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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
DGX icon
601
PUT
Quest Diagnostics
DGX
$25.7B
$2.54M 0.02%
18,400
+3,200
+21% +$421K
COF icon
602
CALL
Capital One
COF
$128B
$2.53M 0.02%
19,300
+1,900
+11% +$205K
COR icon
603
PUT
Cencora
COR
$60.6B
$2.53M 0.02%
12,300
+6,300
+105% +$1.23M
TSN icon
604
PUT
Tyson Foods
TSN
$20.4B
$2.52M 0.02%
46,900
-23,600
-33% -$1.15M
PM icon
605
CALL
Philip Morris
PM
$297B
$2.51M 0.02%
26,700
+19,500
+271% +$1.8M
SPYM
606
State Street SPDR Portfolio S&P 500 ETF
SPYM
$161B
$2.51M 0.02%
44,875
+575
+1% +$30.1K
NUE icon
607
CALL
Nucor
NUE
$58.6B
$2.51M 0.02%
14,400
+7,900
+122% +$1.25M
SCHO icon
608
Schwab Short-Term US Treasury ETF
SCHO
$12.8B
$2.5M 0.02%
103,252
+84,024
+437% +$2.02M
SU icon
609
PUT
Suncor Energy
SU
$79.4B
$2.5M 0.02%
78,000
-88,200
-53% -$2.88M
SPLK
610
PUT
DELISTED
Splunk Inc
SPLK
$2.5M 0.02%
16,400
-16,200
-50% -$2.42M
GDDY icon
611
CALL
GoDaddy
GDDY
$11B
$2.49M 0.02%
23,500
+18,900
+411% +$1.69M
ALGN icon
612
PUT
Align Technology
ALGN
$12.1B
$2.49M 0.02%
9,100
+3,500
+63% +$830K
ILMN icon
613
CALL
Illumina
ILMN
$31B
$2.49M 0.02%
18,401
+11,925
+184% +$1.38M
EL icon
614
CALL
Estee Lauder
EL
$30.4B
$2.49M 0.02%
17,000
-35,100
-67% -$4.66M
AA icon
615
CALL
Alcoa
AA
$11.9B
$2.46M 0.02%
72,400
+33,600
+87% +$909K
VGK icon
616
Vanguard FTSE Europe ETF
VGK
$30.7B
$2.46M 0.02%
+38,094
New +$2.28M
COR icon
617
CALL
Cencora
COR
$60.6B
$2.44M 0.02%
11,900
+3,200
+37% +$625K
LUV icon
618
Southwest Airlines
LUV
$22B
$2.44M 0.02%
84,595
-31,570
-27% -$821K
THC icon
619
PUT
Tenet Healthcare
THC
$20.5B
$2.44M 0.02%
32,300
+22,700
+236% +$1.44M
HLT icon
620
CALL
Hilton Worldwide
HLT
$72.1B
$2.44M 0.02%
13,400
+2,800
+26% +$457K
APP icon
621
Applovin
APP
$133B
$2.44M 0.02%
61,129
+48,047
+367% +$1.88M
SOFI icon
622
CALL
SoFi Technologies
SOFI
$21B
$2.42M 0.02%
243,400
+24,000
+11% +$191K
AFRM icon
623
Affirm
AFRM
$23.9B
$2.41M 0.02%
49,042
-168,130
-77% -$4.86M
BIL icon
624
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
BIL
$47.1B
$2.39M 0.02%
26,205
-38,723
-60% -$3.55M
FNV icon
625
Franco-Nevada
FNV
$41.1B
$2.39M 0.02%
+21,571
New +$2.62M
23 24
25
26 27

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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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OMG
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MCM
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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.