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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
DPZ icon
501
PUT
Domino's
DPZ
$11.5B
$3.3M 0.03%
8,000
+900
+13% +$338K
WM icon
502
CALL
Waste Management
WM
$90.6B
$3.3M 0.03%
18,400
-500
-3% -$83.8K
DASH icon
503
DoorDash
DASH
$85.5B
$3.26M 0.03%
32,961
-142,983
-81% -$12.7M
PNC icon
504
CALL
PNC Financial Services
PNC
$99.7B
$3.25M 0.03%
21,000
-17,900
-46% -$2.32M
LW icon
505
PUT
Lamb Weston
LW
$7.22B
$3.24M 0.03%
30,000
-28,600
-49% -$2.75M
CRSP icon
506
CALL
CRISPR Therapeutics
CRSP
$4.73B
$3.23M 0.03%
51,600
+27,000
+110% +$1.49M
F icon
507
CALL
Ford
F
$58.5B
$3.23M 0.03%
264,900
-110,300
-29% -$1.23M
HPQ icon
508
HP
HPQ
$24.9B
$3.23M 0.03%
107,287
+75,531
+238% +$2.12M
CAH icon
509
CALL
Cardinal Health
CAH
$53.9B
$3.23M 0.03%
32,000
+20,600
+181% +$2.04M
GNRC icon
510
PUT
Generac Holdings
GNRC
$11.6B
$3.22M 0.03%
24,900
-66,600
-73% -$7.31M
SMG icon
511
ScottsMiracle-Gro
SMG
$3.82B
$3.21M 0.03%
+50,306
New +$2.72M
CTAS icon
512
PUT
Cintas
CTAS
$81.9B
$3.19M 0.03%
21,200
+16,400
+342% +$2.2M
ROST icon
513
CALL
Ross Stores
ROST
$80.5B
$3.18M 0.03%
23,000
+8,900
+63% +$1.11M
NEE icon
514
CALL
NextEra Energy
NEE
$181B
$3.18M 0.03%
52,400
+13,000
+33% +$741K
ROKU icon
515
CALL
Roku
ROKU
$21.5B
$3.18M 0.03%
34,700
-36,500
-51% -$3.05M
XLE icon
516
State Street Energy Select Sector SPDR ETF
XLE
$39.6B
$3.17M 0.03%
75,600
+47,256
+167% +$2.02M
DE icon
517
PUT
Deere & Co
DE
$160B
$3.16M 0.03%
7,900
-23,400
-75% -$8.82M
EXPE icon
518
PUT
Expedia Group
EXPE
$35.4B
$3.16M 0.03%
20,800
-9,600
-32% -$1.18M
HAL icon
519
PUT
Halliburton
HAL
$26.9B
$3.16M 0.03%
87,300
+55,500
+175% +$2.13M
AR icon
520
PUT
Antero Resources
AR
$11.1B
$3.15M 0.03%
138,700
-10,500
-7% -$266K
MGM icon
521
CALL
MGM Resorts International
MGM
$11.4B
$3.15M 0.03%
70,400
-3,800
-5% -$149K
DECK icon
522
PUT
Deckers Outdoor
DECK
$13.2B
$3.14M 0.03%
28,200
-18,600
-40% -$1.89M
PGR icon
523
PUT
Progressive
PGR
$123B
$3.14M 0.03%
19,700
-6,500
-25% -$1.02M
PSX icon
524
PUT
Phillips 66
PSX
$84.9B
$3.12M 0.03%
23,400
-700
-3% -$83.7K
CVNA icon
525
Carvana
CVNA
$68.6B
$3.11M 0.03%
+293,500
New +$2.2M
19 20
21
22 23

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NOCM
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QIM
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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.