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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
NTAP icon
1051
PUT
NetApp
NTAP
$35B
$986K 0.01%
+13,000
New +$1M
TCOM icon
1052
PUT
Trip.com Group
TCOM
$29.6B
$986K 0.01%
+28,200
New +$1.06M
PAYC icon
1053
PUT
Paycom
PAYC
$7.64B
$985K 0.01%
3,800
+1,400
+58% +$427K
NSC icon
1054
CALL
Norfolk Southern
NSC
$75.4B
$985K 0.01%
5,000
-3,900
-44% -$843K
SPXU icon
1055
ProShares UltraPro Short S&P 500
SPXU
$406M
$985K 0.01%
4,120
+2,906
+239% +$622K
MOH icon
1056
CALL
Molina Healthcare
MOH
$10.2B
$984K 0.01%
3,000
-2,700
-47% -$850K
ED icon
1057
PUT
Consolidated Edison
ED
$40.1B
$984K 0.01%
+11,500
New +$1.05M
MT icon
1058
ArcelorMittal
MT
$52.9B
$981K 0.01%
39,193
+18,795
+92% +$500K
FNGA
1059
DELISTED
MicroSectors FANG+ Index 3X Leveraged ETNs due January 8, 2038
FNGA
$980K 0.01%
6,527
+3,277
+101% +$586K
O icon
1060
CALL
Realty Income
O
$59.6B
$979K 0.01%
19,600
-53,600
-73% -$3.08M
KWEB icon
1061
KraneShares CSI China Internet ETF
KWEB
$5.64B
$973K 0.01%
+35,534
New +$1.01M
ERIE icon
1062
Erie Indemnity
ERIE
$12.7B
$966K 0.01%
+3,287
New +$850K
ISRG icon
1063
CALL
Intuitive Surgical
ISRG
$127B
$965K 0.01%
3,300
-3,000
-48% -$937K
CPNG icon
1064
PUT
Coupang
CPNG
$29.3B
$962K 0.01%
56,600
+33,300
+143% +$599K
CROX icon
1065
Crocs
CROX
$6.14B
$961K 0.01%
10,896
+8,806
+421% +$905K
RHI icon
1066
CALL
Robert Half
RHI
$3.87B
$960K 0.01%
13,100
+1,900
+17% +$144K
BURL icon
1067
Burlington
BURL
$23.2B
$960K 0.01%
7,095
+3,440
+94% +$552K
DK icon
1068
Delek US
DK
$4.16B
$959K 0.01%
+33,765
New +$912K
PODD icon
1069
Insulet
PODD
$11.5B
$959K 0.01%
+6,014
New +$1.35M
ANF icon
1070
CALL
Abercrombie & Fitch
ANF
$4.42B
$958K 0.01%
17,000
+6,600
+63% +$293K
BUD icon
1071
CALL
AB InBev
BUD
$170B
$957K 0.01%
+17,300
New +$981K
SVXY icon
1072
ProShares Short VIX Short-Term Futures ETF
SVXY
$228M
$956K 0.01%
22,138
+782
+4% +$34K
GIS icon
1073
General Mills
GIS
$19.1B
$955K 0.01%
14,928
+11,566
+344% +$817K
AEP icon
1074
American Electric Power
AEP
$69.6B
$954K 0.01%
+12,684
New +$1.03M
CE icon
1075
PUT
Celanese
CE
$4.9B
$954K 0.01%
7,600
-900
-11% -$111K
41 42
43
44 45

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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.