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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
LUV icon
251
CALL
Southwest Airlines
LUV
$22B
$7.59M 0.08%
280,200
+142,800
+104% +$4.66M
EL icon
252
CALL
Estee Lauder
EL
$30.4B
$7.53M 0.08%
52,100
+48,100
+1,203% +$8.02M
XOM icon
253
ExxonMobil
XOM
$644B
$7.49M 0.08%
63,732
-164,106
-72% -$18M
EEM icon
254
iShares MSCI Emerging Markets ETF
EEM
$28.8B
$7.42M 0.08%
195,539
+134,670
+221% +$5.33M
BKNG icon
255
PUT
Booking.com
BKNG
$149B
$7.4M 0.08%
60,000
+42,500
+243% +$5.15M
TMO icon
256
CALL
Thermo Fisher Scientific
TMO
$213B
$7.34M 0.08%
14,500
+7,600
+110% +$4.05M
CELH icon
257
PUT
Celsius Holdings
CELH
$7.47B
$7.33M 0.08%
128,100
+93,000
+265% +$5.23M
SBUX icon
258
CALL
Starbucks
SBUX
$120B
$7.31M 0.08%
80,100
-67,800
-46% -$6.65M
PG icon
259
CALL
Procter & Gamble
PG
$336B
$7.31M 0.08%
50,100
-113,700
-69% -$17.4M
MCD icon
260
CALL
McDonald's
MCD
$192B
$7.27M 0.08%
27,600
-26,000
-49% -$7.42M
AAL icon
261
CALL
American Airlines Group
AAL
$10.1B
$7.26M 0.08%
566,500
+521,700
+1,165% +$8.1M
SHV icon
262
iShares 0-1 Year Treasury Bond ETF
SHV
$20.8B
$7.23M 0.08%
65,465
-11,428
-15% -$1.26M
MELI icon
263
PUT
Mercado Libre
MELI
$95.2B
$7.23M 0.08%
5,700
+1,800
+46% +$2.29M
F icon
264
Ford
F
$58.5B
$7.17M 0.08%
577,466
+19,007
+3% +$247K
BKNG icon
265
Booking.com
BKNG
$149B
$7.15M 0.08%
58,000
+33,575
+137% +$4.07M
GILD icon
266
PUT
Gilead Sciences
GILD
$162B
$7.13M 0.08%
95,200
+34,900
+58% +$2.68M
NET icon
267
CALL
Cloudflare
NET
$99B
$7.11M 0.08%
112,800
+38,200
+51% +$2.45M
DDOG icon
268
PUT
Datadog
DDOG
$95.4B
$7.04M 0.07%
77,300
+44,000
+132% +$4.35M
EBAY icon
269
PUT
eBay
EBAY
$50.6B
$7.01M 0.07%
158,900
+69,500
+78% +$3.1M
WDAY icon
270
CALL
Workday
WDAY
$39.6B
$6.96M 0.07%
32,400
+14,300
+79% +$3.32M
PEP icon
271
CALL
PepsiCo
PEP
$190B
$6.95M 0.07%
41,000
+3,700
+10% +$672K
ASML icon
272
CALL
ASML
ASML
$626B
$6.95M 0.07%
11,800
-4,500
-28% -$2.99M
SHOP icon
273
PUT
Shopify
SHOP
$152B
$6.94M 0.07%
127,200
+44,700
+54% +$2.71M
WBA
274
CALL
DELISTED
Walgreens Boots Alliance
WBA
$6.91M 0.07%
310,700
+218,000
+235% +$5.8M
CROX icon
275
PUT
Crocs
CROX
$6.36B
$6.91M 0.07%
+78,300
New +$8.05M
9 10
11
12 13

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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.