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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
BX icon
126
PUT
Blackstone
BX
$102B
$14.9M 0.16%
139,400
-103,300
-43% -$10.8M
OXY icon
127
PUT
Occidental Petroleum
OXY
$56.8B
$14.9M 0.16%
229,400
-207,100
-47% -$13M
ALB icon
128
PUT
Albemarle
ALB
$13.9B
$14.9M 0.16%
87,500
+66,200
+311% +$13.2M
CVS icon
129
PUT
CVS Health
CVS
$133B
$14.7M 0.16%
210,800
+47,900
+29% +$3.39M
SCHW
130
CALL
Charles Schwab
SCHW
$183B
$14.7M 0.16%
266,900
-309,600
-54% -$18.7M
QCOM icon
131
PUT
Qualcomm
QCOM
$155B
$14.4M 0.15%
130,000
-186,400
-59% -$21.6M
ULTA icon
132
PUT
Ulta Beauty
ULTA
$22B
$14.1M 0.15%
35,300
+30,600
+651% +$13.4M
ZM icon
133
PUT
Zoom
ZM
$28.2B
$14M 0.15%
200,800
+46,900
+30% +$3.26M
ASML icon
134
PUT
ASML
ASML
$626B
$14M 0.15%
23,800
+9,200
+63% +$6.11M
DASH icon
135
DoorDash
DASH
$85.5B
$14M 0.15%
175,944
+58,661
+50% +$4.78M
BA icon
136
CALL
Boeing
BA
$171B
$14M 0.15%
72,800
-43,900
-38% -$9.6M
DVN icon
137
PUT
Devon Energy
DVN
$52.1B
$13.9M 0.15%
291,800
+160,600
+122% +$8.09M
PLTR icon
138
Palantir
PLTR
$295B
$13.8M 0.15%
865,461
+444,172
+105% +$7.07M
AMGN icon
139
CALL
Amgen
AMGN
$208B
$13.8M 0.15%
51,200
+16,100
+46% +$4.02M
LRCX icon
140
CALL
Lam Research
LRCX
$367B
$13.5M 0.14%
216,000
+136,000
+170% +$8.93M
SNOW icon
141
PUT
Snowflake
SNOW
$102B
$13.3M 0.14%
87,200
+51,900
+147% +$8.45M
MPC icon
142
CALL
Marathon Petroleum
MPC
$92.4B
$13.3M 0.14%
87,900
-45,900
-34% -$6.4M
MS icon
143
PUT
Morgan Stanley
MS
$331B
$13.2M 0.14%
162,200
+75,500
+87% +$6.56M
SEDG icon
144
CALL
SolarEdge
SEDG
$2.51B
$13.2M 0.14%
102,000
+83,600
+454% +$16M
PFE icon
145
Pfizer
PFE
$143B
$13.2M 0.14%
396,979
+277,100
+231% +$9.8M
UAL icon
146
PUT
United Airlines
UAL
$39.4B
$13.2M 0.14%
311,000
+231,000
+289% +$11.7M
BRK.B icon
147
CALL
Berkshire Hathaway Class B
BRK.B
$1.1T
$13.1M 0.14%
37,400
+21,200
+131% +$7.52M
ZS icon
148
CALL
Zscaler
ZS
$24.5B
$13.1M 0.14%
83,900
+24,700
+42% +$3.7M
DLTR icon
149
CALL
Dollar Tree
DLTR
$24.4B
$13M 0.14%
122,500
+87,200
+247% +$11.7M
CMG icon
150
Chipotle Mexican Grill
CMG
$47.2B
$13M 0.14%
355,400
+303,500
+585% +$11.8M
4 5
6
7 8

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OAM
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NOCM
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TIM
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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.