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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
XLV icon
651
CALL
State Street Health Care Select Sector SPDR ETF
XLV
$41.9B
$2.21M 0.02%
16,200
-10,800
-40% -$1.4M
XLF icon
652
State Street Financial Select Sector SPDR ETF
XLF
$56.7B
$2.21M 0.02%
58,700
+33,837
+136% +$1.17M
NCLH icon
653
PUT
Norwegian Cruise Line
NCLH
$8.51B
$2.2M 0.02%
109,700
+22,600
+26% +$363K
TECK icon
654
CALL
Teck Resources
TECK
$29.6B
$2.2M 0.02%
52,000
+21,000
+68% +$806K
SNAP icon
655
PUT
Snap
SNAP
$7.89B
$2.19M 0.02%
129,600
-89,500
-41% -$1.1M
CBRL icon
656
CALL
Cracker Barrel
CBRL
$1.26B
$2.19M 0.02%
28,400
+8,200
+41% +$588K
WOLF icon
657
CALL
Wolfspeed
WOLF
$1.23B
$2.18M 0.02%
50,200
+25,800
+106% +$936K
LH icon
658
PUT
Labcorp
LH
$25B
$2.18M 0.02%
9,600
+3,400
+55% +$714K
XLY icon
659
CALL
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$22.6B
$2.18M 0.02%
24,400
+11,200
+85% +$928K
EW icon
660
PUT
Edwards Lifesciences
EW
$49.6B
$2.17M 0.02%
28,400
+19,800
+230% +$1.38M
HAS icon
661
CALL
Hasbro
HAS
$13.2B
$2.16M 0.02%
42,400
+35,200
+489% +$1.78M
VST icon
662
CALL
Vistra
VST
$50B
$2.16M 0.02%
56,200
+10,400
+23% +$362K
O icon
663
PUT
Realty Income
O
$59.6B
$2.16M 0.02%
37,700
+28,300
+301% +$1.49M
VEEV icon
664
PUT
Veeva Systems
VEEV
$33.1B
$2.16M 0.02%
11,200
+1,000
+10% +$188K
GM icon
665
CALL
General Motors
GM
$80.4B
$2.16M 0.02%
60,000
+3,600
+6% +$111K
TSCO icon
666
PUT
Tractor Supply
TSCO
$16.1B
$2.15M 0.02%
50,000
-32,500
-39% -$1.33M
GKOS icon
667
Glaukos
GKOS
$9.83B
$2.13M 0.02%
+26,795
New +$1.83M
CAT icon
668
Caterpillar
CAT
$375B
$2.12M 0.02%
7,175
+4,222
+143% +$1.1M
AXON
669
CALL
Axon Enterprise
AXON
$42.5B
$2.12M 0.02%
8,200
+400
+5% +$90.1K
ADSK icon
670
CALL
Autodesk
ADSK
$49.5B
$2.12M 0.02%
8,700
-7,000
-45% -$1.51M
OKE icon
671
CALL
Oneok
OKE
$57.2B
$2.11M 0.02%
30,100
+16,000
+113% +$1.07M
UBER icon
672
Uber
UBER
$143B
$2.11M 0.02%
34,313
-45,216
-57% -$2.37M
SPTI icon
673
State Street SPDR Portfolio Intermediate Term Treasury ETF
SPTI
$10.4B
$2.11M 0.02%
73,875
-21,667
-23% -$601K
APD icon
674
CALL
Air Products & Chemicals
APD
$65.7B
$2.11M 0.02%
7,700
+3,700
+93% +$1.02M
APD icon
675
PUT
Air Products & Chemicals
APD
$65.7B
$2.11M 0.02%
7,700
+3,800
+97% +$1.04M
25 26
27
28 29

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NOCM
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TIM
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QIM
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RB
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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.