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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
SPY icon
1
State Street SPDR S&P 500 ETF Trust
SPY
$784B
$225M 2.38%
526,078
+425,681
+424% +$189M
SPY icon
2
PUT
State Street SPDR S&P 500 ETF Trust
SPY
$784B
$212M 2.25%
496,000
+452,400
+1,038% +$201M
AAPL icon
3
PUT
Apple
AAPL
$4.9T
$204M 2.16%
1,192,100
+429,300
+56% +$78.7M
AAPL icon
4
Apple
AAPL
$4.9T
$183M 1.94%
1,066,320
+669,120
+168% +$123M
MSFT icon
5
PUT
Microsoft
MSFT
$3.35T
$166M 1.76%
525,400
+224,200
+74% +$74.1M
META icon
6
PUT
Meta Platforms (Facebook)
META
$1.37T
$148M 1.57%
491,800
+371,600
+309% +$112M
TSLA icon
7
PUT
Tesla
TSLA
$1.22T
$145M 1.54%
580,900
+239,200
+70% +$61.4M
MSFT icon
8
CALL
Microsoft
MSFT
$3.35T
$106M 1.13%
337,000
+159,600
+90% +$52.7M
NVDA icon
9
PUT
NVIDIA
NVDA
$4.72T
$102M 1.08%
2,341,000
+1,209,000
+107% +$54.2M
AMZN icon
10
PUT
Amazon
AMZN
$2.53T
$101M 1.07%
791,000
+487,000
+160% +$65.3M
GOOGL icon
11
PUT
Alphabet (Google) Class A
GOOGL
$4.08T
$98.7M 1.05%
754,500
+497,800
+194% +$64.4M
TSLA icon
12
Tesla
TSLA
$1.22T
$98.2M 1.04%
392,347
+163,509
+71% +$42M
MSFT icon
13
Microsoft
MSFT
$3.35T
$86.4M 0.92%
273,495
+141,515
+107% +$46.8M
NVDA icon
14
CALL
NVIDIA
NVDA
$4.72T
$83.2M 0.88%
1,913,000
+526,000
+38% +$23.6M
AMD icon
15
PUT
Advanced Micro Devices
AMD
$791B
$77.4M 0.82%
752,300
+573,600
+321% +$62.3M
META icon
16
Meta Platforms (Facebook)
META
$1.37T
$74.7M 0.79%
248,827
+245,650
+7,732% +$74M
CVX icon
17
PUT
Chevron
CVX
$383B
$73.6M 0.78%
436,500
+373,000
+587% +$60.2M
META icon
18
CALL
Meta Platforms (Facebook)
META
$1.37T
$72.2M 0.77%
240,600
+26,900
+13% +$8.1M
AMZN icon
19
Amazon
AMZN
$2.53T
$69M 0.73%
542,815
+313,395
+137% +$42M
TSLA icon
20
CALL
Tesla
TSLA
$1.22T
$67.5M 0.72%
269,600
+62,100
+30% +$16M
GOOGL icon
21
CALL
Alphabet (Google) Class A
GOOGL
$4.08T
$61.3M 0.65%
468,600
+348,900
+291% +$45.1M
AMD icon
22
Advanced Micro Devices
AMD
$791B
$61M 0.65%
592,850
+579,287
+4,271% +$62.9M
QQQ icon
23
PUT
Invesco QQQ Trust
QQQ
$450B
$59.3M 0.63%
165,500
+125,700
+316% +$46.6M
WMT icon
24
Walmart Inc
WMT
$884B
$58.2M 0.62%
+1,092,258
New +$58.1M
WMT icon
25
PUT
Walmart Inc
WMT
$884B
$58.1M 0.62%
1,090,200
+745,800
+217% +$39.7M
1
2 3 4 5

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BCM
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OAM
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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.