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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
GD icon
426
CALL
General Dynamics
GD
$104B
$4.08M 0.04%
15,700
+3,300
+27% +$805K
FANG icon
427
CALL
Diamondback Energy
FANG
$57.1B
$4.05M 0.04%
26,100
+12,300
+89% +$1.93M
BURL icon
428
CALL
Burlington
BURL
$23.2B
$4.05M 0.04%
20,800
-20,400
-50% -$3.04M
DECK icon
429
CALL
Deckers Outdoor
DECK
$13.2B
$4.01M 0.04%
36,000
+13,200
+58% +$1.34M
DOCU
430
CALL
DocuSign
DOCU
$10.5B
$4M 0.04%
67,300
-231,500
-77% -$10.6M
BBY icon
431
PUT
Best Buy
BBY
$18.2B
$3.99M 0.04%
51,000
+22,800
+81% +$1.61M
BBY icon
432
CALL
Best Buy
BBY
$18.2B
$3.98M 0.04%
50,900
-37,300
-42% -$2.63M
XBI icon
433
CALL
State Street SPDR S&P Biotech ETF
XBI
$9.95B
$3.97M 0.04%
44,500
+32,600
+274% +$2.42M
KHC icon
434
PUT
Kraft Heinz
KHC
$30.7B
$3.97M 0.04%
107,300
-42,700
-28% -$1.45M
IVV icon
435
CALL
iShares Core S&P 500 ETF
IVV
$878B
$3.96M 0.04%
8,300
+3,200
+63% +$1.43M
WM icon
436
PUT
Waste Management
WM
$90.6B
$3.96M 0.04%
22,100
+3,000
+16% +$503K
PENN icon
437
PUT
PENN Entertainment
PENN
$2.75B
$3.95M 0.04%
151,900
+90,200
+146% +$2.09M
CCL icon
438
CALL
Carnival Corporation Ltd
CCL
$38.1B
$3.94M 0.04%
212,500
-255,700
-55% -$3.71M
EXPE icon
439
Expedia Group
EXPE
$35.4B
$3.94M 0.04%
25,953
+13,080
+102% +$1.6M
IEMG icon
440
iShares Core MSCI Emerging Markets ETF
IEMG
$150B
$3.93M 0.04%
77,725
+24,951
+47% +$1.21M
ON icon
441
PUT
ON Semiconductor
ON
$31.8B
$3.92M 0.04%
46,900
+7,200
+18% +$566K
STZ icon
442
CALL
Constellation Brands
STZ
$22.2B
$3.92M 0.04%
16,200
+14,600
+913% +$3.47M
BILL icon
443
PUT
BILL Holdings
BILL
$4.49B
$3.91M 0.04%
47,900
-3,800
-7% -$312K
SPR
444
CALL
DELISTED
Spirit AeroSystems
SPR
$3.9M 0.04%
122,800
+39,100
+47% +$959K
HSY icon
445
PUT
Hershey
HSY
$35.5B
$3.9M 0.04%
20,900
-6,200
-23% -$1.17M
DASH icon
446
CALL
DoorDash
DASH
$85.5B
$3.88M 0.04%
39,200
-31,900
-45% -$2.83M
OXY icon
447
CALL
Occidental Petroleum
OXY
$56.8B
$3.88M 0.04%
64,900
-23,500
-27% -$1.43M
BP icon
448
BP
BP
$116B
$3.87M 0.04%
109,450
+3,859
+4% +$141K
AZN icon
449
CALL
AstraZeneca
AZN
$263B
$3.87M 0.04%
28,700
+3,400
+13% +$442K
ANF icon
450
CALL
Abercrombie & Fitch
ANF
$4.42B
$3.86M 0.04%
43,700
+26,700
+157% +$1.9M
16 17
18
19 20

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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.