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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
ISRG icon
326
Intuitive Surgical
ISRG
$127B
$5.63M 0.06%
19,275
+18,106
+1,549% +$5.65M
M icon
327
CALL
Macy's
M
$6.53B
$5.61M 0.06%
483,500
+228,600
+90% +$3.2M
BILL icon
328
PUT
BILL Holdings
BILL
$4.49B
$5.61M 0.06%
51,700
+16,100
+45% +$1.83M
CELH icon
329
CALL
Celsius Holdings
CELH
$7.47B
$5.61M 0.06%
98,100
+61,500
+168% +$3.46M
NEE icon
330
NextEra Energy
NEE
$181B
$5.6M 0.06%
+97,686
New +$6.76M
DDOG icon
331
Datadog
DDOG
$95.4B
$5.59M 0.06%
61,333
+57,709
+1,592% +$5.71M
BURL icon
332
CALL
Burlington
BURL
$23.2B
$5.57M 0.06%
41,200
+19,900
+93% +$3.19M
PFE icon
333
CALL
Pfizer
PFE
$143B
$5.57M 0.06%
168,000
-17,300
-9% -$612K
ORLY icon
334
O'Reilly Automotive
ORLY
$72.9B
$5.53M 0.06%
+91,275
New +$5.73M
NOC icon
335
PUT
Northrop Grumman
NOC
$77.1B
$5.5M 0.06%
12,500
-7,400
-37% -$3.25M
C icon
336
Citigroup
C
$222B
$5.49M 0.06%
133,481
+96,271
+259% +$4.23M
SE icon
337
PUT
Sea Limited
SE
$65.4B
$5.48M 0.06%
124,800
+88,700
+246% +$4.34M
W icon
338
CALL
Wayfair
W
$11.2B
$5.48M 0.06%
90,500
+16,200
+22% +$1.13M
RH icon
339
CALL
RH
RH
$3.13B
$5.47M 0.06%
20,700
-5,900
-22% -$2.05M
CCJ icon
340
PUT
Cameco
CCJ
$37.6B
$5.47M 0.06%
138,000
+60,500
+78% +$2.14M
GNRC icon
341
CALL
Generac Holdings
GNRC
$11.6B
$5.45M 0.06%
50,000
+16,000
+47% +$1.98M
GD icon
342
PUT
General Dynamics
GD
$104B
$5.44M 0.06%
24,600
+1,800
+8% +$398K
HSY icon
343
PUT
Hershey
HSY
$35.5B
$5.42M 0.06%
27,100
+26,200
+2,911% +$5.86M
DOW icon
344
CALL
Dow Inc
DOW
$21.9B
$5.42M 0.06%
105,100
+15,100
+17% +$811K
LW icon
345
PUT
Lamb Weston
LW
$7.22B
$5.42M 0.06%
58,600
+37,000
+171% +$3.75M
NVO
346
Novo Nordisk
NVO
$208B
$5.41M 0.06%
59,535
+39,249
+193% +$3.46M
GPC icon
347
CALL
Genuine Parts
GPC
$17.1B
$5.33M 0.06%
36,900
+27,900
+310% +$4.33M
ODFL icon
348
CALL
Old Dominion Freight Line
ODFL
$44.1B
$5.32M 0.06%
26,000
+18,800
+261% +$3.8M
FICO icon
349
CALL
Fair Isaac
FICO
$24.3B
$5.3M 0.06%
6,100
+3,200
+110% +$2.75M
UNP icon
350
PUT
Union Pacific
UNP
$174B
$5.29M 0.06%
26,000
+13,000
+100% +$2.83M
12 13
14
15 16

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NOCM
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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.