
New +$2.33M
LOGI icon
635
Logitech
LOGI
$14.7B
$2.27M 0.02%
+32,966
New +$2.22M
LYFT icon
636
PUT
Lyft
LYFT
$6.02B
$2.27M 0.02%
215,500
-46,300
-18% -$516K
NEE icon
637
CALL
NextEra Energy
NEE
$181B
$2.26M 0.02%
39,400
-52,400
-57% -$3.63M
CCI icon
638
PUT
Crown Castle
CCI
$33.3B
$2.25M 0.02%
24,500
+12,700
+108% +$1.32M
EWZ icon
639
CALL
iShares MSCI Brazil ETF
EWZ
$9.28B
$2.25M 0.02%
73,200
+57,200
+358% +$1.82M
DFS
640
CALL
DELISTED
Discover Financial Services
DFS
$2.24M 0.02%
+25,900
New +$2.57M
DUK icon
641
PUT
Duke Energy
DUK
$97.8B
$2.24M 0.02%
25,400
+12,500
+97% +$1.15M
CELH icon
642
Celsius Holdings
CELH
$7.47B
$2.23M 0.02%
+39,060
New +$2.2M
KMI icon
643
PUT
Kinder Morgan
KMI
$71.7B
$2.23M 0.02%
134,400
+16,800
+14% +$290K
SPYM
644
State Street SPDR Portfolio S&P 500 ETF
SPYM
$161B
$2.23M 0.02%
44,300
-5,776
-12% -$302K
MRVL icon
645
Marvell Technology
MRVL
$168B
$2.22M 0.02%
+41,071
New +$2.42M
WAT icon
646
CALL
Waters Corp
WAT
$37B
$2.22M 0.02%
8,100
+6,900
+575% +$1.91M
ABT icon
647
PUT
Abbott
ABT
$183B
$2.22M 0.02%
22,900
-32,600
-59% -$3.42M
ACWI icon
648
iShares MSCI ACWI ETF
ACWI
$32.9B
$2.2M 0.02%
+23,849
New +$2.29M
AEO icon
649
American Eagle Outfitters
AEO
$2.88B
$2.19M 0.02%
132,140
+113,593
+612% +$1.68M
CAR icon
650
CALL
Avis
CAR
$4.86B
$2.19M 0.02%
+12,200
New +$2.64M
24 25
26
27 28

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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.