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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
MAT icon
2151
CALL
Mattel
MAT
$4.32B
$238K ﹤0.01%
10,800
-19,500
-64% -$417K
SPHR icon
2152
PUT
Sphere Entertainment
SPHR
$5.69B
$238K ﹤0.01%
6,400
-3,800
-37% -$140K
RHI icon
2153
Robert Half
RHI
$4.19B
$238K ﹤0.01%
+3,243
New +$246K
MAXN
2154
CALL
DELISTED
Maxeon Solar Technologies
MAXN
$238K ﹤0.01%
+205
New +$390K
GLOB icon
2155
PUT
Globant
GLOB
$1.65B
$237K ﹤0.01%
+1,200
New +$225K
DPST icon
2156
Direxion Daily Regional Banks Bull 3X ETF
DPST
$471M
$237K ﹤0.01%
+4,371
New +$298K
IGF icon
2157
iShares Global Infrastructure ETF
IGF
$10.9B
$236K ﹤0.01%
+5,461
New +$251K
PD icon
2158
CALL
PagerDuty
PD
$871M
$236K ﹤0.01%
+10,500
New +$250K
BBBY
2159
CALL
Bed Bath & Beyond
BBBY
$530M
$236K ﹤0.01%
16,390
+2,640
+19% +$64.6K
CASY icon
2160
Casey's General Stores
CASY
$31.5B
$235K ﹤0.01%
+867
New +$220K
REGN icon
2161
Regeneron Pharmaceuticals
REGN
$78.3B
$235K ﹤0.01%
286
-4,287
-94% -$3.37M
AOK icon
2162
iShares Core Conservative Allocation ETF
AOK
$796M
$235K ﹤0.01%
+6,926
New +$241K
NTRS icon
2163
Northern Trust
NTRS
$33.4B
$235K ﹤0.01%
+3,379
New +$255K
BNY
2164
PUT
Bank of New York Mellon
BNY
$106B
$235K ﹤0.01%
+5,500
New +$245K
NVCR icon
2165
PUT
NovoCure
NVCR
$1.89B
$234K ﹤0.01%
+14,500
New +$418K
VWO icon
2166
Vanguard FTSE Emerging Markets ETF
VWO
$123B
$234K ﹤0.01%
5,970
-47,275
-89% -$1.93M
IBKR icon
2167
CALL
Interactive Brokers
IBKR
$39.5B
$234K ﹤0.01%
+10,800
New +$240K
ET icon
2168
Energy Transfer Partners
ET
$70B
$234K ﹤0.01%
16,647
-14,735
-47% -$195K
PINS icon
2169
Pinterest
PINS
$14.3B
$234K ﹤0.01%
+8,639
New +$236K
CNH
2170
CNH Industrial
CNH
$13.9B
$233K ﹤0.01%
19,274
-8,482
-31% -$117K
EUM icon
2171
ProShares Trust Short MSCI Emerging Markets
EUM
$10.8M
$233K ﹤0.01%
+7,599
New +$224K
DRV icon
2172
Direxion Daily Real Estate Bear 3X ETF
DRV
$25.4M
$233K ﹤0.01%
+3,866
New +$188K
CRK icon
2173
PUT
Comstock Resources
CRK
$3.91B
$233K ﹤0.01%
21,100
-34,500
-62% -$406K
BG icon
2174
Bunge Global
BG
$20.5B
$233K ﹤0.01%
2,149
-1,169
-35% -$128K
TREE icon
2175
CALL
LendingTree
TREE
$474M
$233K ﹤0.01%
+15,000
New +$304K
85 86
87
88 89

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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
EAM Investors Solana Beach, California $866M AUM 377.14% 1-Year Est. Return

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.