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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
DECK icon
426
PUT
Deckers Outdoor
DECK
$13.2B
$4.01M 0.04%
46,800
+21,600
+86% +$1.93M
ADI icon
427
CALL
Analog Devices
ADI
$179B
$4.01M 0.04%
22,900
-9,500
-29% -$1.75M
JPST icon
428
JPMorgan Ultra-Short Income ETF
JPST
$40.1B
$4.01M 0.04%
79,898
+72,472
+976% +$3.63M
CHTR icon
429
CALL
Charter Communications
CHTR
$17.3B
$4M 0.04%
9,100
-8,900
-49% -$3.7M
AZN icon
430
AstraZeneca
AZN
$263B
$3.98M 0.04%
+29,415
New +$4.02M
MDT icon
431
CALL
Medtronic
MDT
$109B
$3.98M 0.04%
50,800
+17,900
+54% +$1.5M
JNK icon
432
State Street SPDR Bloomberg High Yield Bond ETF
JNK
$7.07B
$3.94M 0.04%
43,566
-42,499
-49% -$3.89M
MDY icon
433
State Street SPDR S&P MIDCAP 400 ETF Trust
MDY
$26.6B
$3.9M 0.04%
+8,546
New +$4.1M
CTAS icon
434
CALL
Cintas
CTAS
$81.9B
$3.9M 0.04%
32,400
+18,400
+131% +$2.29M
LMT icon
435
Lockheed Martin
LMT
$134B
$3.87M 0.04%
9,474
+700
+8% +$311K
REGN icon
436
PUT
Regeneron Pharmaceuticals
REGN
$78.5B
$3.87M 0.04%
4,700
+2,300
+96% +$1.81M
KLAC icon
437
KLA
KLAC
$239B
$3.86M 0.04%
+84,200
New +$4.04M
SOFI icon
438
SoFi Technologies
SOFI
$21B
$3.86M 0.04%
482,890
-519,669
-52% -$4.57M
U icon
439
PUT
Unity
U
$13.8B
$3.85M 0.04%
122,800
+16,200
+15% +$624K
VEEV icon
440
CALL
Veeva Systems
VEEV
$33.1B
$3.85M 0.04%
18,900
+15,900
+530% +$3.2M
DPZ icon
441
CALL
Domino's
DPZ
$11.5B
$3.83M 0.04%
10,100
-9,400
-48% -$3.62M
MOS icon
442
PUT
The Mosaic Company
MOS
$7.03B
$3.8M 0.04%
106,700
-47,200
-31% -$1.81M
AR icon
443
PUT
Antero Resources
AR
$11.1B
$3.79M 0.04%
149,200
+82,500
+124% +$2.13M
BURL icon
444
PUT
Burlington
BURL
$23.2B
$3.76M 0.04%
27,800
+16,000
+136% +$2.57M
INTC icon
445
Intel
INTC
$455B
$3.76M 0.04%
105,704
+68,815
+187% +$2.4M
MAR icon
446
Marriott International
MAR
$98.3B
$3.75M 0.04%
19,075
+17,892
+1,512% +$3.55M
JD icon
447
JD.com
JD
$44.6B
$3.71M 0.04%
+127,232
New +$4.43M
MO icon
448
PUT
Altria Group
MO
$114B
$3.7M 0.04%
87,900
-123,200
-58% -$5.44M
FTNT icon
449
PUT
Fortinet
FTNT
$119B
$3.69M 0.04%
62,900
+17,100
+37% +$1.13M
ON icon
450
PUT
ON Semiconductor
ON
$31.8B
$3.69M 0.04%
39,700
+300
+0.8% +$29.1K
16 17
18
19 20

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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.