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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
NRG icon
1201
NRG Energy
NRG
$28.3B
$791K 0.01%
+20,547
New +$778K
XLU icon
1202
PUT
State Street Utilities Select Sector SPDR ETF
XLU
$22.8B
$790K 0.01%
26,800
-20,800
-44% -$670K
DISH
1203
CALL
DELISTED
DISH Network Corp.
DISH
$788K 0.01%
134,500
+117,700
+701% +$802K
BTU icon
1204
CALL
Peabody Energy
BTU
$2.6B
$787K 0.01%
30,300
-67,400
-69% -$1.51M
LBRDK icon
1205
Liberty Broadband Class C
LBRDK
$4.88B
$787K 0.01%
+8,622
New +$769K
OLLI icon
1206
CALL
Ollie's Bargain Outlet
OLLI
$4.44B
$787K 0.01%
10,200
-8,600
-46% -$627K
GTM
1207
PUT
ZoomInfo Technologies
GTM
$973M
$787K 0.01%
48,000
+35,300
+278% +$721K
OLED icon
1208
CALL
Universal Display
OLED
$3.68B
$785K 0.01%
5,000
+1,500
+43% +$228K
DVA icon
1209
CALL
DaVita
DVA
$15.4B
$785K 0.01%
8,300
+800
+11% +$81.6K
CHRW icon
1210
CALL
C.H. Robinson
CHRW
$17.4B
$784K 0.01%
9,100
-9,600
-51% -$896K
SPT icon
1211
PUT
Sprout Social
SPT
$516M
$783K 0.01%
15,700
-1,900
-11% -$95.3K
FTAI icon
1212
PUT
FTAI Aviation
FTAI
$21.1B
$782K 0.01%
+22,000
New +$756K
RVLV icon
1213
CALL
Revolve Group
RVLV
$1.8B
$781K 0.01%
57,400
-16,200
-22% -$258K
FL
1214
CALL
DELISTED
Foot Locker
FL
$781K 0.01%
45,000
+19,000
+73% +$425K
BUD icon
1215
AB InBev
BUD
$170B
$779K 0.01%
+14,085
New +$798K
J icon
1216
CALL
Jacobs Solutions
J
$15.9B
$778K 0.01%
6,891
+1,209
+21% +$130K
FMC icon
1217
PUT
FMC
FMC
$1.34B
$777K 0.01%
11,600
+8,200
+241% +$710K
IBB icon
1218
iShares Biotechnology ETF
IBB
$9.34B
$776K 0.01%
+6,342
New +$807K
TYL icon
1219
PUT
Tyler Technologies
TYL
$12.7B
$772K 0.01%
2,000
-3,900
-66% -$1.53M
XIFR
1220
CALL
XPLR Infrastructure LP
XIFR
$1.12B
$772K 0.01%
26,000
+16,200
+165% +$821K
VXUS icon
1221
Vanguard Total International Stock ETF
VXUS
$155B
$772K 0.01%
14,425
-4,450
-24% -$248K
KDP icon
1222
PUT
Keurig Dr Pepper
KDP
$42.3B
$767K 0.01%
24,300
+9,900
+69% +$327K
LYB icon
1223
PUT
LyondellBasell Industries
LYB
$20B
$767K 0.01%
+8,100
New +$779K
ARCC icon
1224
Ares Capital
ARCC
$13.5B
$764K 0.01%
+39,250
New +$761K
NVS icon
1225
CALL
Novartis
NVS
$297B
$764K 0.01%
7,500
+100
+1% +$10.2K
47 48
49
50 51

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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.