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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
ORCL icon
51
PUT
Oracle
ORCL
$366B
$29.6M 0.31%
279,600
+159,600
+133% +$18.5M
PANW icon
52
CALL
Palo Alto Networks
PANW
$264B
$29.4M 0.31%
251,000
+55,200
+28% +$6.53M
SMCI icon
53
PUT
Super Micro Computer
SMCI
$18.1B
$28.8M 0.31%
1,052,000
+649,000
+161% +$18.1M
NFLX icon
54
PUT
Netflix
NFLX
$298B
$28.6M 0.3%
758,000
-25,000
-3% -$1.06M
XOM icon
55
PUT
ExxonMobil
XOM
$637B
$28.4M 0.3%
241,300
-184,600
-43% -$20.2M
RIVN icon
56
PUT
Rivian
RIVN
$22.5B
$27.7M 0.29%
1,142,300
+346,400
+44% +$8.09M
HD icon
57
CALL
Home Depot
HD
$330B
$27.7M 0.29%
91,700
-10,000
-10% -$3.22M
CMG icon
58
CALL
Chipotle Mexican Grill
CMG
$47.5B
$27.1M 0.29%
740,000
+540,000
+270% +$21.1M
ENPH icon
59
CALL
Enphase Energy
ENPH
$4.9B
$27.1M 0.29%
225,300
+162,000
+256% +$23.1M
QQQ icon
60
Invesco QQQ Trust
QQQ
$451B
$26.9M 0.29%
75,153
+68,206
+982% +$25.3M
UBER icon
61
CALL
Uber
UBER
$142B
$26.4M 0.28%
573,700
+343,900
+150% +$15.7M
LULU icon
62
CALL
lululemon athletica
LULU
$13.4B
$26.1M 0.28%
67,800
+40,700
+150% +$15.5M
CAT icon
63
CALL
Caterpillar
CAT
$377B
$25.9M 0.28%
95,000
+40,400
+74% +$11M
JPM icon
64
CALL
JPMorgan Chase
JPM
$939B
$25.8M 0.27%
177,900
+49,200
+38% +$7.38M
BMY icon
65
PUT
Bristol-Myers Squibb
BMY
$131B
$25.5M 0.27%
439,000
+379,100
+633% +$23.2M
C icon
66
PUT
Citigroup
C
$223B
$25.2M 0.27%
612,600
+294,900
+93% +$12.9M
IWM icon
67
CALL
iShares Russell 2000 ETF
IWM
$79.5B
$24.9M 0.26%
140,900
+59,000
+72% +$11.1M
IBM icon
68
CALL
IBM
IBM
$206B
$24.9M 0.26%
177,200
+35,900
+25% +$5.11M
CRWD icon
69
CALL
CrowdStrike
CRWD
$190B
$24.7M 0.26%
591,200
-26,800
-4% -$1.04M
BA icon
70
PUT
Boeing
BA
$167B
$24.1M 0.26%
125,500
+32,100
+34% +$7.02M
COST icon
71
PUT
Costco
COST
$420B
$23.9M 0.25%
42,300
-16,700
-28% -$9.22M
JNJ icon
72
CALL
Johnson & Johnson
JNJ
$618B
$23.5M 0.25%
151,200
-172,400
-53% -$28.4M
DIS icon
73
Walt Disney
DIS
$166B
$23.4M 0.25%
289,250
+157,579
+120% +$13.5M
TXN icon
74
CALL
Texas Instruments
TXN
$252B
$23.2M 0.25%
145,600
-39,600
-21% -$6.76M
MDB icon
75
CALL
MongoDB
MDB
$26.4B
$22.8M 0.24%
66,000
+33,600
+104% +$12.8M
1 2
3
4 5

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BCM
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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.