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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
KBH icon
1826
CALL
KB Home
KBH
$3.37B
$347K ﹤0.01%
7,500
-15,100
-67% -$768K
AVY icon
1827
PUT
Avery Dennison
AVY
$13B
$347K ﹤0.01%
+1,900
New +$344K
SRE icon
1828
PUT
Sempra
SRE
$57.9B
$347K ﹤0.01%
5,100
+500
+11% +$36.1K
EW icon
1829
CALL
Edwards Lifesciences
EW
$49.6B
$346K ﹤0.01%
5,000
+600
+14% +$48.2K
OIH icon
1830
CALL
VanEck Oil Services ETF
OIH
$1.89B
$345K ﹤0.01%
1,000
-2,200
-69% -$744K
FXO icon
1831
First Trust Financials AlphaDEX Fund
FXO
$1.14B
$345K ﹤0.01%
+9,107
New +$360K
IUSG icon
1832
iShares Core S&P US Growth ETF
IUSG
$32.7B
$344K ﹤0.01%
+3,632
New +$356K
ALV icon
1833
Autoliv
ALV
$9.02B
$344K ﹤0.01%
3,568
+1,091
+44% +$104K
EVRG icon
1834
Evergy
EVRG
$19.1B
$343K ﹤0.01%
6,773
-1,173
-15% -$66.6K
GAP
1835
PUT
The Gap Inc
GAP
$7.23B
$343K ﹤0.01%
32,300
-8,100
-20% -$82.6K
NRGU icon
1836
MicroSectors U.S. Big Oil 3x Leveraged ETNs due Feb 17 2045
NRGU
$20.9M
$343K ﹤0.01%
+686
New +$309K
GDDY icon
1837
CALL
GoDaddy
GDDY
$11B
$343K ﹤0.01%
4,600
-1,000
-18% -$73.8K
VSTO
1838
PUT
DELISTED
Vista Outdoor Inc.
VSTO
$341K ﹤0.01%
+10,300
New +$304K
EXAS
1839
CALL
DELISTED
Exact Sciences
EXAS
$341K ﹤0.01%
5,000
-3,000
-38% -$255K
VNO icon
1840
PUT
Vornado Realty Trust
VNO
$7.41B
$340K ﹤0.01%
15,000
-14,900
-50% -$329K
XOP icon
1841
CALL
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$3.68B
$340K ﹤0.01%
2,300
-9,300
-80% -$1.33M
MTD icon
1842
Mettler-Toledo International
MTD
$28.6B
$340K ﹤0.01%
307
-287
-48% -$352K
WRK
1843
CALL
DELISTED
WestRock Company
WRK
$340K ﹤0.01%
9,500
-32,700
-77% -$1.07M
DDM icon
1844
ProShares Ultra Dow30
DDM
$529M
$339K ﹤0.01%
+10,700
New +$365K
DAR icon
1845
CALL
Darling Ingredients
DAR
$9.64B
$339K ﹤0.01%
6,500
-1,300
-17% -$81.2K
STWD icon
1846
PUT
Starwood Property Trust
STWD
$5.92B
$339K ﹤0.01%
+17,500
New +$355K
JCI icon
1847
Johnson Controls International
JCI
$88.8B
$338K ﹤0.01%
6,359
-5,765
-48% -$356K
FTCH
1848
DELISTED
Farfetch Limited Class A Ordinary Shares
FTCH
$338K ﹤0.01%
161,767
+100,035
+162% +$408K
GD icon
1849
General Dynamics
GD
$104B
$338K ﹤0.01%
1,529
+313
+26% +$69.2K
BNS icon
1850
Scotiabank
BNS
$107B
$337K ﹤0.01%
+7,400
New +$355K
72 73
74
75 76

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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.