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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
PARA
801
DELISTED
Paramount Global Class B
PARA
$1.6M 0.02%
108,147
+51,960
+92% +$696K
XHB icon
802
PUT
State Street SPDR S&P Homebuilders ETF
XHB
$1.6B
$1.6M 0.02%
16,700
+12,000
+255% +$976K
USFR icon
803
WisdomTree Floating Rate Treasury Fund
USFR
$18.1B
$1.6M 0.02%
31,778
-259
-0.8% -$13K
DVA icon
804
PUT
DaVita
DVA
$15.4B
$1.59M 0.02%
15,200
+9,200
+153% +$850K
LNTH icon
805
PUT
Lantheus
LNTH
$6.49B
$1.59M 0.02%
25,600
+21,200
+482% +$1.44M
ADSK icon
806
PUT
Autodesk
ADSK
$49.5B
$1.58M 0.02%
6,500
-6,600
-50% -$1.43M
NICE icon
807
CALL
Nice
NICE
$5.79B
$1.58M 0.02%
7,900
+5,200
+193% +$935K
AXON
808
PUT
Axon Enterprise
AXON
$42.5B
$1.58M 0.02%
6,100
+100
+2% +$22.5K
XLF icon
809
PUT
State Street Financial Select Sector SPDR ETF
XLF
$56.7B
$1.58M 0.02%
41,900
+23,700
+130% +$820K
LI icon
810
PUT
Li Auto
LI
$13.4B
$1.57M 0.02%
42,000
-51,400
-55% -$1.85M
WING icon
811
PUT
Wingstop
WING
$3.53B
$1.57M 0.02%
6,100
+1,300
+27% +$281K
LMT icon
812
Lockheed Martin
LMT
$134B
$1.56M 0.02%
3,451
-6,023
-64% -$2.67M
SVXY icon
813
ProShares Short VIX Short-Term Futures ETF
SVXY
$228M
$1.56M 0.02%
30,226
+8,088
+37% +$373K
BNTX icon
814
CALL
BioNTech
BNTX
$22.9B
$1.56M 0.02%
14,800
+9,400
+174% +$947K
KEYS icon
815
CALL
Keysight
KEYS
$54.5B
$1.56M 0.02%
9,800
-4,200
-30% -$570K
PLD icon
816
Prologis
PLD
$135B
$1.56M 0.02%
11,691
+4,410
+61% +$501K
A icon
817
PUT
Agilent Technologies
A
$39.1B
$1.56M 0.02%
11,200
-300
-3% -$35.7K
COF icon
818
Capital One
COF
$128B
$1.56M 0.02%
11,875
+1,308
+12% +$141K
CROX icon
819
CALL
Crocs
CROX
$6.14B
$1.55M 0.02%
16,600
-35,500
-68% -$3.28M
PATH icon
820
CALL
UiPath
PATH
$6.61B
$1.55M 0.02%
62,400
-22,600
-27% -$441K
ILMN icon
821
PUT
Illumina
ILMN
$31B
$1.55M 0.01%
11,411
+6,991
+158% +$807K
FIS icon
822
CALL
Fidelity National Information Services
FIS
$23.1B
$1.54M 0.01%
25,700
-2,200
-8% -$121K
ESTC icon
823
CALL
Elastic
ESTC
$6.84B
$1.53M 0.01%
13,600
-4,700
-26% -$418K
BDX icon
824
Becton Dickinson
BDX
$45.6B
$1.53M 0.01%
+6,280
New +$1.55M
MKC icon
825
CALL
McCormick & Company Non-Voting
MKC
$13.7B
$1.53M 0.01%
22,300
+2,700
+14% +$177K
31 32
33
34 35

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NOCM
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TIM
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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.