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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
TWLO icon
226
CALL
Twilio
TWLO
$30B
$8.37M 0.09%
143,000
+39,700
+38% +$2.47M
SPLK
227
CALL
DELISTED
Splunk Inc
SPLK
$8.35M 0.09%
57,100
+10,700
+23% +$1.21M
HD icon
228
Home Depot
HD
$331B
$8.32M 0.09%
27,523
+23,886
+657% +$7.68M
SEDG icon
229
SolarEdge
SEDG
$2.51B
$8.32M 0.09%
64,211
+61,211
+2,040% +$11.7M
RCL icon
230
PUT
Royal Caribbean
RCL
$85.1B
$8.23M 0.09%
89,300
+62,100
+228% +$6.22M
FCX icon
231
Freeport-McMoran
FCX
$90B
$8.23M 0.09%
220,641
+154,832
+235% +$6.24M
ZS icon
232
PUT
Zscaler
ZS
$24.5B
$8.17M 0.09%
52,500
+27,600
+111% +$4.14M
WBA
233
PUT
DELISTED
Walgreens Boots Alliance
WBA
$8.14M 0.09%
366,200
+295,400
+417% +$7.85M
HON icon
234
PUT
Honeywell
HON
$77B
$8.13M 0.09%
46,684
+34,907
+296% +$6.39M
PINS icon
235
PUT
Pinterest
PINS
$13.4B
$8.11M 0.09%
299,900
+188,200
+168% +$5.14M
NOW icon
236
PUT
ServiceNow
NOW
$115B
$8.1M 0.09%
72,500
+25,500
+54% +$2.91M
RIVN icon
237
Rivian
RIVN
$22B
$7.97M 0.08%
+328,114
New +$7.66M
NET icon
238
PUT
Cloudflare
NET
$99B
$7.96M 0.08%
126,300
+52,000
+70% +$3.33M
CSCO icon
239
CALL
Cisco
CSCO
$457B
$7.96M 0.08%
148,000
-277,000
-65% -$14.9M
XYZ
240
Block Inc
XYZ
$48.4B
$7.91M 0.08%
+178,829
New +$11.1M
BAC icon
241
PUT
Bank of America
BAC
$435B
$7.89M 0.08%
288,300
-172,000
-37% -$5.09M
JD icon
242
PUT
JD.com
JD
$44.6B
$7.8M 0.08%
267,600
+166,800
+165% +$5.81M
CHWY icon
243
PUT
Chewy
CHWY
$9.25B
$7.78M 0.08%
425,900
+244,900
+135% +$7M
TSM icon
244
CALL
TSMC
TSM
$2.1T
$7.77M 0.08%
89,400
+33,200
+59% +$3.14M
RBLX icon
245
PUT
Roblox
RBLX
$25.5B
$7.76M 0.08%
268,000
+159,500
+147% +$5.3M
EBAY icon
246
CALL
eBay
EBAY
$50.6B
$7.76M 0.08%
175,900
+69,400
+65% +$3.1M
AMGN icon
247
PUT
Amgen
AMGN
$208B
$7.69M 0.08%
28,600
+10,300
+56% +$2.57M
FDX icon
248
CALL
FedEx
FDX
$72.7B
$7.66M 0.08%
28,900
-5,700
-16% -$1.48M
W icon
249
PUT
Wayfair
W
$11.2B
$7.6M 0.08%
125,500
-34,300
-21% -$2.38M
UAL icon
250
CALL
United Airlines
UAL
$39.4B
$7.59M 0.08%
179,500
+81,000
+82% +$4.1M
8 9
10
11 12

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OAM
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NOCM
Night Owl Capital Management Greenwich, Connecticut $858M AUM 31.41% 1-Year Est. Return
TIM
Total Investment Management Scottsdale, Arizona $858M AUM 9.96% 1-Year Est. Return
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.