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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
RMBS icon
2051
CALL
Rambus
RMBS
$10.9B
$268K ﹤0.01%
4,800
-23,900
-83% -$1.36M
STWD icon
2052
CALL
Starwood Property Trust
STWD
$6B
$267K ﹤0.01%
+13,800
New +$280K
FE icon
2053
CALL
FirstEnergy
FE
$28B
$267K ﹤0.01%
7,800
-1,900
-20% -$70.7K
ICLR icon
2054
Icon
ICLR
$12B
$266K ﹤0.01%
+1,082
New +$273K
DAR icon
2055
PUT
Darling Ingredients
DAR
$9.56B
$266K ﹤0.01%
5,100
-1,800
-26% -$112K
ROK icon
2056
Rockwell Automation
ROK
$49.4B
$266K ﹤0.01%
930
-16
-2% -$4.95K
PSA icon
2057
Public Storage
PSA
$60.6B
$265K ﹤0.01%
+1,007
New +$282K
GEHC icon
2058
CALL
GE HealthCare
GEHC
$31.5B
$265K ﹤0.01%
+3,900
New +$284K
TRP icon
2059
PUT
TC Energy
TRP
$68.7B
$265K ﹤0.01%
7,700
+500
+7% +$18.4K
IOT icon
2060
CALL
Samsara
IOT
$22.4B
$265K ﹤0.01%
10,500
-31,300
-75% -$830K
IRTC icon
2061
CALL
iRhythm Holdings
IRTC
$4.18B
$264K ﹤0.01%
+2,800
New +$285K
SBCF icon
2062
Seacoast Banking Corp of Florida
SBCF
$3.45B
$263K ﹤0.01%
11,993
+833
+7% +$19.5K
DOCS icon
2063
PUT
Doximity
DOCS
$3.99B
$263K ﹤0.01%
12,400
+1,700
+16% +$46.4K
UTHR icon
2064
United Therapeutics
UTHR
$21.9B
$263K ﹤0.01%
+1,164
New +$268K
OIS icon
2065
Oil States International
OIS
$516M
$263K ﹤0.01%
31,387
+12,126
+63% +$98.2K
VMC icon
2066
PUT
Vulcan Materials
VMC
$36.8B
$263K ﹤0.01%
1,300
+200
+18% +$43.5K
AVB icon
2067
AvalonBay Communities
AVB
$27B
$262K ﹤0.01%
+1,528
New +$282K
VT icon
2068
Vanguard Total World Stock ETF
VT
$79.4B
$262K ﹤0.01%
2,814
-4,978
-64% -$483K
SSD icon
2069
Simpson Manufacturing
SSD
$8.1B
$262K ﹤0.01%
+1,747
New +$266K
PUK icon
2070
Prudential
PUK
$36.9B
$261K ﹤0.01%
+11,926
New +$302K
KD icon
2071
CALL
Kyndryl
KD
$3.2B
$261K ﹤0.01%
+17,300
New +$257K
JLL icon
2072
Jones Lang LaSalle
JLL
$16.7B
$261K ﹤0.01%
1,847
+360
+24% +$58.8K
BNTX icon
2073
PUT
BioNTech
BNTX
$23.1B
$261K ﹤0.01%
2,400
-9,200
-79% -$1.02M
OLLI icon
2074
Ollie's Bargain Outlet
OLLI
$4.58B
$261K ﹤0.01%
+3,377
New +$246K
BHF icon
2075
Brighthouse Financial
BHF
$3.6B
$260K ﹤0.01%
5,316
-629
-11% -$31.3K
81 82
83
84 85

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.