We are live on ! Find out more
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
NICE icon
1376
Nice
NICE
$5.79B
$616K 0.01%
+3,626
New +$721K
XEL icon
1377
Xcel Energy
XEL
$48.8B
$616K 0.01%
+10,760
New +$647K
SKX
1378
DELISTED
Skechers
SKX
$613K 0.01%
12,529
-4,530
-27% -$232K
APH icon
1379
Amphenol
APH
$198B
$612K 0.01%
14,568
+1,306
+10% +$56.2K
AMR icon
1380
Alpha Metallurgical Resources
AMR
$1.74B
$610K 0.01%
+2,350
New +$459K
CAR icon
1381
Avis
CAR
$4.86B
$610K 0.01%
+3,395
New +$736K
WDFC icon
1382
CALL
WD-40
WDFC
$3.05B
$610K 0.01%
+3,000
New +$642K
WDFC icon
1383
PUT
WD-40
WDFC
$3.05B
$610K 0.01%
3,000
-200
-6% -$42.8K
WBA
1384
DELISTED
Walgreens Boots Alliance
WBA
$608K 0.01%
27,334
+10,253
+60% +$273K
TDC icon
1385
CALL
Teradata
TDC
$2.92B
$608K 0.01%
13,500
+8,700
+181% +$426K
VLUE icon
1386
iShares MSCI USA Value Factor ETF
VLUE
$9.17B
$607K 0.01%
+6,686
New +$630K
CPE
1387
PUT
DELISTED
Callon Petroleum Company
CPE
$606K 0.01%
15,500
-11,300
-42% -$417K
WAB icon
1388
PUT
Wabtec
WAB
$49.1B
$606K 0.01%
5,700
-5,500
-49% -$613K
EWW icon
1389
iShares MSCI Mexico ETF
EWW
$1.92B
$606K 0.01%
+10,400
New +$644K
PHYS icon
1390
Sprott Physical Gold
PHYS
$14.6B
$604K 0.01%
42,187
+31,061
+279% +$466K
XLF icon
1391
PUT
State Street Financial Select Sector SPDR ETF
XLF
$57.6B
$604K 0.01%
18,200
-900
-5% -$31K
UHS icon
1392
CALL
Universal Health Services
UHS
$10.2B
$604K 0.01%
4,800
-400
-8% -$54.6K
AGNC icon
1393
CALL
AGNC Investment
AGNC
$12.4B
$603K 0.01%
63,900
-135,900
-68% -$1.34M
TAP icon
1394
Molson Coors Class B
TAP
$7.79B
$603K 0.01%
9,482
-626
-6% -$40.7K
CE icon
1395
CALL
Celanese
CE
$4.9B
$602K 0.01%
4,800
-5,600
-54% -$688K
SPTM icon
1396
State Street SPDR Portfolio S&P 1500 Composite Stock Market ETF
SPTM
$13.6B
$602K 0.01%
+11,467
New +$627K
IDXX icon
1397
Idexx Laboratories
IDXX
$44.1B
$602K 0.01%
+1,376
New +$686K
ENTG icon
1398
CALL
Entegris
ENTG
$18.1B
$601K 0.01%
6,400
+1,100
+21% +$110K
TRGP icon
1399
CALL
Targa Resources
TRGP
$58B
$600K 0.01%
+7,000
New +$580K
PGR icon
1400
CALL
Progressive
PGR
$123B
$599K 0.01%
4,300
-3,300
-43% -$434K
54 55
56
57 58

Similar funds

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
MCM
Makena Capital Management Menlo Park, California $866M AUM 17.79% 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.