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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
AMAT icon
1726
Applied Materials
AMAT
$411B
$388K ﹤0.01%
2,805
-505
-15% -$72.4K
DEO icon
1727
CALL
Diageo
DEO
$49.2B
$388K ﹤0.01%
2,600
-900
-26% -$151K
FLGT icon
1728
CALL
Fulgent Genetics
FLGT
$500M
$388K ﹤0.01%
+14,500
New +$495K
RVTY icon
1729
PUT
Revvity
RVTY
$12.9B
$387K ﹤0.01%
3,500
+200
+6% +$23.5K
ARCB icon
1730
ArcBest
ARCB
$3.07B
$387K ﹤0.01%
+3,806
New +$400K
IRDM icon
1731
Iridium Communications
IRDM
$5.12B
$386K ﹤0.01%
+8,495
New +$440K
XLY icon
1732
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$22.9B
$386K ﹤0.01%
4,800
-8,962
-65% -$758K
MGA icon
1733
CALL
Magna International
MGA
$18.5B
$386K ﹤0.01%
+7,200
New +$419K
MKC icon
1734
McCormick & Company Non-Voting
MKC
$13.9B
$385K ﹤0.01%
+5,092
New +$425K
PGX icon
1735
Invesco Preferred ETF
PGX
$3.8B
$385K ﹤0.01%
35,146
-626
-2% -$7K
SPWR
1736
DELISTED
SunPower Corporation Common Stock
SPWR
$385K ﹤0.01%
62,333
-41,312
-40% -$340K
CPAY icon
1737
CALL
Corpay
CPAY
$25.2B
$383K ﹤0.01%
1,500
-2,000
-57% -$523K
GDXJ icon
1738
VanEck Junior Gold Miners ETF
GDXJ
$7.09B
$382K ﹤0.01%
11,858
-14,489
-55% -$514K
PAYX icon
1739
PUT
Paychex
PAYX
$41.9B
$381K ﹤0.01%
3,300
-6,700
-67% -$807K
EIX icon
1740
PUT
Edison International
EIX
$27.5B
$380K ﹤0.01%
+6,000
New +$418K
PRI icon
1741
Primerica
PRI
$9.89B
$380K ﹤0.01%
1,957
+517
+36% +$106K
TXRH icon
1742
Texas Roadhouse
TXRH
$13.8B
$380K ﹤0.01%
+3,950
New +$421K
FHN icon
1743
First Horizon
FHN
$12.2B
$380K ﹤0.01%
+34,438
New +$427K
FIVN icon
1744
PUT
FIVE9
FIVN
$2.22B
$379K ﹤0.01%
5,900
-2,400
-29% -$180K
AVAV icon
1745
PUT
AeroVironment
AVAV
$8.06B
$379K ﹤0.01%
+3,400
New +$342K
ON icon
1746
ON Semiconductor
ON
$31.3B
$379K ﹤0.01%
4,076
-4,863
-54% -$472K
KEY icon
1747
PUT
KeyCorp
KEY
$24.5B
$379K ﹤0.01%
35,200
-179,500
-84% -$1.99M
CSTM icon
1748
Constellium
CSTM
$3.85B
$378K ﹤0.01%
+20,764
New +$366K
CTLT
1749
PUT
DELISTED
CATALENT, INC.
CTLT
$378K ﹤0.01%
8,300
-14,400
-63% -$673K
PEN icon
1750
Penumbra
PEN
$12.7B
$378K ﹤0.01%
1,561
+535
+52% +$149K
68 69
70
71 72

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OAM
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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.