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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
AGL icon
1651
CALL
Agilon Health
AGL
$1.57B
$426K ﹤0.01%
960
+500
+109% +$226K
IWO icon
1652
PUT
iShares Russell 2000 Growth ETF
IWO
$14.6B
$426K ﹤0.01%
+1,900
New +$455K
CIEN icon
1653
PUT
Ciena
CIEN
$55.3B
$425K ﹤0.01%
+9,000
New +$397K
SPMD icon
1654
State Street SPDR Portfolio S&P 400 Mid Cap ETF
SPMD
$18.5B
$425K ﹤0.01%
+9,710
New +$446K
XLRE icon
1655
State Street Real Estate Select Sector SPDR ETF
XLRE
$8.63B
$424K ﹤0.01%
12,459
-127,940
-91% -$4.73M
MLCO icon
1656
Melco Resorts & Entertainment
MLCO
$2.17B
$424K ﹤0.01%
42,900
+29,470
+219% +$342K
CTLT
1657
CALL
DELISTED
CATALENT, INC.
CTLT
$423K ﹤0.01%
9,300
-8,300
-47% -$388K
EWZ icon
1658
PUT
iShares MSCI Brazil ETF
EWZ
$9.22B
$423K ﹤0.01%
13,800
-40,200
-74% -$1.28M
SU icon
1659
CALL
Suncor Energy
SU
$77.9B
$423K ﹤0.01%
12,300
-27,500
-69% -$882K
BXP icon
1660
CALL
Boston Properties
BXP
$11.2B
$422K ﹤0.01%
7,100
-3,500
-33% -$224K
IEV icon
1661
iShares Europe ETF
IEV
$1.67B
$421K ﹤0.01%
+8,829
New +$440K
IBML
1662
DELISTED
iShares iBonds Dec 2023 Term Muni Bond ETF
IBML
$421K ﹤0.01%
+16,484
New +$420K
RNG icon
1663
CALL
RingCentral
RNG
$4.81B
$421K ﹤0.01%
14,200
+700
+5% +$23.3K
UPRO icon
1664
ProShares UltraPro S&P 500
UPRO
$5.38B
$420K ﹤0.01%
10,212
-25
-0.2% -$1.18K
CF icon
1665
PUT
CF Industries
CF
$18.2B
$420K ﹤0.01%
4,900
-18,600
-79% -$1.47M
BOX icon
1666
CALL
Box
BOX
$4.39B
$419K ﹤0.01%
+17,300
New +$494K
BBJP icon
1667
JPMorgan BetaBuilders Japan ETF
BBJP
$18.1B
$419K ﹤0.01%
+8,331
New +$429K
CINF icon
1668
Cincinnati Financial
CINF
$27.3B
$418K ﹤0.01%
4,089
-4,032
-50% -$422K
IGSB icon
1669
iShares 1-5 Year Investment Grade Corporate Bond ETF
IGSB
$22.9B
$418K ﹤0.01%
8,388
-542
-6% -$27.1K
EDR
1670
CALL
DELISTED
Endeavor Group Holdings, Inc.
EDR
$418K ﹤0.01%
+21,000
New +$482K
OLLI icon
1671
PUT
Ollie's Bargain Outlet
OLLI
$4.51B
$417K ﹤0.01%
5,400
-5,800
-52% -$423K
SABR icon
1672
Sabre
SABR
$779M
$416K ﹤0.01%
92,701
+52,272
+129% +$237K
ARKG icon
1673
ARK Genomic Revolution ETF
ARKG
$1.6B
$416K ﹤0.01%
+14,937
New +$488K
DT icon
1674
PUT
Dynatrace
DT
$12.9B
$416K ﹤0.01%
8,900
+1,800
+25% +$88.4K
CC icon
1675
CALL
Chemours
CC
$2.57B
$415K ﹤0.01%
+14,800
New +$508K
65 66
67
68 69

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OAM
Ophir Asset Management Sydney, Australia $859M AUM 59.08% 1-Year Est. Return
NOCM
Night Owl Capital Management Greenwich, Connecticut $858M AUM 31.41% 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
One Madison Group New York $866M AUM 33.81% 1-Year Est. Return
MCM
Makena Capital Management Menlo Park, California $866M AUM 17.79% 1-Year Est. Return
NEPWA
New England Private Wealth Advisors Wellesley, Massachusetts $866M AUM 15.25% 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.