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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
MOO icon
2126
VanEck Agribusiness ETF
MOO
$976M
$244K ﹤0.01%
+3,104
New +$259K
ODFL icon
2127
Old Dominion Freight Line
ODFL
$45.6B
$243K ﹤0.01%
1,190
-1,518
-56% -$307K
CM icon
2128
PUT
Canadian Imperial Bank of Commerce
CM
$108B
$243K ﹤0.01%
+6,300
New +$260K
BKHY icon
2129
BNY Mellon High Yield Beta ETF
BKHY
$161M
$243K ﹤0.01%
+5,344
New +$246K
HRB icon
2130
H&R Block
HRB
$5.84B
$243K ﹤0.01%
+5,637
New +$208K
SNOW icon
2131
Snowflake
SNOW
$110B
$243K ﹤0.01%
1,588
-3,161
-67% -$515K
APRW icon
2132
AllianzIM U.S. Equity Buffer20 Apr ETF
APRW
$204M
$243K ﹤0.01%
+8,665
New +$245K
IONS icon
2133
Ionis Pharmaceuticals
IONS
$9.15B
$242K ﹤0.01%
+5,344
New +$220K
AIT icon
2134
Applied Industrial Technologies
AIT
$13.2B
$242K ﹤0.01%
+1,566
New +$235K
IDU icon
2135
iShares US Utilities ETF
IDU
$1.41B
$242K ﹤0.01%
+3,288
New +$264K
VNM icon
2136
VanEck Vietnam ETF
VNM
$510M
$242K ﹤0.01%
17,837
+6,535
+58% +$95.1K
MSTR icon
2137
Strategy Inc
MSTR
$35.7B
$241K ﹤0.01%
+7,340
New +$276K
EPR icon
2138
PUT
EPR Properties
EPR
$4.69B
$241K ﹤0.01%
+5,800
New +$255K
SCZ icon
2139
iShares MSCI EAFE Small-Cap ETF
SCZ
$13.5B
$241K ﹤0.01%
4,265
-2,241
-34% -$132K
KMX icon
2140
CarMax
KMX
$8.16B
$240K ﹤0.01%
+3,398
New +$278K
XEL icon
2141
PUT
Xcel Energy
XEL
$48.6B
$240K ﹤0.01%
+4,200
New +$252K
HII icon
2142
Huntington Ingalls Industries
HII
$12.7B
$240K ﹤0.01%
+1,174
New +$259K
EAT icon
2143
PUT
Brinker International
EAT
$9.36B
$240K ﹤0.01%
7,600
-1,700
-18% -$59.5K
GXC icon
2144
State Street SPDR S&P China ETF
GXC
$478M
$239K ﹤0.01%
+3,347
New +$249K
UE icon
2145
Urban Edge Properties
UE
$2.81B
$239K ﹤0.01%
+15,684
New +$257K
VPL icon
2146
Vanguard FTSE Pacific ETF
VPL
$8.36B
$239K ﹤0.01%
+3,575
New +$248K
LUMN icon
2147
Lumen
LUMN
$6.91B
$239K ﹤0.01%
168,091
-89,936
-35% -$152K
CSGP icon
2148
PUT
CoStar Group
CSGP
$12.1B
$238K ﹤0.01%
+3,100
New +$257K
NE icon
2149
Noble Corp
NE
$6.52B
$238K ﹤0.01%
+4,702
New +$240K
NE icon
2150
CALL
Noble Corp
NE
$6.52B
$238K ﹤0.01%
+4,700
New +$240K
84 85
86
87 88

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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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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.