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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
ASAN icon
1676
Asana
ASAN
$1.97B
$415K ﹤0.01%
+22,652
New +$474K
COST icon
1677
Costco
COST
$423B
$415K ﹤0.01%
734
-965
-57% -$533K
COO icon
1678
Cooper Companies
COO
$14.5B
$414K ﹤0.01%
5,208
-2,352
-31% -$217K
MKL icon
1679
Markel Group
MKL
$23.3B
$412K ﹤0.01%
+280
New +$410K
MASI
1680
CALL
DELISTED
Masimo
MASI
$412K ﹤0.01%
+4,700
New +$547K
CSX icon
1681
CALL
CSX Corp
CSX
$92.3B
$412K ﹤0.01%
+13,400
New +$425K
PFF icon
1682
iShares Preferred and Income Securities ETF
PFF
$13.3B
$412K ﹤0.01%
+13,652
New +$417K
PSQ icon
1683
ProShares Short QQQ
PSQ
$745M
$411K ﹤0.01%
7,547
-11,168
-60% -$592K
DK icon
1684
PUT
Delek US
DK
$4.05B
$409K ﹤0.01%
14,400
-21,400
-60% -$578K
VAW icon
1685
Vanguard Materials ETF
VAW
$2.99B
$408K ﹤0.01%
2,366
+969
+69% +$175K
CRM icon
1686
Salesforce
CRM
$152B
$408K ﹤0.01%
2,010
-35,148
-95% -$7.59M
BE icon
1687
Bloom Energy
BE
$64.3B
$406K ﹤0.01%
+30,650
New +$480K
NTNX icon
1688
Nutanix
NTNX
$16.5B
$406K ﹤0.01%
11,628
-33,072
-74% -$1.04M
GLW icon
1689
CALL
Corning
GLW
$126B
$405K ﹤0.01%
13,300
+4,700
+55% +$154K
SPDN icon
1690
Direxion Daily S&P 500 Bear 1X ETF
SPDN
$227M
$405K ﹤0.01%
27,306
+4,408
+19% +$63.2K
BXP icon
1691
PUT
Boston Properties
BXP
$11.2B
$404K ﹤0.01%
6,800
-16,500
-71% -$1.06M
HCP
1692
PUT
DELISTED
HashiCorp, Inc. Class A Common Stock
HCP
$404K ﹤0.01%
+17,700
New +$481K
RGLD icon
1693
CALL
Royal Gold
RGLD
$17.1B
$404K ﹤0.01%
3,800
+600
+19% +$68.2K
PBJ icon
1694
Invesco Food & Beverage ETF
PBJ
$107M
$404K ﹤0.01%
+9,537
New +$425K
SNPS icon
1695
Synopsys
SNPS
$75.1B
$404K ﹤0.01%
880
+189
+27% +$84.6K
STZ icon
1696
CALL
Constellation Brands
STZ
$22.4B
$402K ﹤0.01%
1,600
-3,100
-66% -$809K
A icon
1697
Agilent Technologies
A
$39.5B
$402K ﹤0.01%
+3,592
New +$430K
KRNT icon
1698
PUT
Kornit Digital
KRNT
$734M
$401K ﹤0.01%
21,200
+5,600
+36% +$138K
NE icon
1699
PUT
Noble Corp
NE
$6.45B
$400K ﹤0.01%
+7,900
New +$403K
NFE icon
1700
PUT
New Fortress Energy
NFE
$95.9M
$400K ﹤0.01%
+12,200
New +$359K
66 67
68
69 70

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BCM
Benchstone Capital Management New York $860M AUM 32.46% 1-Year Est. Return
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.