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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
CI icon
601
CALL
Cigna
CI
$73.7B
$2.46M 0.03%
8,600
-3,300
-28% -$941K
DVN icon
602
Devon Energy
DVN
$52.1B
$2.45M 0.03%
51,353
+38,247
+292% +$1.93M
SLV icon
603
iShares Silver Trust
SLV
$28B
$2.44M 0.03%
+120,098
New +$2.6M
FTNT icon
604
CALL
Fortinet
FTNT
$119B
$2.44M 0.03%
41,500
+11,200
+37% +$741K
FANG icon
605
PUT
Diamondback Energy
FANG
$57.1B
$2.43M 0.03%
15,700
-3,800
-19% -$561K
NET icon
606
Cloudflare
NET
$99B
$2.43M 0.03%
38,529
+29,808
+342% +$1.91M
TMF icon
607
Direxion Daily 20+ Year Treasury Bull 3X ETF
TMF
$2.16B
$2.42M 0.03%
50,263
+11,454
+30% +$726K
FUTU icon
608
PUT
Futu Holdings
FUTU
$14.7B
$2.42M 0.03%
41,800
-5,100
-11% -$272K
U icon
609
Unity
U
$13.8B
$2.4M 0.03%
76,426
-128,590
-63% -$4.95M
B
610
CALL
Barrick Mining
B
$61.5B
$2.39M 0.03%
164,500
+59,400
+57% +$974K
CLH icon
611
CALL
Clean Harbors
CLH
$16.5B
$2.39M 0.03%
14,300
+2,800
+24% +$472K
BJ icon
612
CALL
BJs Wholesale Club
BJ
$12.5B
$2.38M 0.03%
+33,400
New +$2.25M
WDC icon
613
CALL
Western Digital
WDC
$188B
$2.38M 0.03%
68,928
+3,836
+6% +$121K
VFC icon
614
PUT
VF Corp
VFC
$5.63B
$2.37M 0.03%
134,100
+48,100
+56% +$916K
LOGI icon
615
PUT
Logitech
LOGI
$14.7B
$2.36M 0.03%
34,300
+30,100
+717% +$2.03M
INSP icon
616
PUT
Inspire Medical Systems
INSP
$1.45B
$2.36M 0.03%
11,900
+8,500
+250% +$2.14M
BUD icon
617
PUT
AB InBev
BUD
$170B
$2.36M 0.03%
+42,700
New +$2.42M
KHC icon
618
Kraft Heinz
KHC
$30.7B
$2.36M 0.03%
70,187
+57,569
+456% +$1.99M
LW icon
619
CALL
Lamb Weston
LW
$7.22B
$2.36M 0.03%
25,500
+3,500
+16% +$355K
TEAM icon
620
PUT
Atlassian
TEAM
$25.6B
$2.36M 0.03%
11,700
-4,700
-29% -$892K
CB icon
621
PUT
Chubb
CB
$135B
$2.35M 0.02%
11,300
+9,100
+414% +$1.84M
SCHF icon
622
Schwab International Equity ETF
SCHF
$66.6B
$2.35M 0.02%
+138,324
New +$2.44M
EFA icon
623
PUT
iShares MSCI EAFE ETF
EFA
$78B
$2.34M 0.02%
34,000
+28,900
+567% +$2.07M
SCHW
624
Charles Schwab
SCHW
$183B
$2.33M 0.02%
+42,490
New +$2.57M
ODFL icon
625
PUT
Old Dominion Freight Line
ODFL
$44.1B
$2.33M 0.02%
11,400
+4,600
+68% +$931K
23 24
25
26 27

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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.