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TSS

Two Sigma Securities Portfolio holdings

AUM $1.16B
1-Year Est. Return 36.23%
This Fund
S&P 500
This Quarter Est. Return
-3.77%
1 Year Est. Return
+36.23%
3 Year Est. Return
+108.69%
5 Year Est. Return
+124.54%
10 Year Est. Return
+352.99%
AUM
$9.43B
AUM Growth
+$2.71B
Cap. Flow
+$1.07B
Cap. Flow %
11.3%
Top 10 Hldgs %
16.87%
Holding
3,680
New
960
Increased
1,028
Reduced
855
Closed
813

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 Miscellaneous 82.16%
2 Technology 5.59%
3 Consumer Discretionary 3.65%
4 Communication Services 2.04%
5 Healthcare 1.41%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
CDW icon
526
CALL
CDW
CDW
$19.2B
$2.99M 0.03%
+14,800
New +$2.95M
TWLO icon
527
Twilio
TWLO
$37.2B
$2.97M 0.03%
50,819
+47,317
+1,351% +$2.95M
SH icon
528
ProShares Short S&P500
SH
$920M
$2.96M 0.03%
51,160
+40,761
+392% +$2.27M
MPWR icon
529
CALL
Monolithic Power Systems
MPWR
$56.1B
$2.96M 0.03%
6,400
+5,100
+392% +$2.61M
CI icon
530
PUT
Cigna
CI
$76.3B
$2.95M 0.03%
10,300
-1,200
-10% -$342K
KSS icon
531
PUT
Kohl's
KSS
$1.85B
$2.93M 0.03%
139,800
+76,100
+119% +$1.92M
WM icon
532
PUT
Waste Management
WM
$86.8B
$2.91M 0.03%
19,100
+7,300
+62% +$1.18M
AMT icon
533
CALL
American Tower
AMT
$82.8B
$2.91M 0.03%
17,700
+11,600
+190% +$2.12M
PSX icon
534
PUT
Phillips 66
PSX
$106B
$2.9M 0.03%
24,100
-7,500
-24% -$842K
WM icon
535
CALL
Waste Management
WM
$86.8B
$2.88M 0.03%
18,900
-4,600
-20% -$744K
MPWR icon
536
Monolithic Power Systems
MPWR
$56.1B
$2.88M 0.03%
6,225
+4,834
+348% +$2.47M
WIX icon
537
WIX.com
WIX
$3.46B
$2.87M 0.03%
+31,275
New +$2.79M
GILD icon
538
Gilead Sciences
GILD
$181B
$2.87M 0.03%
+38,267
New +$2.94M
STX icon
539
PUT
Seagate
STX
$176B
$2.85M 0.03%
43,200
-45,500
-51% -$2.93M
GWW icon
540
CALL
W.W. Grainger
GWW
$59.8B
$2.84M 0.03%
4,100
+500
+14% +$362K
SPOT icon
541
PUT
Spotify
SPOT
$115B
$2.83M 0.03%
18,300
+13,100
+252% +$2M
TJX icon
542
TJX Companies
TJX
$137B
$2.83M 0.03%
31,790
+27,648
+668% +$2.43M
KHC icon
543
CALL
The Kraft Heinz Company
KHC
$29.3B
$2.82M 0.03%
83,900
-31,800
-27% -$1.1M
DRI icon
544
CALL
Darden Restaurants
DRI
$23.7B
$2.81M 0.03%
19,600
+13,700
+232% +$2.17M
THO icon
545
PUT
Thor Industries
THO
$3.71B
$2.81M 0.03%
29,500
+17,900
+154% +$1.87M
LNG icon
546
PUT
Cheniere Energy
LNG
$56B
$2.8M 0.03%
16,900
+11,800
+231% +$1.9M
ROST icon
547
PUT
Ross Stores
ROST
$72.3B
$2.8M 0.03%
24,800
-1,500
-6% -$172K
WBD icon
548
CALL
Warner Bros
WBD
$70.3B
$2.8M 0.03%
257,500
-35,400
-12% -$442K
TFC icon
549
PUT
Truist Financial
TFC
$61.6B
$2.78M 0.03%
97,300
-2,800
-3% -$86.1K
CDNS icon
550
PUT
Cadence Design Systems
CDNS
$75.4B
$2.76M 0.03%
11,800
+9,900
+521% +$2.32M
20 21
22
23 24

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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 $1.07B of net new capital in Q3 2023, opening 960 new positions and adding to 1,028 existing holdings. Its largest new stake was Walmart Inc: 1,092,258 shares worth $58.2M.

By sector, the portfolio is most concentrated in Miscellaneous at 82% of assets, down from 85% a quarter earlier, followed by Technology and Consumer Discretionary.

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 813 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.