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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
FTAI icon
1901
CALL
FTAI Aviation
FTAI
$23.1B
$320K ﹤0.01%
+9,000
New +$309K
PI icon
1902
CALL
Impinj
PI
$4.93B
$319K ﹤0.01%
+5,800
New +$394K
STNE icon
1903
PUT
StoneCo
STNE
$2.76B
$319K ﹤0.01%
29,900
+17,800
+147% +$219K
WAB icon
1904
CALL
Wabtec
WAB
$50.1B
$319K ﹤0.01%
3,000
-4,600
-61% -$512K
DEO icon
1905
Diageo
DEO
$49.2B
$318K ﹤0.01%
2,131
-2,357
-53% -$395K
INFL icon
1906
Horizon Kinetics Inflation Beneficiaries ETF
INFL
$1.51B
$317K ﹤0.01%
10,426
+2,729
+35% +$85.6K
NVCR icon
1907
NovoCure
NVCR
$1.78B
$317K ﹤0.01%
+19,641
New +$566K
AMGN icon
1908
Amgen
AMGN
$204B
$317K ﹤0.01%
1,180
-3,845
-77% -$960K
BALL icon
1909
Ball Corp
BALL
$17.3B
$317K ﹤0.01%
+6,369
New +$348K
PRF icon
1910
Invesco FTSE RAFI US 1000 ETF
PRF
$9.89B
$317K ﹤0.01%
+9,949
New +$328K
GEN icon
1911
CALL
Gen Digital
GEN
$16.9B
$316K ﹤0.01%
17,900
-34,000
-66% -$663K
OGN icon
1912
CALL
Organon & Co
OGN
$3.56B
$316K ﹤0.01%
18,200
+2,400
+15% +$50K
ALGN icon
1913
Align Technology
ALGN
$12.4B
$315K ﹤0.01%
1,033
+182
+21% +$62.9K
SAND
1914
DELISTED
Sandstorm Gold
SAND
$315K ﹤0.01%
+67,579
New +$355K
RS icon
1915
CALL
Reliance Steel & Aluminium
RS
$20.9B
$315K ﹤0.01%
1,200
-2,700
-69% -$748K
DBEF icon
1916
Xtrackers MSCI EAFE Hedged Equity ETF
DBEF
$9.21B
$314K ﹤0.01%
9,004
+1,728
+24% +$60.7K
APD icon
1917
Air Products & Chemicals
APD
$65.2B
$314K ﹤0.01%
1,108
+135
+14% +$39.6K
IGM icon
1918
iShares Expanded Tech Sector ETF
IGM
$10.3B
$314K ﹤0.01%
4,926
+1,398
+40% +$92.2K
INMD icon
1919
CALL
InMode
INMD
$882M
$314K ﹤0.01%
10,300
+2,800
+37% +$110K
ZTS icon
1920
PUT
Zoetis
ZTS
$32.3B
$313K ﹤0.01%
1,800
-3,900
-68% -$708K
QSR icon
1921
PUT
Restaurant Brands International
QSR
$25.3B
$313K ﹤0.01%
4,700
-6,100
-56% -$438K
NBIS
1922
Nebius Group N.V.
NBIS
$54B
$313K ﹤0.01%
20,972
– –
VAC icon
1923
PUT
Marriott Vacations Worldwide
VAC
$3.35B
$312K ﹤0.01%
3,100
-1,700
-35% -$194K
RDFN
1924
CALL
DELISTED
Redfin
RDFN
$311K ﹤0.01%
44,200
+26,400
+148% +$290K
GRPN icon
1925
PUT
Groupon
GRPN
$1.05B
$311K ﹤0.01%
+20,300
New +$198K
75 76
77
78 79

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.