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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
RMBS icon
676
PUT
Rambus
RMBS
$9.87B
$2.1M 0.02%
+30,700
New +$1.91M
JBL icon
677
PUT
Jabil
JBL
$33B
$2.09M 0.02%
16,400
+10,900
+198% +$1.39M
FTNT icon
678
PUT
Fortinet
FTNT
$119B
$2.08M 0.02%
35,600
-27,300
-43% -$1.51M
CHWY icon
679
CALL
Chewy
CHWY
$9.25B
$2.08M 0.02%
87,900
-393,700
-82% -$7.76M
WIRE
680
DELISTED
Encore Wire Corp
WIRE
$2.08M 0.02%
9,720
+2,207
+29% +$420K
IT icon
681
CALL
Gartner
IT
$10.1B
$2.08M 0.02%
4,600
-4,100
-47% -$1.64M
AAP icon
682
PUT
Advance Auto Parts
AAP
$3.35B
$2.06M 0.02%
33,800
-75,200
-69% -$4.12M
MOS icon
683
PUT
The Mosaic Company
MOS
$7.03B
$2.05M 0.02%
57,500
-49,200
-46% -$1.74M
IVV icon
684
PUT
iShares Core S&P 500 ETF
IVV
$878B
$2.05M 0.02%
+4,300
New +$1.92M
DVA icon
685
CALL
DaVita
DVA
$15.4B
$2.05M 0.02%
19,600
+11,300
+136% +$1.04M
PARA
686
PUT
DELISTED
Paramount Global Class B
PARA
$2.05M 0.02%
138,400
-144,600
-51% -$1.94M
COF icon
687
PUT
Capital One
COF
$128B
$2.05M 0.02%
15,600
– –
AEP icon
688
CALL
American Electric Power
AEP
$69.6B
$2.04M 0.02%
25,100
-1,300
-5% -$101K
GEHC icon
689
PUT
GE HealthCare
GEHC
$30.7B
$2.03M 0.02%
26,300
+23,000
+697% +$1.61M
LYFT icon
690
Lyft
LYFT
$6.02B
$2.03M 0.02%
135,637
-21,463
-14% -$250K
XLK icon
691
CALL
State Street Technology Select Sector SPDR ETF
XLK
$115B
$2.02M 0.02%
21,000
+10,600
+102% +$944K
EOG icon
692
PUT
EOG Resources
EOG
$79.2B
$2.02M 0.02%
16,700
+11,200
+204% +$1.39M
NICE icon
693
PUT
Nice
NICE
$5.79B
$2.02M 0.02%
10,100
+6,800
+206% +$1.22M
STX icon
694
CALL
Seagate
STX
$194B
$2.01M 0.02%
23,600
-17,000
-42% -$1.27M
ALNY icon
695
CALL
Alnylam Pharmaceuticals
ALNY
$27.5B
$2.01M 0.02%
10,500
+8,500
+425% +$1.45M
ED icon
696
PUT
Consolidated Edison
ED
$40.1B
$2M 0.02%
22,000
+10,500
+91% +$938K
LHX icon
697
CALL
L3Harris
LHX
$51.6B
$2M 0.02%
9,500
-3,700
-28% -$694K
POOL icon
698
PUT
Pool Corp
POOL
$6.75B
$1.99M 0.02%
5,000
-2,200
-31% -$771K
NCLH icon
699
CALL
Norwegian Cruise Line
NCLH
$8.51B
$1.99M 0.02%
99,400
-17,300
-15% -$277K
XIFR
700
CALL
XPLR Infrastructure LP
XIFR
$1.12B
$1.99M 0.02%
65,500
+39,500
+152% +$1.01M
26 27
28
29 30

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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.