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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
PETS icon
2026
PUT
PetMed Express
PETS
$42.3M
$277K ﹤0.01%
+27,000
New +$333K
TRUP icon
2027
PUT
Trupanion
TRUP
$1.07B
$276K ﹤0.01%
+9,800
New +$278K
TIPX icon
2028
State Street SPDR Bloomberg 1-10 Year TIPS ETF
TIPX
$1.99B
$276K ﹤0.01%
+15,284
New +$279K
TCOM icon
2029
CALL
Trip.com Group
TCOM
$29.7B
$276K ﹤0.01%
7,900
+2,100
+36% +$79K
JACK icon
2030
PUT
Jack in the Box
JACK
$331M
$276K ﹤0.01%
4,000
-1,200
-23% -$102K
KBWP icon
2031
Invesco KBW Property & Casualty Insurance ETF
KBWP
$272M
$276K ﹤0.01%
+3,277
New +$273K
HOLX
2032
DELISTED
Hologic
HOLX
$275K ﹤0.01%
3,967
-3,500
-47% -$264K
CNK icon
2033
PUT
Cinemark Holdings
CNK
$4.38B
$275K ﹤0.01%
+15,000
New +$251K
IWS icon
2034
iShares Russell Mid-Cap Value ETF
IWS
$15.9B
$274K ﹤0.01%
+2,624
New +$289K
GAP
2035
The Gap Inc
GAP
$7.48B
$274K ﹤0.01%
25,734
-17,054
-40% -$174K
DINO icon
2036
CALL
HF Sinclair
DINO
$15.6B
$273K ﹤0.01%
4,800
-29,300
-86% -$1.59M
SGI
2037
CALL
Somnigroup International
SGI
$14.7B
$273K ﹤0.01%
6,300
-15,900
-72% -$705K
ARKK icon
2038
ARK Innovation ETF
ARKK
$6.08B
$273K ﹤0.01%
6,882
-7,731
-53% -$341K
MCHP icon
2039
Microchip Technology
MCHP
$43.7B
$273K ﹤0.01%
3,495
+503
+17% +$42.1K
HUN icon
2040
Huntsman Corp
HUN
$1.81B
$273K ﹤0.01%
+11,178
New +$303K
EIX icon
2041
Edison International
EIX
$27.9B
$272K ﹤0.01%
+4,300
New +$300K
SONY icon
2042
CALL
Sony
SONY
$132B
$272K ﹤0.01%
+16,500
New +$288K
IEF icon
2043
iShares 7-10 Year Treasury Bond ETF
IEF
$47.3B
$272K ﹤0.01%
2,968
-4,497
-60% -$424K
UUUU icon
2044
PUT
Energy Fuels
UUUU
$3.26B
$271K ﹤0.01%
+33,000
New +$227K
CPB icon
2045
PUT
Campbell Soup
CPB
$6.78B
$271K ﹤0.01%
+6,600
New +$289K
SNBR
2046
CALL
DELISTED
Sleep Number
SNBR
$270K ﹤0.01%
11,000
-1,700
-13% -$47.6K
ITA icon
2047
iShares US Aerospace & Defense ETF
ITA
$14.7B
$269K ﹤0.01%
+2,539
New +$290K
AFL icon
2048
CALL
Aflac
AFL
$63.8B
$269K ﹤0.01%
3,500
+400
+13% +$29.7K
VSTO
2049
CALL
DELISTED
Vista Outdoor Inc.
VSTO
$268K ﹤0.01%
8,100
-2,100
-21% -$61.9K
XHB icon
2050
CALL
State Street SPDR S&P Homebuilders ETF
XHB
$1.54B
$268K ﹤0.01%
3,500
-9,500
-73% -$772K
80 81
82
83 84

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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
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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.