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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
KR icon
826
Kroger
KR
$35.4B
$1.47M 0.02%
32,907
+16,239
+97% +$764K
ETN icon
827
CALL
Eaton
ETN
$161B
$1.47M 0.02%
6,900
-5,100
-43% -$1.1M
XLK icon
828
State Street Technology Select Sector SPDR ETF
XLK
$115B
$1.47M 0.02%
17,950
+6,822
+61% +$585K
PATH icon
829
CALL
UiPath
PATH
$6.61B
$1.45M 0.02%
85,000
– –
PZZA icon
830
CALL
Papa John's
PZZA
$984M
$1.45M 0.02%
21,300
-34,300
-62% -$2.65M
LAD icon
831
CALL
Lithia Motors
LAD
$8.47B
$1.45M 0.02%
4,900
-3,900
-44% -$1.19M
MSGS icon
832
CALL
Madison Square Garden
MSGS
$9.48B
$1.45M 0.02%
8,200
+3,000
+58% +$565K
YUMC icon
833
PUT
Yum China
YUMC
$16.5B
$1.44M 0.02%
+25,900
New +$1.45M
GSK icon
834
PUT
GSK
GSK
$104B
$1.44M 0.02%
+39,700
New +$1.41M
NTRS icon
835
CALL
Northern Trust
NTRS
$33.3B
$1.44M 0.02%
20,700
+1,600
+8% +$121K
S icon
836
PUT
SentinelOne
S
$6.53B
$1.44M 0.02%
85,300
+51,500
+152% +$813K
NCLH icon
837
PUT
Norwegian Cruise Line
NCLH
$8.51B
$1.44M 0.02%
87,100
+14,600
+20% +$269K
FXI icon
838
PUT
iShares China Large-Cap ETF
FXI
$4.37B
$1.44M 0.02%
+54,100
New +$1.49M
GPN icon
839
PUT
Global Payments
GPN
$23B
$1.43M 0.02%
12,400
-5,600
-31% -$666K
WHR icon
840
PUT
Whirlpool
WHR
$2.43B
$1.43M 0.02%
10,700
-1,900
-15% -$268K
XRT icon
841
State Street SPDR S&P Retail ETF
XRT
$449M
$1.43M 0.02%
+23,503
New +$1.51M
P
842
CALL
Everpure Inc
P
$25.7B
$1.43M 0.02%
40,100
+900
+2% +$33.4K
MCHP icon
843
CALL
Microchip Technology
MCHP
$40.3B
$1.43M 0.02%
18,300
+7,100
+63% +$594K
CL icon
844
Colgate-Palmolive
CL
$73.1B
$1.43M 0.02%
+20,080
New +$1.5M
NTR icon
845
CALL
Nutrien
NTR
$33.2B
$1.43M 0.02%
23,100
+15,600
+208% +$987K
DUOL icon
846
CALL
Duolingo
DUOL
$6.28B
$1.43M 0.02%
8,600
+6,500
+310% +$956K
UPST icon
847
CALL
Upstart Holdings
UPST
$2.63B
$1.42M 0.02%
49,800
+37,900
+318% +$1.52M
ROST icon
848
Ross Stores
ROST
$80.5B
$1.42M 0.02%
12,547
-7,874
-39% -$903K
KO icon
849
PUT
Coca-Cola
KO
$377B
$1.42M 0.02%
25,300
-20,900
-45% -$1.25M
PENN icon
850
PUT
PENN Entertainment
PENN
$2.75B
$1.42M 0.02%
61,700
+16,300
+36% +$394K
32 33
34
35 36

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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.