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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
POOL icon
276
CALL
Pool Corp
POOL
$6.75B
$6.91M 0.07%
19,400
-800
-4% -$291K
DOW icon
277
PUT
Dow Inc
DOW
$21.9B
$6.81M 0.07%
132,000
+72,800
+123% +$3.91M
DHR icon
278
PUT
Danaher
DHR
$137B
$6.77M 0.07%
30,794
+6,316
+26% +$1.41M
ANET icon
279
PUT
Arista Networks
ANET
$227B
$6.77M 0.07%
147,200
+121,200
+466% +$5.4M
OKTA icon
280
Okta
OKTA
$24.7B
$6.73M 0.07%
82,553
+76,460
+1,255% +$5.8M
LRCX icon
281
PUT
Lam Research
LRCX
$367B
$6.71M 0.07%
107,000
-69,000
-39% -$4.53M
TJX icon
282
CALL
TJX Companies
TJX
$174B
$6.68M 0.07%
75,200
-16,700
-18% -$1.47M
EL icon
283
PUT
Estee Lauder
EL
$30.4B
$6.63M 0.07%
45,900
+43,200
+1,600% +$7.2M
LMT icon
284
PUT
Lockheed Martin
LMT
$134B
$6.58M 0.07%
16,100
+7,100
+79% +$3.15M
LI icon
285
Li Auto
LI
$13.4B
$6.54M 0.07%
183,346
-57,510
-24% -$2.27M
F icon
286
PUT
Ford
F
$58.5B
$6.48M 0.07%
521,900
+441,200
+547% +$5.73M
UPS icon
287
PUT
United Parcel Service
UPS
$88.6B
$6.45M 0.07%
41,400
-11,200
-21% -$1.93M
ADI icon
288
PUT
Analog Devices
ADI
$179B
$6.44M 0.07%
36,800
+2,400
+7% +$443K
RCL icon
289
CALL
Royal Caribbean
RCL
$85.1B
$6.43M 0.07%
69,800
+30,200
+76% +$3.03M
HON icon
290
CALL
Honeywell
HON
$77B
$6.43M 0.07%
36,923
+11,777
+47% +$2.15M
CCL icon
291
CALL
Carnival Corporation Ltd
CCL
$38.1B
$6.42M 0.07%
468,200
+65,200
+16% +$1.08M
ENPH icon
292
Enphase Energy
ENPH
$4.96B
$6.4M 0.07%
53,300
+33,029
+163% +$4.7M
GM icon
293
General Motors
GM
$80.4B
$6.38M 0.07%
193,418
+185,718
+2,412% +$6.6M
XLE icon
294
PUT
State Street Energy Select Sector SPDR ETF
XLE
$39.6B
$6.36M 0.07%
140,800
+116,800
+487% +$5.11M
WMT icon
295
CALL
Walmart Inc
WMT
$885B
$6.33M 0.07%
118,800
-248,700
-68% -$13.2M
LMT icon
296
CALL
Lockheed Martin
LMT
$134B
$6.3M 0.07%
15,400
+5,200
+51% +$2.31M
LIN icon
297
CALL
Linde
LIN
$221B
$6.26M 0.07%
16,800
+8,500
+102% +$3.24M
AAL icon
298
PUT
American Airlines Group
AAL
$10.1B
$6.25M 0.07%
487,900
+139,000
+40% +$2.16M
XPEV icon
299
CALL
XPeng
XPEV
$12.4B
$6.19M 0.07%
337,100
+321,100
+2,007% +$5.45M
BBY icon
300
CALL
Best Buy
BBY
$18.2B
$6.13M 0.07%
88,200
+57,200
+185% +$4.42M
10 11
12
13 14

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NOCM
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TIM
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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.