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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
MRK icon
501
PUT
Merck
MRK
$322B
$3.28M 0.03%
31,900
-66,600
-68% -$7.18M
PEP icon
502
PUT
PepsiCo
PEP
$190B
$3.27M 0.03%
19,300
-2,100
-10% -$381K
CDNS icon
503
CALL
Cadence Design Systems
CDNS
$93.6B
$3.26M 0.03%
13,900
+1,300
+10% +$304K
ADSK icon
504
CALL
Autodesk
ADSK
$49.5B
$3.25M 0.03%
15,700
+4,200
+37% +$883K
PNC icon
505
PUT
PNC Financial Services
PNC
$99.7B
$3.24M 0.03%
26,400
-17,200
-39% -$2.16M
BLK icon
506
PUT
Blackrock
BLK
$169B
$3.23M 0.03%
5,000
-7,500
-60% -$5.24M
ELV icon
507
CALL
Elevance Health
ELV
$81.5B
$3.22M 0.03%
7,400
+500
+7% +$227K
AMR icon
508
PUT
Alpha Metallurgical Resources
AMR
$1.74B
$3.22M 0.03%
12,400
+6,500
+110% +$1.27M
HAL icon
509
Halliburton
HAL
$26.9B
$3.21M 0.03%
+79,235
New +$3.1M
CPRI icon
510
Capri Holdings
CPRI
$1.83B
$3.21M 0.03%
+60,989
New +$2.77M
ONON icon
511
PUT
On Holding
ONON
$12.1B
$3.2M 0.03%
115,100
+46,400
+68% +$1.47M
WBD icon
512
PUT
Warner Bros
WBD
$65.9B
$3.18M 0.03%
292,700
+108,200
+59% +$1.35M
AA icon
513
PUT
Alcoa
AA
$11.9B
$3.18M 0.03%
109,300
-11,200
-9% -$351K
MELI icon
514
Mercado Libre
MELI
$95.2B
$3.15M 0.03%
2,487
+1,554
+167% +$1.98M
LUV icon
515
Southwest Airlines
LUV
$22B
$3.14M 0.03%
+116,165
New +$3.79M
EXPE icon
516
PUT
Expedia Group
EXPE
$35.4B
$3.13M 0.03%
30,400
+21,000
+223% +$2.32M
FICO icon
517
PUT
Fair Isaac
FICO
$24.3B
$3.13M 0.03%
3,600
+2,600
+260% +$2.23M
BP icon
518
PUT
BP
BP
$116B
$3.1M 0.03%
80,000
-15,700
-16% -$583K
AZO icon
519
PUT
AutoZone
AZO
$49.2B
$3.05M 0.03%
1,200
+800
+200% +$2.01M
UPST icon
520
Upstart Holdings
UPST
$2.63B
$3.04M 0.03%
+106,643
New +$4.29M
OIH icon
521
PUT
VanEck Oil Services ETF
OIH
$2.06B
$3.04M 0.03%
8,800
+3,300
+60% +$1.12M
APA icon
522
PUT
APA Corp
APA
$13.2B
$3M 0.03%
72,900
-57,300
-44% -$2.36M
PARA
523
CALL
DELISTED
Paramount Global Class B
PARA
$3M 0.03%
232,200
+9,600
+4% +$142K
IT icon
524
CALL
Gartner
IT
$10.1B
$2.99M 0.03%
8,700
-800
-8% -$279K
MAR icon
525
CALL
Marriott International
MAR
$98.3B
$2.99M 0.03%
15,200
+5,600
+58% +$1.11M
19 20
21
22 23

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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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OMG
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MCM
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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.