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
HUM icon
176
CALL
Humana
HUM
$43.9B
$11.6M 0.12%
23,900
+6,800
+40% +$3.2M
MCK icon
177
PUT
McKesson
MCK
$101B
$11.5M 0.12%
26,500
+18,000
+212% +$7.59M
V icon
178
PUT
Visa
V
$684B
$11.5M 0.12%
49,800
-93,500
-65% -$22.5M
AGG icon
179
iShares Core US Aggregate Bond ETF
AGG
$137B
$11.4M 0.12%
121,432
-24,685
-17% -$2.38M
INTC icon
180
PUT
Intel
INTC
$467B
$11.4M 0.12%
320,600
-46,300
-13% -$1.61M
TMUS icon
181
CALL
T-Mobile US
TMUS
$184B
$11.3M 0.12%
81,000
+23,600
+41% +$3.27M
TSM icon
182
TSMC
TSM
$2.1T
$11.3M 0.12%
130,091
+4,991
+4% +$472K
AVGO icon
183
PUT
Broadcom
AVGO
$1.85T
$11.3M 0.12%
136,000
-159,000
-54% -$13.8M
ETSY icon
184
PUT
Etsy
ETSY
$7.86B
$11.3M 0.12%
174,600
+134,700
+338% +$10.6M
BMY icon
185
CALL
Bristol-Myers Squibb
BMY
$133B
$11.1M 0.12%
191,700
+139,600
+268% +$8.55M
SNPS icon
186
CALL
Synopsys
SNPS
$74.2B
$11.1M 0.12%
24,100
+9,200
+62% +$4.12M
DE icon
187
CALL
Deere & Co
DE
$161B
$11M 0.12%
29,200
+15,100
+107% +$6.23M
SBUX icon
188
PUT
Starbucks
SBUX
$121B
$11M 0.12%
120,200
+53,000
+79% +$5.2M
ORLY icon
189
CALL
O'Reilly Automotive
ORLY
$72.9B
$10.8M 0.11%
178,500
+67,500
+61% +$4.23M
TJX icon
190
PUT
TJX Companies
TJX
$174B
$10.7M 0.11%
120,500
+58,800
+95% +$5.18M
BX icon
191
CALL
Blackstone
BX
$102B
$10.6M 0.11%
99,300
-75,600
-43% -$7.87M
PDD icon
192
PUT
Pinduoduo
PDD
$126B
$10.5M 0.11%
107,200
+12,100
+13% +$1.04M
MMM icon
193
PUT
3M
MMM
$90.8B
$10.5M 0.11%
133,713
+21,289
+19% +$1.83M
TXN icon
194
PUT
Texas Instruments
TXN
$253B
$10.4M 0.11%
65,100
-79,300
-55% -$13.5M
DOCU
195
PUT
DocuSign
DOCU
$10.5B
$10.3M 0.11%
246,100
+140,100
+132% +$6.87M
ALB icon
196
CALL
Albemarle
ALB
$13.9B
$10.2M 0.11%
60,200
+34,200
+132% +$6.81M
CRM icon
197
PUT
Salesforce
CRM
$150B
$10.2M 0.11%
50,100
-58,300
-54% -$12.6M
GNRC icon
198
PUT
Generac Holdings
GNRC
$11.7B
$9.97M 0.11%
91,500
+58,000
+173% +$7.17M
MELI icon
199
CALL
Mercado Libre
MELI
$95.5B
$9.89M 0.1%
7,800
+4,400
+129% +$5.6M
ASML icon
200
ASML
ASML
$633B
$9.81M 0.1%
16,668
+15,474
+1,296% +$10.3M
6 7
8
9 10

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.