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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
JEF icon
1851
PUT
Jefferies Financial Group
JEF
$12.6B
$337K ﹤0.01%
+9,200
New +$330K
FREL icon
1852
Fidelity MSCI Real Estate Index ETF
FREL
$1.5B
$335K ﹤0.01%
14,746
-706
-5% -$17.5K
IVZ icon
1853
CALL
Invesco
IVZ
$13.1B
$335K ﹤0.01%
23,100
+1,100
+5% +$17.7K
VVV icon
1854
PUT
Valvoline
VVV
$4.9B
$335K ﹤0.01%
+10,400
New +$366K
VXF icon
1855
Vanguard Extended Market ETF
VXF
$30.8B
$335K ﹤0.01%
+2,335
New +$350K
LW icon
1856
Lamb Weston
LW
$7.22B
$334K ﹤0.01%
+3,615
New +$367K
CL icon
1857
CALL
Colgate-Palmolive
CL
$73.1B
$334K ﹤0.01%
4,700
-47,800
-91% -$3.57M
SGI
1858
PUT
Somnigroup International
SGI
$13.7B
$334K ﹤0.01%
7,700
-8,200
-52% -$364K
BIO icon
1859
Bio-Rad Laboratories Class A
BIO
$8.71B
$334K ﹤0.01%
+931
New +$359K
GDX icon
1860
PUT
VanEck Gold Miners ETF
GDX
$23.2B
$334K ﹤0.01%
+12,400
New +$366K
JEF icon
1861
CALL
Jefferies Financial Group
JEF
$12.6B
$333K ﹤0.01%
+9,100
New +$326K
MKSI icon
1862
MKS Inc
MKSI
$20.1B
$333K ﹤0.01%
3,850
+671
+21% +$65.4K
CRL icon
1863
CALL
Charles River Laboratories
CRL
$11.2B
$333K ﹤0.01%
1,700
+300
+21% +$61.6K
NATI
1864
DELISTED
National Instruments Corp
NATI
$333K ﹤0.01%
+5,585
New +$328K
MIDD icon
1865
PUT
Middleby
MIDD
$6.04B
$333K ﹤0.01%
2,600
+1,100
+73% +$156K
BXMT icon
1866
CALL
Blackstone Mortgage Trust
BXMT
$2.45B
$333K ﹤0.01%
+15,300
New +$339K
NBR icon
1867
CALL
Nabors Industries
NBR
$1.27B
$332K ﹤0.01%
2,700
-4,800
-64% -$558K
GDXJ icon
1868
CALL
VanEck Junior Gold Miners ETF
GDXJ
$7.09B
$332K ﹤0.01%
+10,300
New +$365K
TER icon
1869
PUT
Teradyne
TER
$57.6B
$332K ﹤0.01%
3,300
-3,800
-54% -$401K
NSC icon
1870
Norfolk Southern
NSC
$75.4B
$331K ﹤0.01%
1,683
-39,926
-96% -$8.63M
BN icon
1871
Brookfield
BN
$104B
$331K ﹤0.01%
+15,869
New +$357K
TAP icon
1872
CALL
Molson Coors Class B
TAP
$7.79B
$331K ﹤0.01%
5,200
-1,500
-22% -$97.6K
SNA icon
1873
Snap-on
SNA
$21.2B
$331K ﹤0.01%
1,296
+102
+9% +$27.6K
GT icon
1874
CALL
Goodyear
GT
$2B
$329K ﹤0.01%
26,500
+15,300
+137% +$208K
DOCS icon
1875
CALL
Doximity
DOCS
$3.81B
$329K ﹤0.01%
15,500
+2,800
+22% +$76.4K
73 74
75
76 77

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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
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MCM
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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.