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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
XBI icon
351
State Street SPDR S&P Biotech ETF
XBI
$9.95B
$5.26M 0.06%
71,990
+61,825
+608% +$4.94M
MO icon
352
CALL
Altria Group
MO
$114B
$5.24M 0.06%
124,600
-167,000
-57% -$7.38M
MRNA icon
353
CALL
Moderna
MRNA
$21.8B
$5.24M 0.06%
50,700
-87,800
-63% -$9.79M
XBI icon
354
PUT
State Street SPDR S&P Biotech ETF
XBI
$9.95B
$5.24M 0.06%
71,700
+53,400
+292% +$4.27M
NOW icon
355
CALL
ServiceNow
NOW
$115B
$5.2M 0.06%
46,500
+11,500
+33% +$1.31M
M icon
356
PUT
Macy's
M
$6.53B
$5.1M 0.05%
439,600
+118,900
+37% +$1.67M
AMAT icon
357
CALL
Applied Materials
AMAT
$403B
$5.09M 0.05%
36,800
-90,600
-71% -$13M
SNPS icon
358
PUT
Synopsys
SNPS
$74.4B
$5.09M 0.05%
11,100
+9,900
+825% +$4.43M
KHC icon
359
PUT
Kraft Heinz
KHC
$30.7B
$5.05M 0.05%
150,000
+99,800
+199% +$3.45M
ABBV icon
360
AbbVie
ABBV
$443B
$5.04M 0.05%
33,786
+31,539
+1,404% +$4.63M
ROKU icon
361
CALL
Roku
ROKU
$21.5B
$5.03M 0.05%
71,200
-139,600
-66% -$10.8M
RBLX icon
362
CALL
Roblox
RBLX
$25.5B
$5.02M 0.05%
173,200
+103,400
+148% +$3.44M
FCX icon
363
CALL
Freeport-McMoran
FCX
$90B
$5.01M 0.05%
134,400
+75,500
+128% +$3.04M
HUBS icon
364
CALL
HubSpot
HUBS
$12.2B
$4.97M 0.05%
10,100
+8,200
+432% +$4.28M
BIDU icon
365
PUT
Baidu
BIDU
$37.7B
$4.97M 0.05%
37,000
+27,600
+294% +$3.87M
FSLR icon
366
PUT
First Solar
FSLR
$22.7B
$4.96M 0.05%
30,700
-23,400
-43% -$4.37M
OKTA icon
367
PUT
Okta
OKTA
$24.7B
$4.92M 0.05%
60,300
+16,900
+39% +$1.28M
MRNA icon
368
PUT
Moderna
MRNA
$21.8B
$4.91M 0.05%
47,500
-87,000
-65% -$9.7M
TTWO icon
369
PUT
Take-Two Interactive
TTWO
$45.4B
$4.9M 0.05%
34,900
+23,400
+203% +$3.37M
HSY icon
370
Hershey
HSY
$35.5B
$4.9M 0.05%
24,475
+22,448
+1,107% +$5.02M
T icon
371
CALL
AT&T
T
$159B
$4.89M 0.05%
325,600
+159,700
+96% +$2.34M
AZN icon
372
PUT
AstraZeneca
AZN
$263B
$4.88M 0.05%
+36,050
New +$4.92M
SLB icon
373
SLB Ltd
SLB
$73.6B
$4.86M 0.05%
83,443
+59,750
+252% +$3.46M
XLE icon
374
CALL
State Street Energy Select Sector SPDR ETF
XLE
$39.6B
$4.86M 0.05%
107,600
+17,000
+19% +$744K
DELL icon
375
PUT
Dell
DELL
$262B
$4.85M 0.05%
70,400
+9,500
+16% +$566K
13 14
15
16 17

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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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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.