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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
XEL icon
1026
CALL
Xcel Energy
XEL
$48.8B
$1.02M 0.01%
+17,900
New +$1.08M
SYY icon
1027
PUT
Sysco
SYY
$40.8B
$1.02M 0.01%
15,500
-8,800
-36% -$632K
BAX icon
1028
CALL
Baxter International
BAX
$13.5B
$1.02M 0.01%
27,100
-22,600
-45% -$963K
AMP icon
1029
CALL
Ameriprise Financial
AMP
$48.3B
$1.02M 0.01%
3,100
+1,600
+107% +$546K
MTN icon
1030
PUT
Vail Resorts
MTN
$5.32B
$1.02M 0.01%
4,600
+2,100
+84% +$498K
DLR icon
1031
CALL
Digital Realty Trust
DLR
$69.7B
$1.02M 0.01%
8,400
+1,000
+14% +$123K
PZZA icon
1032
PUT
Papa John's
PZZA
$984M
$1.02M 0.01%
14,900
-5,500
-27% -$425K
NUE icon
1033
CALL
Nucor
NUE
$58.6B
$1.02M 0.01%
6,500
-1,100
-14% -$182K
QS icon
1034
PUT
QuantumScape Corp
QS
$3.21B
$1.02M 0.01%
151,800
+71,700
+90% +$584K
SMG icon
1035
PUT
ScottsMiracle-Gro
SMG
$3.82B
$1.01M 0.01%
19,600
+7,800
+66% +$452K
SAM icon
1036
CALL
Boston Beer
SAM
$1.91B
$1.01M 0.01%
2,600
-3,200
-55% -$1.12M
V icon
1037
Visa
V
$684B
$1.01M 0.01%
4,398
-42,853
-91% -$10.3M
STT icon
1038
CALL
State Street
STT
$50.6B
$1.01M 0.01%
+15,100
New +$1.06M
QS icon
1039
QuantumScape Corp
QS
$3.21B
$1.01M 0.01%
150,951
+131,551
+678% +$1.07M
GLOB icon
1040
CALL
Globant
GLOB
$1.58B
$1.01M 0.01%
+5,100
New +$955K
SDY icon
1041
State Street SPDR S&P Dividend ETF
SDY
$21.7B
$1.01M 0.01%
8,750
+2,655
+44% +$324K
PAYC icon
1042
Paycom
PAYC
$7.64B
$1M 0.01%
+3,874
New +$1.18M
LNTH icon
1043
CALL
Lantheus
LNTH
$6.49B
$1M 0.01%
14,400
+10,400
+260% +$761K
MET icon
1044
PUT
MetLife
MET
$61.9B
$1M 0.01%
+15,900
New +$990K
FFIV icon
1045
PUT
F5
FFIV
$22.9B
$999K 0.01%
6,200
-3,700
-37% -$579K
ADI icon
1046
Analog Devices
ADI
$179B
$997K 0.01%
5,692
+1,020
+22% +$188K
MASI
1047
DELISTED
Masimo
MASI
$994K 0.01%
11,340
+9,237
+439% +$1.08M
SGOV icon
1048
iShares 0-3 Month Treasury Bond ETF
SGOV
$99.4B
$994K 0.01%
+9,872
New +$992K
XPO icon
1049
CALL
XPO
XPO
$23.5B
$993K 0.01%
13,300
-3,500
-21% -$242K
CAH icon
1050
CALL
Cardinal Health
CAH
$53.9B
$990K 0.01%
11,400
+6,800
+148% +$615K
40 41
42
43 44

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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.