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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
AZO icon
526
PUT
AutoZone
AZO
$49.2B
$3.1M 0.03%
1,200
– –
KRE icon
527
CALL
State Street SPDR S&P Regional Banking ETF
KRE
$4.5B
$3.09M 0.03%
59,000
+15,100
+34% +$675K
DD icon
528
CALL
DuPont de Nemours
DD
$18.5B
$3.08M 0.03%
31,946
+3,664
+13% +$333K
CHTR icon
529
PUT
Charter Communications
CHTR
$17.3B
$3.07M 0.03%
7,900
+5,900
+295% +$2.41M
B
530
PUT
Barrick Mining
B
$61.5B
$3.07M 0.03%
169,700
-9,200
-5% -$151K
NVS icon
531
PUT
Novartis
NVS
$297B
$3.07M 0.03%
30,400
+10,600
+54% +$1.02M
KMX icon
532
CALL
CarMax
KMX
$8.13B
$3.05M 0.03%
39,800
+26,800
+206% +$1.8M
S icon
533
PUT
SentinelOne
S
$6.53B
$3.05M 0.03%
111,000
+25,700
+30% +$498K
CMI icon
534
CALL
Cummins
CMI
$87.5B
$3.02M 0.03%
12,600
+2,500
+25% +$568K
TTWO icon
535
CALL
Take-Two Interactive
TTWO
$45.4B
$2.99M 0.03%
18,600
-4,900
-21% -$731K
ANF icon
536
PUT
Abercrombie & Fitch
ANF
$4.42B
$2.99M 0.03%
33,900
+13,200
+64% +$939K
TMUS icon
537
T-Mobile US
TMUS
$185B
$2.98M 0.03%
18,572
-42,257
-69% -$6.25M
HCA icon
538
CALL
HCA Healthcare
HCA
$87.2B
$2.98M 0.03%
11,000
+3,200
+41% +$791K
T icon
539
CALL
AT&T
T
$159B
$2.97M 0.03%
177,200
-148,400
-46% -$2.34M
UAL icon
540
United Airlines
UAL
$39.4B
$2.95M 0.03%
71,380
-8,895
-11% -$350K
VRTX icon
541
PUT
Vertex Pharmaceuticals
VRTX
$121B
$2.93M 0.03%
7,200
-5,700
-44% -$2.11M
SE icon
542
Sea Limited
SE
$65.4B
$2.92M 0.03%
+72,166
New +$2.94M
TQQQ icon
543
ProShares UltraPro QQQ
TQQQ
$32.1B
$2.91M 0.03%
114,880
+77,564
+208% +$1.61M
FICO icon
544
CALL
Fair Isaac
FICO
$24.3B
$2.91M 0.03%
2,500
-3,600
-59% -$3.62M
PEP icon
545
PepsiCo
PEP
$190B
$2.91M 0.03%
17,114
+1,690
+11% +$280K
MPWR icon
546
PUT
Monolithic Power Systems
MPWR
$70.1B
$2.9M 0.03%
4,600
-5,500
-54% -$2.87M
VWO icon
547
Vanguard FTSE Emerging Markets ETF
VWO
$121B
$2.89M 0.03%
70,291
+64,321
+1,077% +$2.55M
WSM icon
548
CALL
Williams-Sonoma
WSM
$26.9B
$2.89M 0.03%
28,600
-15,400
-35% -$1.33M
RACE icon
549
CALL
Ferrari
RACE
$69.2B
$2.88M 0.03%
8,500
+3,300
+63% +$1.1M
AEP icon
550
PUT
American Electric Power
AEP
$69.6B
$2.88M 0.03%
35,400
+5,100
+17% +$396K
20 21
22
23 24

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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.