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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
ADBE icon
76
CALL
Adobe
ADBE
$97B
$22.7M 0.24%
44,600
-200
-0.4% -$105K
TGT icon
77
PUT
Target
TGT
$65B
$22.7M 0.24%
205,600
+134,800
+190% +$17.1M
LLY icon
78
CALL
Eli Lilly
LLY
$1.01T
$22.7M 0.24%
42,200
-12,000
-22% -$6.18M
JNJ icon
79
Johnson & Johnson
JNJ
$618B
$22.3M 0.24%
142,868
+139,517
+4,163% +$23M
PANW icon
80
PUT
Palo Alto Networks
PANW
$264B
$22.1M 0.23%
188,800
+108,200
+134% +$12.8M
ORCL icon
81
CALL
Oracle
ORCL
$366B
$22.1M 0.23%
208,200
+36,600
+21% +$4.24M
ABNB icon
82
PUT
Airbnb
ABNB
$89.8B
$21.9M 0.23%
159,700
+88,700
+125% +$12.2M
DIS icon
83
CALL
Walt Disney
DIS
$166B
$21.8M 0.23%
269,400
+186,100
+223% +$15.9M
QCOM icon
84
CALL
Qualcomm
QCOM
$156B
$21.4M 0.23%
193,000
+25,300
+15% +$2.94M
MU icon
85
PUT
Micron Technology
MU
$953B
$21.3M 0.23%
312,500
+254,900
+443% +$17.1M
AAPL icon
86
CALL
Apple
AAPL
$4.45T
$20.9M 0.22%
122,100
-481,700
-80% -$88.3M
TGT icon
87
CALL
Target
TGT
$65B
$20.8M 0.22%
187,700
+105,200
+128% +$13.4M
INTU icon
88
CALL
Intuit
INTU
$85.3B
$20.5M 0.22%
40,200
+31,900
+384% +$16.1M
CSCO icon
89
PUT
Cisco
CSCO
$450B
$20.5M 0.22%
381,400
-44,700
-10% -$2.41M
NKE icon
90
PUT
Nike
NKE
$61.9B
$20.3M 0.22%
212,200
+80,300
+61% +$8.26M
V icon
91
CALL
Visa
V
$680B
$20M 0.21%
87,000
-48,700
-36% -$11.7M
HD icon
92
PUT
Home Depot
HD
$330B
$19.7M 0.21%
65,300
-44,800
-41% -$14.4M
LLY icon
93
PUT
Eli Lilly
LLY
$1.01T
$19.7M 0.21%
36,700
+12,600
+52% +$6.49M
RTX icon
94
RTX Corp
RTX
$288B
$19.7M 0.21%
273,256
+245,106
+871% +$21M
RTX icon
95
PUT
RTX Corp
RTX
$288B
$19.6M 0.21%
273,000
+235,100
+620% +$20.1M
AMD icon
96
CALL
Advanced Micro Devices
AMD
$803B
$19.6M 0.21%
190,200
-7,500
-4% -$814K
C icon
97
CALL
Citigroup
C
$223B
$19.4M 0.21%
472,600
+293,400
+164% +$12.9M
PYPL icon
98
CALL
PayPal
PYPL
$48.5B
$19.3M 0.2%
329,400
+179,900
+120% +$11.7M
MU icon
99
CALL
Micron Technology
MU
$953B
$19.2M 0.2%
282,400
+184,900
+190% +$12.4M
RIVN icon
100
CALL
Rivian
RIVN
$22.5B
$18.8M 0.2%
775,000
+118,900
+18% +$2.78M
2 3
4
5 6

Similar funds

AWP
Ascent Wealth Partners New Hartford, New York $860M AUM 23.3% 1-Year Est. Return
BCM
Benchstone Capital Management New York $860M AUM 32.46% 1-Year Est. Return
OAM
Ophir Asset Management Sydney, Australia $859M AUM 59.08% 1-Year Est. Return
NOCM
Night Owl Capital Management Greenwich, Connecticut $858M AUM 31.41% 1-Year Est. Return
TIM
Total Investment Management Scottsdale, Arizona $858M AUM 9.96% 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
One Madison Group New York $866M AUM 33.81% 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.