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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
MRNA icon
1151
Moderna
MRNA
$21.8B
$860K 0.01%
8,326
-3,575
-30% -$399K
HRL icon
1152
Hormel Foods
HRL
$13.8B
$856K 0.01%
+22,519
New +$887K
XLK icon
1153
CALL
State Street Technology Select Sector SPDR ETF
XLK
$115B
$852K 0.01%
10,400
+4,400
+73% +$377K
VEA icon
1154
Vanguard FTSE Developed Markets ETF
VEA
$229B
$852K 0.01%
+19,493
New +$892K
GTLB icon
1155
CALL
GitLab
GTLB
$5.83B
$850K 0.01%
18,800
+3,700
+25% +$177K
JACK icon
1156
CALL
Jack in the Box
JACK
$312M
$849K 0.01%
12,300
+9,900
+413% +$842K
FMC icon
1157
FMC
FMC
$1.34B
$849K 0.01%
+12,671
New +$1.1M
CALX icon
1158
PUT
Calix
CALX
$2.26B
$848K 0.01%
+18,500
New +$837K
ROP icon
1159
Roper Technologies
ROP
$38.8B
$846K 0.01%
+1,747
New +$856K
CG icon
1160
CALL
Carlyle Group
CG
$16.6B
$841K 0.01%
27,900
+10,300
+59% +$332K
PRGO icon
1161
CALL
Perrigo
PRGO
$1.4B
$840K 0.01%
+26,300
New +$926K
DOCN icon
1162
PUT
DigitalOcean
DOCN
$13.7B
$836K 0.01%
34,800
+4,800
+16% +$170K
XLK icon
1163
PUT
State Street Technology Select Sector SPDR ETF
XLK
$115B
$836K 0.01%
+10,200
New +$875K
RL icon
1164
PUT
Ralph Lauren
RL
$22.6B
$836K 0.01%
7,200
-3,000
-29% -$363K
KMB icon
1165
CALL
Kimberly-Clark
KMB
$36.3B
$834K 0.01%
6,900
-8,300
-55% -$1.07M
HPE icon
1166
CALL
Hewlett Packard
HPE
$63.4B
$834K 0.01%
+48,000
New +$826K
KEYS icon
1167
PUT
Keysight
KEYS
$54.5B
$834K 0.01%
6,300
+2,700
+75% +$400K
EEMV icon
1168
iShares MSCI Emerging Markets Min Vol Factor ETF
EEMV
$3.44B
$833K 0.01%
15,617
+6,633
+74% +$364K
VRSN icon
1169
CALL
VeriSign
VRSN
$26.2B
$830K 0.01%
4,100
+2,200
+116% +$457K
ESS icon
1170
PUT
Essex Property Trust
ESS
$18.3B
$827K 0.01%
3,900
-200
-5% -$46.9K
GIS icon
1171
CALL
General Mills
GIS
$19.1B
$825K 0.01%
+12,900
New +$912K
XLF icon
1172
State Street Financial Select Sector SPDR ETF
XLF
$56.7B
$825K 0.01%
24,863
-17,061
-41% -$588K
PDBC icon
1173
Invesco Actively Managed Exch-Traded Commodity Fd Tr Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF
PDBC
$6.38B
$825K 0.01%
55,164
+12,732
+30% +$186K
FEZ icon
1174
PUT
State Street SPDR EURO STOXX 50 ETF
FEZ
$4.42B
$823K 0.01%
+19,600
New +$876K
XLI icon
1175
PUT
State Street Industrial Select Sector SPDR ETF
XLI
$32.8B
$821K 0.01%
8,100
-1,900
-19% -$203K
45 46
47
48 49

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BCM
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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.