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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
GOOGL icon
26
Alphabet (Google) Class A
GOOGL
$4.32T
$56.6M 0.6%
432,202
+201,096
+87% +$26M
UNH icon
27
PUT
UnitedHealth
UNH
$381B
$50.4M 0.53%
99,900
+84,700
+557% +$41.7M
AMZN icon
28
CALL
Amazon
AMZN
$2.92T
$48.4M 0.51%
380,600
+110,000
+41% +$14.7M
JPM icon
29
PUT
JPMorgan Chase
JPM
$938B
$45.7M 0.48%
315,000
+99,300
+46% +$14.9M
JNJ icon
30
PUT
Johnson & Johnson
JNJ
$620B
$45.2M 0.48%
289,900
-4,400
-1% -$726K
DIS icon
31
PUT
Walt Disney
DIS
$167B
$45.1M 0.48%
556,000
+387,500
+230% +$33.1M
UNH icon
32
CALL
UnitedHealth
UNH
$381B
$44.1M 0.47%
87,500
+50,800
+138% +$25M
NFLX icon
33
CALL
Netflix
NFLX
$297B
$42.7M 0.45%
1,131,000
+416,000
+58% +$17.6M
ABBV icon
34
CALL
AbbVie
ABBV
$446B
$39.7M 0.42%
266,500
+84,300
+46% +$12.4M
QQQ icon
35
CALL
Invesco QQQ Trust
QQQ
$452B
$38.6M 0.41%
107,700
+27,400
+34% +$10.2M
SPY icon
36
CALL
State Street SPDR S&P 500 ETF Trust
SPY
$787B
$38.1M 0.4%
89,200
+67,200
+305% +$29.9M
ABBV icon
37
PUT
AbbVie
ABBV
$446B
$36.7M 0.39%
246,000
+162,200
+194% +$23.8M
SNOW icon
38
CALL
Snowflake
SNOW
$103B
$36.5M 0.39%
239,000
+164,000
+219% +$26.7M
CVX icon
39
CALL
Chevron
CVX
$390B
$35.8M 0.38%
212,400
+103,400
+95% +$16.7M
MA icon
40
Mastercard
MA
$506B
$35M 0.37%
88,293
+86,060
+3,854% +$34.5M
COST icon
41
CALL
Costco
COST
$422B
$34.7M 0.37%
61,500
-2,000
-3% -$1.1M
TMUS icon
42
PUT
T-Mobile US
TMUS
$185B
$33.9M 0.36%
241,700
+215,900
+837% +$29.9M
PYPL icon
43
PUT
PayPal
PYPL
$48.9B
$33.7M 0.36%
577,100
+466,200
+420% +$30.4M
CRM icon
44
CALL
Salesforce
CRM
$150B
$31.6M 0.34%
155,900
+99,900
+178% +$21.6M
GS icon
45
CALL
Goldman Sachs
GS
$302B
$31.5M 0.33%
97,400
+48,500
+99% +$16.2M
AVGO icon
46
CALL
Broadcom
AVGO
$1.85T
$31.4M 0.33%
378,000
+134,000
+55% +$11.6M
ENPH icon
47
PUT
Enphase Energy
ENPH
$4.96B
$31M 0.33%
257,900
+147,500
+134% +$21M
UBER icon
48
PUT
Uber
UBER
$142B
$30.7M 0.33%
666,900
+584,800
+712% +$26.7M
MA icon
49
PUT
Mastercard
MA
$506B
$30.5M 0.32%
77,000
+38,000
+97% +$15.3M
CMG icon
50
PUT
Chipotle Mexican Grill
CMG
$47.7B
$29.9M 0.32%
815,000
+605,000
+288% +$23.6M
1
2
3 4 5

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AWP
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BCM
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OAM
Ophir Asset Management Sydney, Australia $859M AUM 59.08% 1-Year Est. Return
NOCM
Night Owl Capital Management Greenwich, Connecticut $858M AUM 31.41% 1-Year Est. Return
TIM
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QIM
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RB
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OMG
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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.