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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
ROKU icon
1751
Roku
ROKU
$21.6B
$378K ﹤0.01%
+5,348
New +$414K
DBI icon
1752
CALL
Designer Brands
DBI
$331M
$376K ﹤0.01%
29,700
-8,400
-22% -$89.7K
WMS icon
1753
PUT
Advanced Drainage Systems
WMS
$11.1B
$376K ﹤0.01%
+3,300
New +$403K
CB icon
1754
Chubb
CB
$134B
$375K ﹤0.01%
1,800
-2,933
-62% -$593K
WMB icon
1755
PUT
Williams Companies
WMB
$86.1B
$374K ﹤0.01%
+11,100
New +$379K
BALL icon
1756
CALL
Ball Corp
BALL
$17.3B
$373K ﹤0.01%
7,500
-4,300
-36% -$235K
BALL icon
1757
PUT
Ball Corp
BALL
$17.3B
$373K ﹤0.01%
7,500
-12,000
-62% -$655K
FCG icon
1758
First Trust Natural Gas ETF
FCG
$638M
$373K ﹤0.01%
+14,357
New +$366K
SPCE icon
1759
Virgin Galactic
SPCE
$362M
$372K ﹤0.01%
10,341
+9,407
+1,007% +$561K
BL icon
1760
CALL
BlackLine
BL
$1.92B
$372K ﹤0.01%
6,700
-800
-11% -$43.8K
XRT icon
1761
CALL
State Street SPDR S&P Retail ETF
XRT
$329M
$371K ﹤0.01%
6,100
-11,400
-65% -$731K
KNSL icon
1762
Kinsale Capital Group
KNSL
$8.21B
$370K ﹤0.01%
+894
New +$347K
CSGP icon
1763
CALL
CoStar Group
CSGP
$12.2B
$369K ﹤0.01%
4,800
+1,400
+41% +$116K
GUSH icon
1764
Direxion Daily S&P Oil & Gas Exp. & Prod. Bull 2X ETF
GUSH
$243M
$369K ﹤0.01%
9,433
-18,531
-66% -$689K
GKOS icon
1765
PUT
Glaukos
GKOS
$10.1B
$369K ﹤0.01%
4,900
– –
NARI
1766
DELISTED
Inari Medical, Inc. Common Stock
NARI
$368K ﹤0.01%
+5,630
New +$354K
OHI icon
1767
CALL
Omega Healthcare
OHI
$14.7B
$368K ﹤0.01%
11,100
-16,400
-60% -$524K
BXMT icon
1768
PUT
Blackstone Mortgage Trust
BXMT
$2.46B
$368K ﹤0.01%
16,900
-3,200
-16% -$71K
CNR
1769
PUT
Core Natural Resources Inc
CNR
$4.05B
$367K ﹤0.01%
3,500
-2,200
-39% -$180K
PLAY icon
1770
PUT
Dave & Buster's
PLAY
$403M
$367K ﹤0.01%
9,900
+3,000
+43% +$122K
FTSM icon
1771
First Trust Enhanced Short Maturity ETF
FTSM
$6.5B
$366K ﹤0.01%
6,167
-21,480
-78% -$1.28M
VMW
1772
DELISTED
VMware, Inc
VMW
$366K ﹤0.01%
2,199
-1,458
-40% -$234K
HTZ icon
1773
PUT
Hertz
HTZ
$483M
$365K ﹤0.01%
+29,800
New +$498K
TECS icon
1774
Direxion Daily Technology Bear 3x ETF
TECS
$66.3M
$365K ﹤0.01%
+226
New +$324K
BXMT icon
1775
Blackstone Mortgage Trust
BXMT
$2.46B
$364K ﹤0.01%
+16,748
New +$371K
69 70
71
72 73

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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
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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.