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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
EAT icon
1476
CALL
Brinker International
EAT
$9.49B
$540K 0.01%
17,100
+5,400
+46% +$189K
VAL icon
1477
PUT
Valaris
VAL
$5.38B
$540K 0.01%
+7,200
New +$529K
OLN icon
1478
CALL
Olin
OLN
$2.13B
$540K 0.01%
+10,800
New +$583K
OMC icon
1479
Omnicom Group
OMC
$22B
$538K 0.01%
+7,222
New +$595K
XYL icon
1480
CALL
Xylem
XYL
$27.6B
$537K 0.01%
5,900
+2,000
+51% +$206K
ANSS
1481
PUT
DELISTED
Ansys
ANSS
$536K 0.01%
1,800
-1,500
-45% -$475K
PBF icon
1482
PUT
PBF Energy
PBF
$8.46B
$535K 0.01%
10,000
-7,700
-44% -$367K
DOC icon
1483
Healthpeak Properties
DOC
$15.1B
$535K 0.01%
29,147
-4,030
-12% -$82.7K
CIBR icon
1484
First Trust NASDAQ Cybersecurity ETF
CIBR
$14.6B
$535K 0.01%
+11,778
New +$540K
NOG icon
1485
CALL
Northern Oil and Gas
NOG
$2.26B
$535K 0.01%
13,300
-13,100
-50% -$517K
SFM icon
1486
CALL
Sprouts Farmers Market
SFM
$8.32B
$535K 0.01%
12,500
-31,800
-72% -$1.25M
MRO
1487
DELISTED
Marathon Oil Corporation
MRO
$535K 0.01%
+19,998
New +$517K
CHRW icon
1488
PUT
C.H. Robinson
CHRW
$17.2B
$534K 0.01%
6,200
+700
+13% +$65.3K
QDEL icon
1489
CALL
QuidelOrtho
QDEL
$1.22B
$533K 0.01%
7,300
+1,400
+24% +$112K
EQNR icon
1490
Equinor
EQNR
$95B
$533K 0.01%
+16,249
New +$504K
JAZZ icon
1491
CALL
Jazz Pharmaceuticals
JAZZ
$15.8B
$531K 0.01%
+4,100
New +$546K
WPC icon
1492
PUT
W.P. Carey
WPC
$16.7B
$530K 0.01%
10,006
-3,063
-23% -$196K
ULTA icon
1493
Ulta Beauty
ULTA
$22.9B
$530K 0.01%
+1,326
New +$580K
AFL icon
1494
PUT
Aflac
AFL
$64.6B
$530K 0.01%
6,900
+2,800
+68% +$208K
NOBL icon
1495
ProShares S&P 500 Dividend Aristocrats ETF
NOBL
$11.7B
$529K 0.01%
+11,938
New +$560K
ESTC icon
1496
PUT
Elastic
ESTC
$7.2B
$528K 0.01%
6,500
+700
+12% +$47.7K
QYLD icon
1497
Global X NASDAQ-100 Covered Call ETF
QYLD
$8.15B
$527K 0.01%
+31,432
New +$552K
DFUV icon
1498
Dimensional US Marketwide Value ETF
DFUV
$15.5B
$526K 0.01%
+15,452
New +$541K
PBF icon
1499
CALL
PBF Energy
PBF
$8.46B
$525K 0.01%
9,800
-2,900
-23% -$138K
AJG icon
1500
PUT
Arthur J. Gallagher & Co
AJG
$63.3B
$524K 0.01%
2,300
-2,200
-49% -$492K
58 59
60
61 62

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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.