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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
+14.88%
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
$10.3B
AUM Growth
+$916M
Cap. Flow
-$292M
Cap. Flow %
-2.82%
Top 10 Hldgs %
18.09%
Holding
3,829
New
962
Increased
962
Reduced
1,013
Closed
861

Top Buys

Rank Stock Value
1
NVDA icon
NVIDIA
NVDA
+$48.9M
2
NFLX icon
Netflix
NFLX
+$43.8M
3
AAPL icon
Apple
AAPL
+$42M
4
V icon
Visa
V
+$32.2M
5
MU icon
Micron Technology
MU
+$25.2M

Top Sells

Rank Stock Value
1
SPY icon
State Street SPDR S&P 500 ETF Trust
SPY
+$163M
2
META icon
Meta Platforms (Facebook)
META
+$74.9M
3
TSLA icon
Tesla
TSLA
+$51.4M
4
WMT icon
Walmart Inc
WMT
+$42.8M
5
MA icon
Mastercard
MA
+$34.7M

Sector Composition

Rank Sector Weight
1 Technology 6.75%
2 Consumer Discretionary 3.52%
3 Financials 1.69%
4 Communication Services 1.58%
5 Healthcare 1.44%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
ELV icon
326
CALL
Elevance Health
ELV
$81.5B
$5.85M 0.06%
12,400
+5,000
+68% +$2.31M
FSLR icon
327
PUT
First Solar
FSLR
$22.7B
$5.84M 0.06%
33,900
+3,200
+10% +$489K
DHR icon
328
CALL
Danaher
DHR
$137B
$5.83M 0.06%
25,200
+19,898
+375% +$4.23M
DXCM icon
329
PUT
DexCom
DXCM
$32.2B
$5.82M 0.06%
46,900
+35,300
+304% +$3.61M
CCL icon
330
PUT
Carnival Corporation Ltd
CCL
$38.1B
$5.81M 0.06%
313,400
-375,300
-54% -$5.45M
W icon
331
PUT
Wayfair
W
$11.2B
$5.81M 0.06%
94,100
-31,400
-25% -$1.64M
MRK icon
332
Merck
MRK
$322B
$5.77M 0.06%
52,919
+50,219
+1,860% +$5.21M
SNAP icon
333
CALL
Snap
SNAP
$7.89B
$5.75M 0.06%
339,500
+232,900
+218% +$2.86M
BMY icon
334
Bristol-Myers Squibb
BMY
$133B
$5.69M 0.06%
110,973
-212,599
-66% -$11.2M
NEM icon
335
PUT
Newmont
NEM
$98.7B
$5.69M 0.06%
137,400
-121,700
-47% -$4.7M
DLTR icon
336
PUT
Dollar Tree
DLTR
$24.4B
$5.68M 0.05%
40,000
-200
-0.5% -$23.7K
KR icon
337
PUT
Kroger
KR
$35.4B
$5.66M 0.05%
123,800
+80,800
+188% +$3.59M
AA icon
338
Alcoa
AA
$11.9B
$5.56M 0.05%
163,637
+100,099
+158% +$2.71M
TTD icon
339
CALL
Trade Desk
TTD
$8.48B
$5.51M 0.05%
76,600
-82,700
-52% -$6.08M
MO icon
340
CALL
Altria Group
MO
$114B
$5.51M 0.05%
136,600
+12,000
+10% +$496K
XOP icon
341
CALL
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$3.65B
$5.49M 0.05%
40,100
+37,800
+1,643% +$5.32M
CMCSA icon
342
CALL
Comcast
CMCSA
$85B
$5.4M 0.05%
123,100
+61,400
+100% +$2.63M
DIS icon
343
CALL
Walt Disney
DIS
$167B
$5.39M 0.05%
59,700
-209,700
-78% -$18.5M
ETSY icon
344
PUT
Etsy
ETSY
$7.75B
$5.37M 0.05%
66,300
-108,300
-62% -$7.75M
ETSY icon
345
CALL
Etsy
ETSY
$7.75B
$5.35M 0.05%
66,000
-79,200
-55% -$5.67M
DAL icon
346
PUT
Delta Air Lines
DAL
$57.5B
$5.34M 0.05%
132,800
-307,000
-70% -$11.1M
LNG icon
347
CALL
Cheniere Energy
LNG
$55.2B
$5.33M 0.05%
31,200
+20,400
+189% +$3.51M
AMR icon
348
CALL
Alpha Metallurgical Resources
AMR
$1.74B
$5.25M 0.05%
15,500
+7,400
+91% +$1.95M
SEDG icon
349
PUT
SolarEdge
SEDG
$2.51B
$5.24M 0.05%
56,000
-83,900
-60% -$7.64M
WYNN icon
350
CALL
Wynn Resorts
WYNN
$10.3B
$5.21M 0.05%
57,200
+17,400
+44% +$1.54M
12 13
14
15 16

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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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Two Sigma Securities's Q4 2023 Portfolio in Review

As of Q4 2023, Two Sigma Securities held 3,829 positions worth $10.3B, up 9.7% from $9.43B the previous quarter. Its ten largest holdings account for 18% of the portfolio.

Two Sigma Securities's Q4 2023 filing shows 962 new, 962 increased, 1,013 reduced and 861 closed positions. Its largest new stake was Micron Technology: 338,903 shares worth $28.9M. The largest sale was State Street SPDR S&P 500 ETF Trust, an estimated $163M.

By sector, the portfolio is most concentrated in Technology at 6.7% of assets, up from 5.6% a quarter earlier, followed by Consumer Discretionary and Financials.

  • Two Sigma Securities's largest Q4 2023 buy was Micron Technology: 338,903 shares worth $28.9M.
  • Two Sigma Securities added most to NVIDIA in Q4 2023, an estimated $48.9M increase.
  • Two Sigma Securities's biggest Q4 2023 reduction was State Street SPDR S&P 500 ETF Trust, cutting an estimated $163M.
  • Two Sigma Securities fully exited iShares Core US Aggregate Bond ETF in Q4 2023, selling an estimated $11.4M.
  • Two Sigma Securities's ten largest holdings make up 18% of its $10.3B portfolio in Q4 2023.
  • Two Sigma Securities opened 962 new positions and closed 861 in Q4 2023.
  • Two Sigma Securities's portfolio value rose 9.7% quarter-over-quarter to $10.3B.

Based on Two Sigma Securities's 13F filing for Q4 2023, filed 14 Feb 2024.