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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
MTH icon
1801
PUT
Meritage Homes
MTH
$4.71B
$355K ﹤0.01%
5,800
-1,400
-19% -$96.2K
SWKS icon
1802
PUT
Skyworks Solutions
SWKS
$9.22B
$355K ﹤0.01%
3,600
-17,000
-83% -$1.81M
IVZ icon
1803
PUT
Invesco
IVZ
$13.6B
$354K ﹤0.01%
24,400
-2,100
-8% -$33.8K
ALNY icon
1804
CALL
Alnylam Pharmaceuticals
ALNY
$29.5B
$354K ﹤0.01%
2,000
+400
+25% +$76.3K
QSR icon
1805
CALL
Restaurant Brands International
QSR
$25.3B
$353K ﹤0.01%
5,300
+1,500
+39% +$108K
HPE icon
1806
PUT
Hewlett Packard
HPE
$66.5B
$353K ﹤0.01%
+20,300
New +$349K
PETS icon
1807
CALL
PetMed Express
PETS
$42.3M
$353K ﹤0.01%
+34,400
New +$424K
RPD icon
1808
Rapid7
RPD
$680M
$352K ﹤0.01%
+7,696
New +$355K
XME icon
1809
PUT
State Street SPDR S&P Metals & Mining ETF
XME
$3.94B
$352K ﹤0.01%
+6,700
New +$347K
IP icon
1810
PUT
International Paper
IP
$21.9B
$351K ﹤0.01%
+9,900
New +$337K
IHI icon
1811
iShares US Medical Devices ETF
IHI
$3.37B
$351K ﹤0.01%
+7,232
New +$385K
DT icon
1812
CALL
Dynatrace
DT
$12.9B
$350K ﹤0.01%
7,500
-5,500
-42% -$270K
TOST icon
1813
CALL
Toast
TOST
$19B
$350K ﹤0.01%
18,700
+1,400
+8% +$30.4K
SG icon
1814
PUT
Sweetgreen
SG
$703M
$350K ﹤0.01%
29,800
+4,600
+18% +$64K
LNW
1815
CALL
DELISTED
Light & Wonder
LNW
$350K ﹤0.01%
+4,900
New +$355K
LAD icon
1816
Lithia Motors
LAD
$8.31B
$349K ﹤0.01%
1,182
+357
+43% +$109K
KRE icon
1817
State Street SPDR S&P Regional Banking ETF
KRE
$4.69B
$349K ﹤0.01%
8,348
-19,432
-70% -$866K
PLCE icon
1818
PUT
Children's Place
PLCE
$56.3M
$349K ﹤0.01%
+12,900
New +$350K
BLDR icon
1819
PUT
Builders FirstSource
BLDR
$7.8B
$349K ﹤0.01%
2,800
-2,100
-43% -$290K
XLC icon
1820
State Street Communication Services Select Sector SPDR ETF
XLC
$22.4B
$348K ﹤0.01%
+5,314
New +$354K
MTN icon
1821
Vail Resorts
MTN
$5.32B
$348K ﹤0.01%
1,569
-1,293
-45% -$307K
JAZZ icon
1822
Jazz Pharmaceuticals
JAZZ
$15.8B
$348K ﹤0.01%
2,689
+459
+21% +$61.2K
SMAR
1823
PUT
DELISTED
Smartsheet Inc.
SMAR
$348K ﹤0.01%
+8,600
New +$353K
FAST icon
1824
Fastenal
FAST
$55.2B
$348K ﹤0.01%
+12,736
New +$362K
RIG icon
1825
Transocean
RIG
$5.7B
$348K ﹤0.01%
42,335
-9,744
-19% -$79.6K
71 72
73
74 75

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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
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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.