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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
NICE icon
1451
PUT
Nice
NICE
$5.79B
$561K 0.01%
+3,300
New +$657K
AR icon
1452
CALL
Antero Resources
AR
$11.1B
$561K 0.01%
22,100
-35,000
-61% -$903K
PLL
1453
PUT
DELISTED
Piedmont Lithium
PLL
$560K 0.01%
14,100
+5,400
+62% +$262K
VSXY
1454
PUT
Victoria's Secret
VSXY
$7.05B
$559K 0.01%
33,500
-3,400
-9% -$64.3K
TIP icon
1455
iShares TIPS Bond ETF
TIP
$14.6B
$559K 0.01%
5,385
+163
+3% +$17.2K
ZBRA icon
1456
Zebra Technologies
ZBRA
$14B
$558K 0.01%
2,357
+1,115
+90% +$303K
VSXY
1457
CALL
Victoria's Secret
VSXY
$7.05B
$557K 0.01%
33,400
-40,500
-55% -$766K
IGE icon
1458
iShares North American Natural Resources ETF
IGE
$741M
$556K 0.01%
13,369
-5,513
-29% -$227K
ADP icon
1459
PUT
Automatic Data Processing
ADP
$106B
$553K 0.01%
2,300
-15,100
-87% -$3.68M
FSLY icon
1460
PUT
Fastly Inc
FSLY
$3.55B
$552K 0.01%
28,800
+4,800
+20% +$93.7K
PPLT
1461
abrdn Physical Platinum Shares ETF
PPLT
$1.9B
$551K 0.01%
+65,900
New +$566K
PVH icon
1462
CALL
PVH
PVH
$4B
$551K 0.01%
7,200
+2,300
+47% +$190K
LYB icon
1463
LyondellBasell Industries
LYB
$20B
$549K 0.01%
+5,800
New +$558K
ALNY icon
1464
PUT
Alnylam Pharmaceuticals
ALNY
$27.5B
$549K 0.01%
+3,100
New +$591K
AGL icon
1465
PUT
Agilon Health
AGL
$1.53B
$549K 0.01%
+1,236
New +$558K
SPLV icon
1466
Invesco S&P 500 Low Volatility ETF
SPLV
$7.21B
$548K 0.01%
9,321
+2,603
+39% +$161K
CX icon
1467
Cemex
CX
$17.1B
$548K 0.01%
+84,278
New +$626K
STNG icon
1468
PUT
Scorpio Tankers
STNG
$3.9B
$547K 0.01%
10,100
-32,100
-76% -$1.57M
TPR icon
1469
CALL
Tapestry
TPR
$30.8B
$546K 0.01%
+19,000
New +$696K
PFSI icon
1470
PUT
PennyMac Financial
PFSI
$3.92B
$546K 0.01%
8,200
-12,800
-61% -$921K
ASAN icon
1471
PUT
Asana
ASAN
$1.92B
$546K 0.01%
29,800
+14,500
+95% +$303K
GFI icon
1472
Gold Fields
GFI
$29B
$545K 0.01%
50,205
+26,578
+112% +$350K
IYT icon
1473
iShares US Transportation ETF
IYT
$2.23B
$544K 0.01%
+9,316
New +$582K
SMMU icon
1474
PIMCO Short Term Municipal Bond Active Exchange-Traded Fund
SMMU
$1.14B
$543K 0.01%
11,083
+5,971
+117% +$295K
RGLD icon
1475
Royal Gold
RGLD
$16.8B
$542K 0.01%
5,093
-17,944
-78% -$2.04M
57 58
59
60 61

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OAM
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NOCM
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TIM
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QIM
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RB
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OMG
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MCM
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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 $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.