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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
GNRC icon
776
CALL
Generac Holdings
GNRC
$11.6B
$1.67M 0.02%
12,900
-37,100
-74% -$4.07M
IDXX icon
777
CALL
Idexx Laboratories
IDXX
$44.1B
$1.67M 0.02%
3,000
-5,200
-63% -$2.44M
FMC icon
778
PUT
FMC
FMC
$1.34B
$1.66M 0.02%
26,400
+14,800
+128% +$858K
IOT icon
779
PUT
Samsara
IOT
$21.7B
$1.66M 0.02%
49,800
+37,100
+292% +$1.03M
MRO
780
CALL
DELISTED
Marathon Oil Corporation
MRO
$1.66M 0.02%
68,800
+42,300
+160% +$1.09M
SAM icon
781
PUT
Boston Beer
SAM
$1.91B
$1.66M 0.02%
4,800
+2,900
+153% +$1.02M
PH icon
782
PUT
Parker-Hannifin
PH
$123B
$1.66M 0.02%
3,600
+1,500
+71% +$624K
M icon
783
CALL
Macy's
M
$6.53B
$1.66M 0.02%
82,400
-401,100
-83% -$5.8M
VEEV icon
784
CALL
Veeva Systems
VEEV
$33.1B
$1.66M 0.02%
8,600
-10,300
-54% -$1.94M
EQT icon
785
CALL
EQT Corp
EQT
$33.3B
$1.65M 0.02%
42,800
+2,800
+7% +$114K
SOXL icon
786
Direxion Daily Semiconductor Bull 3X ETF
SOXL
$16.7B
$1.65M 0.02%
52,693
-14,084
-21% -$310K
NU icon
787
Nu Holdings
NU
$69.2B
$1.65M 0.02%
198,111
+134,080
+209% +$1.08M
LLY icon
788
Eli Lilly
LLY
$1.02T
$1.64M 0.02%
2,819
-5,748
-67% -$3.36M
PENN icon
789
CALL
PENN Entertainment
PENN
$2.75B
$1.64M 0.02%
63,000
+12,000
+24% +$278K
BLDR icon
790
CALL
Builders FirstSource
BLDR
$7.15B
$1.64M 0.02%
9,800
+2,700
+38% +$359K
DUOL icon
791
CALL
Duolingo
DUOL
$6.28B
$1.63M 0.02%
7,200
-1,400
-16% -$272K
S icon
792
CALL
SentinelOne
S
$6.53B
$1.63M 0.02%
59,400
+5,000
+9% +$96.8K
DFS
793
CALL
DELISTED
Discover Financial Services
DFS
$1.63M 0.02%
14,500
-11,400
-44% -$1.05M
DRI icon
794
CALL
Darden Restaurants
DRI
$23.3B
$1.63M 0.02%
9,900
-9,700
-49% -$1.47M
HOOD icon
795
CALL
Robinhood
HOOD
$77.8B
$1.63M 0.02%
127,600
-77,000
-38% -$765K
VAC icon
796
CALL
Marriott Vacations Worldwide
VAC
$3.35B
$1.62M 0.02%
19,100
+12,700
+198% +$1.08M
OLLI icon
797
PUT
Ollie's Bargain Outlet
OLLI
$4.44B
$1.61M 0.02%
21,200
+15,800
+293% +$1.19M
ENVX icon
798
PUT
Enovix
ENVX
$892M
$1.6M 0.02%
146,286
-46,171
-24% -$453K
DISH
799
DELISTED
DISH Network Corp.
DISH
$1.6M 0.02%
277,537
+190,385
+218% +$854K
SPLK
800
CALL
DELISTED
Splunk Inc
SPLK
$1.6M 0.02%
10,500
-46,600
-82% -$6.96M
30 31
32
33 34

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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.