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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
MCO icon
1101
PUT
Moody's
MCO
$82.8B
$917K 0.01%
2,900
+1,800
+164% +$612K
PM icon
1102
PUT
Philip Morris
PM
$297B
$917K 0.01%
9,900
-15,300
-61% -$1.47M
QRVO icon
1103
CALL
Qorvo
QRVO
$7.99B
$917K 0.01%
9,600
+1,800
+23% +$184K
QLD icon
1104
ProShares Ultra QQQ
QLD
$12.7B
$916K 0.01%
30,882
+23,606
+324% +$758K
LOW icon
1105
PUT
Lowe's Companies
LOW
$117B
$914K 0.01%
4,400
-49,000
-92% -$11M
ZION icon
1106
CALL
Zions Bancorporation
ZION
$10.2B
$914K 0.01%
26,200
-29,300
-53% -$1.02M
NVO
1107
CALL
Novo Nordisk
NVO
$208B
$909K 0.01%
10,000
+7,200
+257% +$634K
AEM icon
1108
CALL
Agnico Eagle Mines
AEM
$73.6B
$909K 0.01%
20,000
+5,200
+35% +$255K
PLUG icon
1109
Plug Power
PLUG
$2.87B
$909K 0.01%
+119,542
New +$1.17M
CPAY icon
1110
Corpay
CPAY
$25B
$906K 0.01%
+3,547
New +$927K
VDE icon
1111
Vanguard Energy ETF
VDE
$10.1B
$905K 0.01%
+7,140
New +$874K
EQIX icon
1112
Equinix
EQIX
$101B
$904K 0.01%
+1,245
New +$964K
NXST icon
1113
CALL
Nexstar Media Group
NXST
$5.82B
$903K 0.01%
6,300
+1,100
+21% +$179K
WSM icon
1114
PUT
Williams-Sonoma
WSM
$26.9B
$901K 0.01%
11,600
-9,600
-45% -$661K
CBRE icon
1115
CALL
CBRE Group
CBRE
$42.5B
$901K 0.01%
12,200
-9,600
-44% -$796K
STLD icon
1116
CALL
Steel Dynamics
STLD
$36B
$901K 0.01%
8,400
+2,400
+40% +$250K
CMA
1117
PUT
DELISTED
Comerica
CMA
$897K 0.01%
21,600
+800
+4% +$37.9K
AZO icon
1118
AutoZone
AZO
$49.2B
$897K 0.01%
+353
New +$886K
PH icon
1119
CALL
Parker-Hannifin
PH
$123B
$896K 0.01%
2,300
-1,100
-32% -$442K
EWA icon
1120
iShares MSCI Australia ETF
EWA
$1.39B
$895K 0.01%
+41,608
New +$926K
OKE icon
1121
CALL
Oneok
OKE
$57.2B
$894K 0.01%
14,100
+1,200
+9% +$78.3K
VFC icon
1122
CALL
VF Corp
VFC
$5.63B
$894K 0.01%
50,600
-28,700
-36% -$546K
CEG icon
1123
Constellation Energy
CEG
$93.8B
$892K 0.01%
8,182
+4,248
+108% +$438K
ANF icon
1124
Abercrombie & Fitch
ANF
$4.42B
$891K 0.01%
15,807
+8,184
+107% +$363K
SKX
1125
PUT
DELISTED
Skechers
SKX
$891K 0.01%
+18,200
New +$930K
43 44
45
46 47

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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
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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.