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
DAL icon
201
Delta Air Lines
DAL
$57.7B
$9.81M 0.1%
265,176
+176,418
+199% +$7.66M
FCX icon
202
PUT
Freeport-McMoran
FCX
$90.3B
$9.77M 0.1%
262,000
+226,000
+628% +$9.1M
TTD icon
203
PUT
Trade Desk
TTD
$8.47B
$9.58M 0.1%
122,600
+95,500
+352% +$7.72M
NEM icon
204
PUT
Newmont
NEM
$98.9B
$9.57M 0.1%
259,100
+66,000
+34% +$2.68M
CCL icon
205
PUT
Carnival Corporation Ltd
CCL
$38.1B
$9.45M 0.1%
688,700
+446,200
+184% +$7.39M
ETSY icon
206
CALL
Etsy
ETSY
$7.86B
$9.38M 0.1%
145,200
+60,800
+72% +$4.8M
INTU icon
207
PUT
Intuit
INTU
$86.5B
$9.35M 0.1%
18,300
+14,000
+326% +$7.08M
SMCI icon
208
Super Micro Computer
SMCI
$18.2B
$9.32M 0.1%
339,790
+324,610
+2,138% +$9.05M
COP icon
209
PUT
ConocoPhillips
COP
$147B
$9.25M 0.1%
77,200
-84,700
-52% -$9.83M
VLO icon
210
PUT
Valero Energy
VLO
$92.5B
$9.13M 0.1%
64,400
-70,800
-52% -$9.27M
TWLO icon
211
PUT
Twilio
TWLO
$29.9B
$9.1M 0.1%
155,400
+81,600
+111% +$5.09M
NEM icon
212
CALL
Newmont
NEM
$98.9B
$9.08M 0.1%
245,800
+115,600
+89% +$4.7M
LUV icon
213
PUT
Southwest Airlines
LUV
$22.1B
$9.05M 0.1%
334,500
+157,600
+89% +$5.14M
DASH icon
214
PUT
DoorDash
DASH
$85.5B
$9.05M 0.1%
113,900
+78,200
+219% +$6.37M
AXP icon
215
PUT
American Express
AXP
$228B
$9.04M 0.1%
60,600
+28,900
+91% +$4.73M
MDB icon
216
PUT
MongoDB
MDB
$27B
$8.89M 0.09%
25,700
+4,500
+21% +$1.71M
CHWY icon
217
CALL
Chewy
CHWY
$9.27B
$8.79M 0.09%
481,600
+400,200
+492% +$11.4M
AMAT icon
218
PUT
Applied Materials
AMAT
$410B
$8.76M 0.09%
63,300
+15,500
+32% +$2.22M
BKNG icon
219
CALL
Booking.com
BKNG
$150B
$8.64M 0.09%
70,000
+32,500
+87% +$3.94M
W icon
220
Wayfair
W
$11.4B
$8.63M 0.09%
142,467
+49,302
+53% +$3.43M
ROKU icon
221
PUT
Roku
ROKU
$21.6B
$8.6M 0.09%
121,800
-40,700
-25% -$3.15M
DVN icon
222
CALL
Devon Energy
DVN
$51.8B
$8.56M 0.09%
179,400
+48,800
+37% +$2.46M
TMUS icon
223
T-Mobile US
TMUS
$184B
$8.52M 0.09%
+60,829
New +$8.43M
ACN icon
224
CALL
Accenture
ACN
$101B
$8.51M 0.09%
27,700
-9,600
-26% -$3.02M
BAC icon
225
CALL
Bank of America
BAC
$436B
$8.42M 0.09%
307,600
+171,500
+126% +$5.07M
7 8
9
10 11

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.