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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
HPQ icon
676
CALL
HP
HPQ
$24.9B
$2.05M 0.02%
79,800
-15,200
-16% -$466K
TSCO icon
677
CALL
Tractor Supply
TSCO
$16.1B
$2.05M 0.02%
50,500
+7,500
+17% +$325K
AN icon
678
PUT
AutoNation
AN
$7.11B
$2.04M 0.02%
13,500
+10,800
+400% +$1.72M
PLUG icon
679
PUT
Plug Power
PLUG
$2.87B
$2.03M 0.02%
267,300
+217,400
+436% +$2.12M
KSS icon
680
CALL
Kohl's
KSS
$2.17B
$2.03M 0.02%
96,900
+16,900
+21% +$426K
TDG icon
681
PUT
TransDigm Group
TDG
$70.2B
$2.02M 0.02%
2,400
+1,700
+243% +$1.49M
HUBS icon
682
PUT
HubSpot
HUBS
$12.2B
$2.02M 0.02%
4,100
+3,500
+583% +$1.83M
VRTX icon
683
CALL
Vertex Pharmaceuticals
VRTX
$121B
$2.02M 0.02%
5,800
-1,800
-24% -$630K
NVS icon
684
PUT
Novartis
NVS
$297B
$2.02M 0.02%
19,800
+15,700
+383% +$1.59M
CAR icon
685
PUT
Avis
CAR
$4.86B
$2.01M 0.02%
+11,200
New +$2.43M
TTWO icon
686
Take-Two Interactive
TTWO
$45.4B
$2.01M 0.02%
+14,321
New +$2.06M
HOOD icon
687
CALL
Robinhood
HOOD
$77.8B
$2.01M 0.02%
+204,600
New +$2.27M
PSX icon
688
CALL
Phillips 66
PSX
$84.9B
$2.01M 0.02%
16,700
-12,600
-43% -$1.41M
CDW icon
689
PUT
CDW
CDW
$18.9B
$2M 0.02%
+9,900
New +$1.97M
TECK icon
690
Teck Resources
TECK
$29.6B
$1.99M 0.02%
+46,278
New +$1.92M
AEP icon
691
CALL
American Electric Power
AEP
$69.6B
$1.99M 0.02%
26,400
+8,600
+48% +$700K
NOC icon
692
CALL
Northrop Grumman
NOC
$77.1B
$1.98M 0.02%
4,500
-10,000
-69% -$4.39M
BJ icon
693
PUT
BJs Wholesale Club
BJ
$12.5B
$1.98M 0.02%
27,700
+23,500
+560% +$1.58M
DG icon
694
Dollar General
DG
$28B
$1.97M 0.02%
+18,611
New +$2.77M
CCL icon
695
Carnival Corporation Ltd
CCL
$38.1B
$1.97M 0.02%
143,424
-73,574
-34% -$1.22M
MKTX icon
696
CALL
MarketAxess Holdings
MKTX
$5.71B
$1.97M 0.02%
+9,200
New +$2.23M
SPIB icon
697
State Street SPDR Portfolio Intermediate Term Corporate Bond ETF
SPIB
$11.5B
$1.96M 0.02%
+62,297
New +$1.98M
BBY icon
698
PUT
Best Buy
BBY
$18.2B
$1.96M 0.02%
28,200
+3,300
+13% +$255K
DECK icon
699
CALL
Deckers Outdoor
DECK
$13.2B
$1.95M 0.02%
22,800
-12,000
-34% -$1.07M
SNAP icon
700
PUT
Snap
SNAP
$7.89B
$1.95M 0.02%
219,100
+51,800
+31% +$541K
26 27
28
29 30

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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.