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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
IVV icon
651
CALL
iShares Core S&P 500 ETF
IVV
$878B
$2.19M 0.02%
5,100
+4,600
+920% +$2.06M
JWN
652
CALL
DELISTED
Nordstrom
JWN
$2.18M 0.02%
146,200
+51,400
+54% +$943K
SYY icon
653
CALL
Sysco
SYY
$40.8B
$2.18M 0.02%
33,000
+10,700
+48% +$769K
VLO icon
654
Valero Energy
VLO
$90.1B
$2.18M 0.02%
15,365
-45,921
-75% -$6.02M
TFC icon
655
CALL
Truist Financial
TFC
$63.3B
$2.17M 0.02%
75,700
-16,200
-18% -$498K
PLUG icon
656
CALL
Plug Power
PLUG
$2.87B
$2.17M 0.02%
284,900
+270,600
+1,892% +$2.64M
ADP icon
657
CALL
Automatic Data Processing
ADP
$106B
$2.17M 0.02%
9,000
-7,000
-44% -$1.71M
WFC icon
658
Wells Fargo
WFC
$261B
$2.16M 0.02%
52,892
+31,566
+148% +$1.36M
MSCI icon
659
PUT
MSCI
MSCI
$41.6B
$2.15M 0.02%
4,200
+700
+20% +$368K
PEN icon
660
CALL
Penumbra
PEN
$12.7B
$2.15M 0.02%
8,900
+2,500
+39% +$694K
MDY icon
661
CALL
State Street SPDR S&P MIDCAP 400 ETF Trust
MDY
$26.6B
$2.15M 0.02%
4,700
-900
-16% -$431K
FANG icon
662
CALL
Diamondback Energy
FANG
$57.1B
$2.14M 0.02%
13,800
+1,100
+9% +$162K
SYK icon
663
PUT
Stryker
SYK
$125B
$2.13M 0.02%
7,800
+6,700
+609% +$1.92M
ENVX icon
664
PUT
Enovix
ENVX
$892M
$2.11M 0.02%
192,457
+8,686
+5% +$124K
ANSS
665
CALL
DELISTED
Ansys
ANSS
$2.11M 0.02%
7,100
+4,000
+129% +$1.27M
WAT icon
666
PUT
Waters Corp
WAT
$37B
$2.11M 0.02%
7,700
+6,700
+670% +$1.85M
AMR icon
667
CALL
Alpha Metallurgical Resources
AMR
$1.74B
$2.1M 0.02%
8,100
-800
-9% -$156K
PCAR icon
668
CALL
PACCAR
PCAR
$69.8B
$2.1M 0.02%
24,700
+14,500
+142% +$1.23M
URI icon
669
CALL
United Rentals
URI
$67.2B
$2.09M 0.02%
4,700
-300
-6% -$137K
SE icon
670
CALL
Sea Limited
SE
$65.4B
$2.09M 0.02%
47,500
-6,600
-12% -$323K
HELE icon
671
PUT
Helen of Troy
HELE
$644M
$2.09M 0.02%
17,900
-22,400
-56% -$2.79M
VEEV icon
672
PUT
Veeva Systems
VEEV
$33.1B
$2.08M 0.02%
10,200
+7,400
+264% +$1.49M
AVAV icon
673
CALL
AeroVironment
AVAV
$7.56B
$2.07M 0.02%
18,600
+16,600
+830% +$1.67M
LH icon
674
CALL
Labcorp
LH
$25B
$2.07M 0.02%
10,300
-991
-9% -$209K
VRTX icon
675
Vertex Pharmaceuticals
VRTX
$121B
$2.06M 0.02%
5,935
+4,647
+361% +$1.63M
25 26
27
28 29

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NOCM
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QIM
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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.