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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
LOGI icon
701
PUT
Logitech
LOGI
$14.7B
$1.99M 0.02%
20,900
-13,400
-39% -$1.1M
RUN icon
702
CALL
Sunrun
RUN
$2.34B
$1.97M 0.02%
100,500
+45,200
+82% +$573K
DOW icon
703
PUT
Dow Inc
DOW
$21.9B
$1.97M 0.02%
35,900
-96,100
-73% -$4.91M
M icon
704
PUT
Macy's
M
$6.53B
$1.97M 0.02%
97,800
-341,800
-78% -$4.95M
BMRN icon
705
BioMarin Pharmaceuticals
BMRN
$11.6B
$1.96M 0.02%
20,308
+12,552
+162% +$1.11M
JPM icon
706
JPMorgan Chase
JPM
$935B
$1.95M 0.02%
11,464
-18,565
-62% -$2.81M
CMCSA icon
707
PUT
Comcast
CMCSA
$85B
$1.93M 0.02%
44,100
+6,500
+17% +$279K
MDY icon
708
CALL
State Street SPDR S&P MIDCAP 400 ETF Trust
MDY
$26.6B
$1.93M 0.02%
3,800
-900
-19% -$418K
HCA icon
709
PUT
HCA Healthcare
HCA
$87.2B
$1.92M 0.02%
7,100
+1,700
+31% +$420K
KRE icon
710
PUT
State Street SPDR S&P Regional Banking ETF
KRE
$4.5B
$1.92M 0.02%
36,600
+6,800
+23% +$304K
HPQ icon
711
CALL
HP
HPQ
$24.9B
$1.91M 0.02%
63,400
-16,400
-21% -$459K
CSL icon
712
Carlisle Companies
CSL
$14.3B
$1.91M 0.02%
6,105
+4,362
+250% +$1.2M
NE icon
713
PUT
Noble Corp
NE
$6.77B
$1.9M 0.02%
39,500
+31,600
+400% +$1.48M
BP icon
714
CALL
BP
BP
$116B
$1.89M 0.02%
53,400
+24,100
+82% +$883K
AR icon
715
CALL
Antero Resources
AR
$11.1B
$1.88M 0.02%
82,900
+60,800
+275% +$1.54M
NTAP icon
716
CALL
NetApp
NTAP
$35B
$1.88M 0.02%
21,300
+7,800
+58% +$628K
FMC icon
717
CALL
FMC
FMC
$1.34B
$1.87M 0.02%
29,700
+5,400
+22% +$313K
IOT icon
718
Samsara
IOT
$21.7B
$1.87M 0.02%
+56,018
New +$1.56M
STNG icon
719
Scorpio Tankers
STNG
$3.9B
$1.86M 0.02%
30,636
-2,454
-7% -$138K
SAIA icon
720
CALL
Saia
SAIA
$9.27B
$1.84M 0.02%
4,200
+2,700
+180% +$1.09M
BJ icon
721
CALL
BJs Wholesale Club
BJ
$12.5B
$1.84M 0.02%
27,600
-5,800
-17% -$393K
XOP icon
722
PUT
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$3.65B
$1.83M 0.02%
13,400
-10,100
-43% -$1.42M
DFS
723
PUT
DELISTED
Discover Financial Services
DFS
$1.83M 0.02%
16,300
-2,400
-13% -$222K
NVR icon
724
NVR
NVR
$16.5B
$1.83M 0.02%
261
+146
+127% +$901K
EL icon
725
Estee Lauder
EL
$30.4B
$1.82M 0.02%
12,477
+1,019
+9% +$135K
27 28
29
30 31

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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.