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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
AN icon
551
CALL
AutoNation
AN
$7.11B
$2.76M 0.03%
18,200
+12,000
+194% +$1.91M
TECK icon
552
PUT
Teck Resources
TECK
$29.6B
$2.75M 0.03%
63,800
+25,800
+68% +$1.07M
FFIV icon
553
F5
FFIV
$22.9B
$2.75M 0.03%
+17,047
New +$2.67M
RCL icon
554
Royal Caribbean
RCL
$85.1B
$2.75M 0.03%
29,805
+24,351
+446% +$2.44M
GD icon
555
CALL
General Dynamics
GD
$104B
$2.74M 0.03%
12,400
-10,000
-45% -$2.21M
CMCSA icon
556
CALL
Comcast
CMCSA
$85B
$2.74M 0.03%
61,700
-29,200
-32% -$1.3M
MAR icon
557
PUT
Marriott International
MAR
$98.3B
$2.73M 0.03%
13,900
-3,200
-19% -$636K
DUK icon
558
Duke Energy
DUK
$97.8B
$2.73M 0.03%
30,915
+15,515
+101% +$1.42M
MGM icon
559
CALL
MGM Resorts International
MGM
$11.4B
$2.73M 0.03%
74,200
+45,900
+162% +$2.03M
CLX icon
560
CALL
Clorox
CLX
$11.6B
$2.73M 0.03%
20,800
+6,800
+49% +$1.03M
SOFI icon
561
PUT
SoFi Technologies
SOFI
$21B
$2.72M 0.03%
340,700
+307,100
+914% +$2.7M
ADSK icon
562
PUT
Autodesk
ADSK
$49.5B
$2.71M 0.03%
13,100
+6,200
+90% +$1.3M
DOW icon
563
Dow Inc
DOW
$21.9B
$2.7M 0.03%
52,327
+47,127
+906% +$2.53M
DPZ icon
564
PUT
Domino's
DPZ
$11.5B
$2.69M 0.03%
7,100
-7,700
-52% -$2.96M
FIVE icon
565
CALL
Five Below
FIVE
$12B
$2.69M 0.03%
16,700
+3,700
+28% +$676K
STX icon
566
CALL
Seagate
STX
$194B
$2.68M 0.03%
40,600
-62,400
-61% -$4.02M
CTSH icon
567
CALL
Cognizant
CTSH
$24.9B
$2.68M 0.03%
39,500
-5,300
-12% -$366K
CCJ icon
568
CALL
Cameco
CCJ
$37.6B
$2.68M 0.03%
67,500
+21,200
+46% +$750K
BLK icon
569
CALL
Blackrock
BLK
$169B
$2.65M 0.03%
4,100
-900
-18% -$629K
EXR icon
570
CALL
Extra Space Storage
EXR
$31.3B
$2.65M 0.03%
21,800
+19,300
+772% +$2.59M
DD icon
571
CALL
DuPont de Nemours
DD
$18.5B
$2.65M 0.03%
28,282
+16,969
+150% +$1.59M
INSP icon
572
CALL
Inspire Medical Systems
INSP
$1.45B
$2.64M 0.03%
13,300
+7,900
+146% +$1.99M
NOC icon
573
Northrop Grumman
NOC
$77.1B
$2.63M 0.03%
5,984
-4,842
-45% -$2.13M
SPTI icon
574
State Street SPDR Portfolio Intermediate Term Treasury ETF
SPTI
$10.4B
$2.63M 0.03%
95,542
-53,636
-36% -$1.5M
EOG icon
575
CALL
EOG Resources
EOG
$79.2B
$2.62M 0.03%
20,700
+3,400
+20% +$433K
21 22
23
24 25

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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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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.