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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
USFR icon
776
WisdomTree Floating Rate Treasury Fund
USFR
$18.1B
$1.61M 0.02%
32,037
-3,154
-9% -$159K
WCC
777
CALL
WESCO International
WCC
$16.7B
$1.61M 0.02%
11,200
+1,500
+15% +$242K
AVGO icon
778
Broadcom
AVGO
$1.85T
$1.61M 0.02%
19,390
+3,010
+18% +$261K
RUN icon
779
PUT
Sunrun
RUN
$2.34B
$1.61M 0.02%
128,200
+45,300
+55% +$745K
SPTS icon
780
State Street SPDR Portfolio Short Term Treasury ETF
SPTS
$6.1B
$1.61M 0.02%
55,914
+11,944
+27% +$343K
ALK icon
781
CALL
Alaska Air
ALK
$5.29B
$1.61M 0.02%
+43,300
New +$1.96M
KLAC icon
782
CALL
KLA
KLAC
$239B
$1.61M 0.02%
35,000
+3,000
+9% +$144K
ZION icon
783
PUT
Zions Bancorporation
ZION
$10.2B
$1.6M 0.02%
46,000
-7,700
-14% -$268K
DAY
784
CALL
DELISTED
Dayforce
DAY
$1.6M 0.02%
23,600
+10,800
+84% +$760K
FLR icon
785
CALL
Fluor
FLR
$7.01B
$1.6M 0.02%
+43,500
New +$1.46M
ROST icon
786
CALL
Ross Stores
ROST
$80.5B
$1.59M 0.02%
14,100
-5,000
-26% -$573K
HLT icon
787
CALL
Hilton Worldwide
HLT
$72.1B
$1.59M 0.02%
10,600
+5,100
+93% +$770K
HES
788
PUT
DELISTED
Hess
HES
$1.59M 0.02%
10,400
+8,700
+512% +$1.31M
MCO icon
789
CALL
Moody's
MCO
$82.8B
$1.58M 0.02%
+5,000
New +$1.7M
JWN
790
PUT
DELISTED
Nordstrom
JWN
$1.58M 0.02%
105,800
+7,900
+8% +$145K
VGSH icon
791
Vanguard Short-Term Treasury ETF
VGSH
$29.3B
$1.58M 0.02%
27,375
-23,846
-47% -$1.37M
NTNX icon
792
CALL
Nutanix
NTNX
$16B
$1.57M 0.02%
45,100
+17,900
+66% +$562K
LYFT icon
793
CALL
Lyft
LYFT
$6.02B
$1.57M 0.02%
149,200
-151,100
-50% -$1.68M
CFLT
794
PUT
DELISTED
Confluent
CFLT
$1.57M 0.02%
52,900
+8,100
+18% +$271K
COR icon
795
CALL
Cencora
COR
$60.6B
$1.57M 0.02%
8,700
-100
-1% -$18.5K
OSK icon
796
Oshkosh
OSK
$8.79B
$1.56M 0.02%
+16,324
New +$1.58M
AXON
797
CALL
Axon Enterprise
AXON
$42.5B
$1.55M 0.02%
7,800
-3,000
-28% -$590K
ROP icon
798
CALL
Roper Technologies
ROP
$38.8B
$1.55M 0.02%
3,200
-3,100
-49% -$1.52M
FIS icon
799
CALL
Fidelity National Information Services
FIS
$23.1B
$1.54M 0.02%
27,900
-4,000
-13% -$230K
RACE icon
800
CALL
Ferrari
RACE
$69.2B
$1.54M 0.02%
5,200
+3,600
+225% +$1.12M
30 31
32
33 34

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BCM
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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
Quest Investment Management Lake Oswego, Oregon $857M AUM 21.67% 1-Year Est. Return
RB
Rodgers Brothers Harmony, Pennsylvania $866M AUM 30.05% 1-Year Est. Return
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.