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TSS

Two Sigma Securities Portfolio holdings

AUM $1.16B
1-Year Est. Return 36.23%
This Fund
S&P 500
This Quarter Est. Return
-3.77%
1 Year Est. Return
+36.23%
3 Year Est. Return
+108.69%
5 Year Est. Return
+124.54%
10 Year Est. Return
+352.99%
AUM
$9.43B
AUM Growth
+$2.71B
Cap. Flow
+$1.07B
Cap. Flow %
11.3%
Top 10 Hldgs %
16.87%
Holding
3,680
New
960
Increased
1,028
Reduced
855
Closed
813

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 Miscellaneous 82.16%
2 Technology 5.59%
3 Consumer Discretionary 3.65%
4 Communication Services 2.04%
5 Healthcare 1.41%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
WCC
951
PUT
WESCO International
WCC
$16.3B
$1.15M 0.01%
8,000
+2,000
+33% +$323K
P
952
PUT
Everpure Inc
P
$32.5B
$1.14M 0.01%
32,100
-11,900
-27% -$441K
APP icon
953
PUT
Applovin
APP
$109B
$1.14M 0.01%
+28,600
New +$1.01M
KMI icon
954
Kinder Morgan
KMI
$68.4B
$1.14M 0.01%
+68,576
New +$1.18M
PAG icon
955
CALL
Penske Automotive Group
PAG
$14.1B
$1.14M 0.01%
+6,800
New +$1.14M
AON icon
956
PUT
Aon
AON
$63.8B
$1.13M 0.01%
3,500
-4,600
-57% -$1.52M
BP icon
957
CALL
BP
BP
$117B
$1.13M 0.01%
29,300
-47,200
-62% -$1.75M
AMT icon
958
American Tower
AMT
$82.2B
$1.13M 0.01%
+6,896
New +$1.26M
APD icon
959
CALL
Air Products & Chemicals
APD
$63.9B
$1.13M 0.01%
4,000
-3,000
-43% -$880K
LNC icon
960
PUT
Lincoln National
LNC
$8.13B
$1.13M 0.01%
45,900
+14,200
+45% +$371K
VMC icon
961
CALL
Vulcan Materials
VMC
$31.7B
$1.13M 0.01%
5,600
+1,900
+51% +$413K
TBT icon
962
ProShares Trust UltraShort Lehman 20+ Year Treasury
TBT
$315M
$1.13M 0.01%
28,793
-70,914
-71% -$2.39M
AA icon
963
CALL
Alcoa
AA
$12.2B
$1.13M 0.01%
38,800
-44,900
-54% -$1.41M
WAL icon
964
PUT
Western Alliance Bancorporation
WAL
$8.49B
$1.13M 0.01%
24,500
+18,500
+308% +$874K
DGX icon
965
Quest Diagnostics
DGX
$27.3B
$1.12M 0.01%
9,228
+7,543
+448% +$1.01M
MOS icon
966
The Mosaic Company
MOS
$7.88B
$1.12M 0.01%
31,530
+24,762
+366% +$950K
SGOL icon
967
abrdn Physical Gold Shares ETF
SGOL
$7.14B
$1.12M 0.01%
+63,161
New +$1.16M
CRSP icon
968
CALL
CRISPR Therapeutics
CRSP
$5.05B
$1.12M 0.01%
24,600
+3,300
+15% +$170K
PAYC icon
969
CALL
Paycom
PAYC
$10.3B
$1.11M 0.01%
4,300
-800
-16% -$244K
ENVX icon
970
CALL
Enovix
ENVX
$641M
$1.11M 0.01%
101,486
+28,229
+39% +$403K
ALKS icon
971
Alkermes
ALKS
$7.73B
$1.11M 0.01%
39,773
+20,282
+104% +$595K
CLX icon
972
PUT
Clorox
CLX
$10.3B
$1.11M 0.01%
8,500
-2,400
-22% -$365K
ASO icon
973
CALL
Academy Sports + Outdoors
ASO
$3.1B
$1.11M 0.01%
23,400
+8,900
+61% +$476K
CIEN icon
974
CALL
Ciena
CIEN
$48.3B
$1.11M 0.01%
23,400
+12,900
+123% +$569K
APD icon
975
PUT
Air Products & Chemicals
APD
$63.9B
$1.11M 0.01%
3,900
-4,900
-56% -$1.44M
37 38
39
40 41

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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 $1.07B of net new capital in Q3 2023, opening 960 new positions and adding to 1,028 existing holdings. Its largest new stake was Walmart Inc: 1,092,258 shares worth $58.2M.

By sector, the portfolio is most concentrated in Miscellaneous at 82% of assets, down from 85% a quarter earlier, followed by Technology and Consumer Discretionary.

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 813 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.