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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
GIS icon
1076
PUT
General Mills
GIS
$19.1B
$953K 0.01%
+14,900
New +$1.05M
USMV icon
1077
iShares MSCI USA Min Vol Factor ETF
USMV
$23.5B
$953K 0.01%
+13,160
New +$981K
SMAR
1078
CALL
DELISTED
Smartsheet Inc.
SMAR
$951K 0.01%
+23,500
New +$964K
FND icon
1079
CALL
Floor & Decor
FND
$6.13B
$950K 0.01%
10,500
+2,100
+25% +$214K
SNAP icon
1080
CALL
Snap
SNAP
$7.89B
$950K 0.01%
106,600
-311,100
-74% -$3.25M
IVV icon
1081
iShares Core S&P 500 ETF
IVV
$878B
$948K 0.01%
2,207
+1,538
+230% +$688K
PPG icon
1082
CALL
PPG Industries
PPG
$24.6B
$948K 0.01%
7,300
+4,600
+170% +$646K
MTDR icon
1083
CALL
Matador Resources
MTDR
$6.2B
$946K 0.01%
15,900
+7,000
+79% +$408K
WIX icon
1084
PUT
WIX.com
WIX
$2.3B
$946K 0.01%
10,300
+4,700
+84% +$420K
UUP icon
1085
Invesco DB US Dollar Index Bullish Fund
UUP
$420M
$945K 0.01%
31,799
+17,738
+126% +$509K
FLEX icon
1086
CALL
Flex
FLEX
$41.7B
$942K 0.01%
46,312
-1,062
-2% -$21.5K
PLAY icon
1087
CALL
Dave & Buster's
PLAY
$377M
$942K 0.01%
25,400
-300
-1% -$12.2K
ARCB icon
1088
PUT
ArcBest
ARCB
$3.23B
$935K 0.01%
+9,200
New +$966K
WOLF icon
1089
CALL
Wolfspeed
WOLF
$1.23B
$930K 0.01%
24,400
+3,300
+16% +$173K
STX icon
1090
Seagate
STX
$194B
$928K 0.01%
14,069
+4,116
+41% +$265K
SWK icon
1091
PUT
Stanley Black & Decker
SWK
$14.3B
$928K 0.01%
11,100
-800
-7% -$74.1K
DAC icon
1092
PUT
Danaos Corp
DAC
$2.58B
$927K 0.01%
14,000
+7,500
+115% +$504K
SLB icon
1093
CALL
SLB Ltd
SLB
$73.6B
$927K 0.01%
15,900
-81,100
-84% -$4.7M
MHK icon
1094
CALL
Mohawk Industries
MHK
$7.5B
$927K 0.01%
10,800
+7,900
+272% +$796K
KDP icon
1095
Keurig Dr Pepper
KDP
$42.3B
$925K 0.01%
29,297
+16,542
+130% +$546K
APA icon
1096
CALL
APA Corp
APA
$13.2B
$925K 0.01%
22,500
-79,600
-78% -$3.28M
AGNC icon
1097
PUT
AGNC Investment
AGNC
$12.4B
$922K 0.01%
97,700
-104,900
-52% -$1.04M
KMX icon
1098
CALL
CarMax
KMX
$8.13B
$919K 0.01%
13,000
-52,100
-80% -$4.27M
S icon
1099
CALL
SentinelOne
S
$6.53B
$917K 0.01%
54,400
+25,700
+90% +$406K
CYBR
1100
CALL
DELISTED
CyberArk
CYBR
$917K 0.01%
5,600
-4,800
-46% -$771K
42 43
44
45 46

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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.