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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
HYD icon
1776
VanEck High Yield Muni ETF
HYD
$4.42B
$364K ﹤0.01%
+7,421
New +$376K
CE icon
1777
Celanese
CE
$4.81B
$364K ﹤0.01%
+2,900
New +$357K
PLCE icon
1778
Children's Place
PLCE
$56.3M
$364K ﹤0.01%
+13,465
New +$365K
EPI icon
1779
WisdomTree India Earnings Fund ETF
EPI
$2.04B
$364K ﹤0.01%
+9,891
New +$358K
SPIP icon
1780
State Street SPDR Portfolio TIPS ETF
SPIP
$999M
$363K ﹤0.01%
+14,630
New +$371K
IRM icon
1781
Iron Mountain
IRM
$36.9B
$363K ﹤0.01%
+6,111
New +$373K
KMB icon
1782
PUT
Kimberly-Clark
KMB
$35.7B
$363K ﹤0.01%
3,000
-12,100
-80% -$1.56M
CHRW icon
1783
C.H. Robinson
CHRW
$17.3B
$362K ﹤0.01%
4,205
+364
+9% +$34K
EWG icon
1784
iShares MSCI Germany ETF
EWG
$1.6B
$362K ﹤0.01%
13,822
-6,802
-33% -$190K
BLMN icon
1785
PUT
Bloomin' Brands
BLMN
$774M
$361K ﹤0.01%
14,700
+2,700
+23% +$71.7K
ALK icon
1786
Alaska Air
ALK
$5.6B
$360K ﹤0.01%
+9,714
New +$440K
XHB icon
1787
PUT
State Street SPDR S&P Homebuilders ETF
XHB
$1.49B
$360K ﹤0.01%
4,700
+600
+15% +$48.8K
GOOG icon
1788
Alphabet (Google) Class C
GOOG
$4.56T
$360K ﹤0.01%
2,729
-3,921
-59% -$510K
SPXS icon
1789
Direxion Daily S&P 500 Bear 3x ETF
SPXS
$325M
$360K ﹤0.01%
2,279
-1,263
-36% -$178K
APO icon
1790
CALL
Apollo Global Management
APO
$74.6B
$359K ﹤0.01%
+4,000
New +$336K
SPEM icon
1791
State Street SPDR Portfolio Emerging Markets ETF
SPEM
$17.3B
$359K ﹤0.01%
+10,693
New +$370K
AIZ icon
1792
CALL
Assurant
AIZ
$14B
$359K ﹤0.01%
2,500
-1,800
-42% -$247K
JNPR
1793
CALL
DELISTED
Juniper Networks
JNPR
$358K ﹤0.01%
+12,900
New +$372K
CINF icon
1794
PUT
Cincinnati Financial
CINF
$27.3B
$358K ﹤0.01%
3,500
+300
+9% +$31.4K
EMR icon
1795
PUT
Emerson Electric
EMR
$86.7B
$357K ﹤0.01%
3,700
-9,300
-72% -$886K
EWC icon
1796
iShares MSCI Canada ETF
EWC
$6.16B
$357K ﹤0.01%
10,667
-9,944
-48% -$345K
GT icon
1797
PUT
Goodyear
GT
$2.02B
$357K ﹤0.01%
28,700
-6,200
-18% -$84.3K
FISV
1798
Fiserv Inc
FISV
$29B
$356K ﹤0.01%
+3,155
New +$389K
CZR icon
1799
Caesars Entertainment
CZR
$6.06B
$356K ﹤0.01%
7,688
+1,710
+29% +$90.9K
RH icon
1800
RH
RH
$3.29B
$356K ﹤0.01%
1,345
-6,914
-84% -$2.4M
70 71
72
73 74

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
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
NEPWA
New England Private Wealth Advisors Wellesley, Massachusetts $866M AUM 15.25% 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.