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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
ZS icon
376
PUT
Zscaler
ZS
$24.5B
$4.67M 0.05%
21,100
-31,400
-60% -$5.81M
DUK icon
377
PUT
Duke Energy
DUK
$97.8B
$4.67M 0.05%
48,100
+22,700
+89% +$2.06M
PEP icon
378
CALL
PepsiCo
PEP
$190B
$4.65M 0.05%
27,400
-13,600
-33% -$2.26M
OIH icon
379
CALL
VanEck Oil Services ETF
OIH
$2.06B
$4.64M 0.04%
15,000
+14,000
+1,400% +$4.49M
HD icon
380
Home Depot
HD
$331B
$4.62M 0.04%
13,345
-14,178
-52% -$4.39M
NET icon
381
Cloudflare
NET
$99B
$4.61M 0.04%
55,356
+16,827
+44% +$1.18M
AXP icon
382
American Express
AXP
$227B
$4.59M 0.04%
24,480
-6,254
-20% -$1.01M
SPOT icon
383
PUT
Spotify
SPOT
$103B
$4.59M 0.04%
24,400
+6,100
+33% +$1.07M
LOW icon
384
PUT
Lowe's Companies
LOW
$117B
$4.56M 0.04%
20,500
+16,100
+366% +$3.26M
BUD icon
385
AB InBev
BUD
$167B
$4.56M 0.04%
70,590
+56,505
+401% +$3.34M
TECK icon
386
PUT
Teck Resources
TECK
$29.6B
$4.56M 0.04%
107,900
+44,100
+69% +$1.69M
KMI icon
387
CALL
Kinder Morgan
KMI
$71.7B
$4.56M 0.04%
258,300
+109,900
+74% +$1.87M
LUV icon
388
PUT
Southwest Airlines
LUV
$22B
$4.55M 0.04%
157,600
-176,900
-53% -$4.6M
CDNS icon
389
CALL
Cadence Design Systems
CDNS
$93.6B
$4.55M 0.04%
16,700
+2,800
+20% +$721K
TSN icon
390
Tyson Foods
TSN
$20.4B
$4.53M 0.04%
+84,270
New +$4.09M
MOS icon
391
The Mosaic Company
MOS
$7.03B
$4.52M 0.04%
126,489
+94,959
+301% +$3.35M
ON icon
392
CALL
ON Semiconductor
ON
$31.8B
$4.51M 0.04%
54,000
+7,300
+16% +$574K
W icon
393
Wayfair
W
$11.2B
$4.51M 0.04%
73,099
-69,368
-49% -$3.63M
DPZ icon
394
CALL
Domino's
DPZ
$11.5B
$4.49M 0.04%
10,900
+800
+8% +$300K
SEDG icon
395
CALL
SolarEdge
SEDG
$2.51B
$4.47M 0.04%
47,800
-54,200
-53% -$4.93M
JBL icon
396
CALL
Jabil
JBL
$33B
$4.46M 0.04%
35,000
+21,900
+167% +$2.79M
PYPL icon
397
CALL
PayPal
PYPL
$48.9B
$4.45M 0.04%
72,500
-256,900
-78% -$14.7M
SMH icon
398
PUT
VanEck Semiconductor ETF
SMH
$65.2B
$4.44M 0.04%
25,400
+1,400
+6% +$219K
FANG icon
399
PUT
Diamondback Energy
FANG
$57.1B
$4.44M 0.04%
28,600
+12,900
+82% +$2.02M
BTU icon
400
CALL
Peabody Energy
BTU
$2.6B
$4.43M 0.04%
182,300
+152,000
+502% +$3.67M
14 15
16
17 18

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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.