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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
BMY icon
101
Bristol-Myers Squibb
BMY
$131B
$18.8M 0.2%
323,572
+261,082
+418% +$16M
XYZ
102
CALL
Block Inc
XYZ
$48.1B
$18.6M 0.2%
421,200
-35,400
-8% -$2.19M
IBM icon
103
PUT
IBM
IBM
$206B
$18.4M 0.19%
131,000
+16,900
+15% +$2.4M
PLTR icon
104
PUT
Palantir
PLTR
$288B
$18.4M 0.19%
1,148,400
+412,400
+56% +$6.57M
CRWD icon
105
PUT
CrowdStrike
CRWD
$190B
$18.1M 0.19%
433,600
+39,200
+10% +$1.52M
SEDG icon
106
PUT
SolarEdge
SEDG
$2.52B
$18.1M 0.19%
139,900
+119,500
+586% +$22.9M
MRVL icon
107
PUT
Marvell Technology
MRVL
$172B
$17.9M 0.19%
331,600
+266,500
+409% +$15.7M
UNP icon
108
CALL
Union Pacific
UNP
$172B
$17.9M 0.19%
88,000
+71,400
+430% +$15.5M
PFE icon
109
PUT
Pfizer
PFE
$142B
$17.8M 0.19%
536,500
+382,400
+248% +$13.5M
XYZ
110
PUT
Block Inc
XYZ
$48.1B
$17.7M 0.19%
400,100
+20,300
+5% +$1.26M
IWM icon
111
PUT
iShares Russell 2000 ETF
IWM
$79.5B
$17.2M 0.18%
97,400
-400
-0.4% -$75.1K
GS icon
112
PUT
Goldman Sachs
GS
$302B
$17M 0.18%
52,600
-4,500
-8% -$1.5M
CSCO icon
113
Cisco
CSCO
$450B
$17M 0.18%
316,074
+309,573
+4,762% +$16.7M
XOM icon
114
CALL
ExxonMobil
XOM
$637B
$17M 0.18%
144,200
+53,400
+59% +$5.86M
MA icon
115
CALL
Mastercard
MA
$504B
$16.6M 0.18%
42,000
-2,400
-5% -$963K
DAL icon
116
PUT
Delta Air Lines
DAL
$57.7B
$16.3M 0.17%
439,800
+403,100
+1,098% +$17.5M
ZM icon
117
CALL
Zoom
ZM
$27.3B
$16.3M 0.17%
232,600
+32,900
+16% +$2.28M
HUM icon
118
PUT
Humana
HUM
$44.3B
$16.2M 0.17%
33,200
+28,300
+578% +$13.3M
SCHW
119
PUT
Charles Schwab
SCHW
$183B
$16.1M 0.17%
292,800
-99,200
-25% -$6M
LULU icon
120
PUT
lululemon athletica
LULU
$13.4B
$15.7M 0.17%
40,600
+18,000
+80% +$6.88M
PDD icon
121
CALL
Pinduoduo
PDD
$125B
$15.6M 0.17%
158,900
+56,300
+55% +$4.85M
ULTA icon
122
CALL
Ulta Beauty
ULTA
$21.9B
$15.4M 0.16%
38,600
+24,600
+176% +$10.8M
TSM icon
123
PUT
TSMC
TSM
$2.11T
$15.4M 0.16%
177,100
+56,100
+46% +$5.3M
NKE icon
124
Nike
NKE
$61.9B
$15.1M 0.16%
157,784
+4,992
+3% +$513K
ABNB icon
125
CALL
Airbnb
ABNB
$89.8B
$15M 0.16%
109,100
-29,900
-22% -$4.13M
3 4
5
6 7

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AWP
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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.