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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
VTC icon
2076
Vanguard Total Corporate Bond ETF
VTC
$1.73B
$260K ﹤0.01%
+3,588
New +$266K
HZO icon
2077
PUT
MarineMax
HZO
$792M
$259K ﹤0.01%
7,900
-800
-9% -$27.8K
MSI icon
2078
Motorola Solutions
MSI
$73.3B
$259K ﹤0.01%
952
-748
-44% -$213K
GLW icon
2079
PUT
Corning
GLW
$138B
$259K ﹤0.01%
8,500
-5,400
-39% -$177K
USDU icon
2080
WisdomTree Bloomberg US Dollar Bullish Fund
USDU
$458M
$259K ﹤0.01%
+9,373
New +$251K
ORA icon
2081
PUT
Ormat Technologies
ORA
$6.14B
$259K ﹤0.01%
3,700
+800
+28% +$62K
CSIQ icon
2082
CALL
Canadian Solar
CSIQ
$1.1B
$258K ﹤0.01%
10,500
+100
+1% +$3.16K
IGR
2083
CBRE Global Real Estate Income Fund
IGR
$713M
$258K ﹤0.01%
+57,414
New +$298K
BMBL icon
2084
PUT
Bumble
BMBL
$416M
$258K ﹤0.01%
17,300
-30,700
-64% -$519K
MAT icon
2085
PUT
Mattel
MAT
$4.33B
$258K ﹤0.01%
11,700
-8,300
-42% -$177K
DOCS icon
2086
Doximity
DOCS
$3.98B
$257K ﹤0.01%
12,116
+4,062
+50% +$111K
COOP
2087
PUT
DELISTED
Mr. Cooper
COOP
$257K ﹤0.01%
4,800
-800
-14% -$44K
OVV icon
2088
CALL
Ovintiv
OVV
$16.8B
$257K ﹤0.01%
5,400
-6,600
-55% -$299K
XP icon
2089
XP
XP
$8.74B
$257K ﹤0.01%
+11,142
New +$279K
ESGD icon
2090
iShares ESG Aware MSCI EAFE ETF
ESGD
$12.2B
$257K ﹤0.01%
+3,713
New +$267K
MIDD icon
2091
CALL
Middleby
MIDD
$6.26B
$256K ﹤0.01%
2,000
-100
-5% -$14.2K
ALL icon
2092
Allstate
ALL
$67.6B
$256K ﹤0.01%
2,294
-10,349
-82% -$1.13M
YETI icon
2093
CALL
Yeti Holdings
YETI
$3.92B
$256K ﹤0.01%
5,300
-5,700
-52% -$254K
JBLU icon
2094
CALL
JetBlue
JBLU
$2.4B
$255K ﹤0.01%
55,500
+39,200
+240% +$258K
MUSA icon
2095
Murphy USA
MUSA
$10.9B
$255K ﹤0.01%
+747
New +$237K
DBRG icon
2096
PUT
DigitalBridge
DBRG
$2.94B
$255K ﹤0.01%
+14,500
New +$239K
BNO icon
2097
United States Brent Oil Fund
BNO
$704M
$255K ﹤0.01%
7,939
-6,089
-43% -$178K
LPX icon
2098
CALL
Louisiana-Pacific
LPX
$5.37B
$254K ﹤0.01%
4,600
-2,600
-36% -$171K
LEG icon
2099
PUT
Leggett & Platt
LEG
$1.42B
$254K ﹤0.01%
10,000
+2,100
+27% +$59K
WING icon
2100
Wingstop
WING
$3.27B
$254K ﹤0.01%
1,412
-2,747
-66% -$475K
82 83
84
85 86

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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
Makena Capital Management Menlo Park, California $866M AUM 17.79% 1-Year Est. Return
EI
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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.