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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
ED icon
801
Consolidated Edison
ED
$40.1B
$1.53M 0.02%
17,929
+15,587
+666% +$1.42M
EQIX icon
802
PUT
Equinix
EQIX
$101B
$1.53M 0.02%
2,100
-200
-9% -$155K
RL icon
803
CALL
Ralph Lauren
RL
$22.6B
$1.52M 0.02%
13,100
+6,200
+90% +$751K
VST icon
804
CALL
Vistra
VST
$50B
$1.52M 0.02%
45,800
+21,900
+92% +$658K
IWN icon
805
iShares Russell 2000 Value ETF
IWN
$14.3B
$1.52M 0.02%
11,180
+370
+3% +$53.1K
COF icon
806
PUT
Capital One
COF
$128B
$1.51M 0.02%
+15,600
New +$1.67M
AFRM icon
807
CALL
Affirm
AFRM
$23.9B
$1.51M 0.02%
70,900
+3,900
+6% +$71.3K
RBLX icon
808
Roblox
RBLX
$25.4B
$1.5M 0.02%
51,967
+26,400
+103% +$877K
SPXL icon
809
Direxion Daily S&P 500 Bull 3x ETF
SPXL
$6.72B
$1.5M 0.02%
19,203
+15,461
+413% +$1.38M
SHEL icon
810
CALL
Shell
SHEL
$254B
$1.5M 0.02%
23,300
+19,000
+442% +$1.18M
ERX icon
811
Direxion Daily Energy Bull 2X ETF
ERX
$238M
$1.5M 0.02%
22,385
+10,379
+86% +$654K
FUTU icon
812
CALL
Futu Holdings
FUTU
$14.7B
$1.5M 0.02%
25,900
+15,400
+147% +$821K
LSCC icon
813
PUT
Lattice Semiconductor
LSCC
$17.6B
$1.5M 0.02%
17,400
+9,800
+129% +$885K
CBRL icon
814
PUT
Cracker Barrel
CBRL
$1.26B
$1.49M 0.02%
22,200
+7,200
+48% +$604K
SMG icon
815
CALL
ScottsMiracle-Gro
SMG
$3.82B
$1.49M 0.02%
28,800
+18,000
+167% +$1.04M
ESTC icon
816
CALL
Elastic
ESTC
$6.84B
$1.49M 0.02%
18,300
+8,600
+89% +$586K
T icon
817
PUT
AT&T
T
$159B
$1.49M 0.02%
98,900
-450,700
-82% -$6.61M
PLNT icon
818
CALL
Planet Fitness
PLNT
$4.42B
$1.49M 0.02%
30,200
+18,000
+148% +$1.09M
HRL icon
819
PUT
Hormel Foods
HRL
$13.8B
$1.48M 0.02%
39,000
+24,400
+167% +$961K
MKC icon
820
CALL
McCormick & Company Non-Voting
MKC
$13.7B
$1.48M 0.02%
19,600
+9,700
+98% +$810K
FFIV icon
821
CALL
F5
FFIV
$22.9B
$1.48M 0.02%
9,200
-7,700
-46% -$1.2M
TT icon
822
PUT
Trane Technologies
TT
$100B
$1.48M 0.02%
7,300
+5,000
+217% +$1M
HSY icon
823
CALL
Hershey
HSY
$35.2B
$1.48M 0.02%
7,400
-1,200
-14% -$269K
OKE icon
824
PUT
Oneok
OKE
$57.2B
$1.48M 0.02%
+23,300
New +$1.52M
CTSH icon
825
PUT
Cognizant
CTSH
$24.9B
$1.48M 0.02%
21,800
-17,000
-44% -$1.17M
31 32
33
34 35

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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
Makena Capital Management Menlo Park, California $866M AUM 17.79% 1-Year Est. Return

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.