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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
XPO icon
951
PUT
XPO
XPO
$23.5B
$1.18M 0.01%
13,500
+5,700
+73% +$464K
PAYC icon
952
CALL
Paycom
PAYC
$7.64B
$1.18M 0.01%
5,700
+1,400
+33% +$296K
HAL icon
953
CALL
Halliburton
HAL
$26.9B
$1.17M 0.01%
32,500
+21,700
+201% +$834K
LTHM
954
DELISTED
Livent Corporation
LTHM
$1.17M 0.01%
+65,343
New +$1.02M
ESTC icon
955
PUT
Elastic
ESTC
$6.84B
$1.17M 0.01%
10,400
+3,900
+60% +$347K
EWZ icon
956
CALL
iShares MSCI Brazil ETF
EWZ
$9.28B
$1.17M 0.01%
33,400
-39,800
-54% -$1.29M
CSIQ icon
957
CALL
Canadian Solar
CSIQ
$1.02B
$1.17M 0.01%
44,500
+34,000
+324% +$751K
LEN icon
958
CALL
Lennar Class A
LEN
$19.8B
$1.16M 0.01%
8,057
-3,203
-28% -$386K
TREE icon
959
LendingTree
TREE
$447M
$1.16M 0.01%
+38,248
New +$693K
FIS icon
960
PUT
Fidelity National Information Services
FIS
$23.1B
$1.16M 0.01%
19,300
+10,500
+119% +$576K
PSA icon
961
CALL
Public Storage
PSA
$60.5B
$1.16M 0.01%
3,800
+2,700
+245% +$716K
ABR icon
962
Arbor Realty Trust
ABR
$964M
$1.15M 0.01%
+75,929
New +$1.04M
ITW icon
963
PUT
Illinois Tool Works
ITW
$82.6B
$1.15M 0.01%
4,400
+1,300
+42% +$312K
RVTY icon
964
CALL
Revvity
RVTY
$12.6B
$1.15M 0.01%
+10,500
New +$1.01M
LRN icon
965
PUT
Stride
LRN
$3.41B
$1.15M 0.01%
+19,300
New +$1.06M
LIN icon
966
Linde
LIN
$221B
$1.14M 0.01%
+2,780
New +$1.1M
ALK icon
967
PUT
Alaska Air
ALK
$5.29B
$1.14M 0.01%
29,200
-17,700
-38% -$631K
BBWI icon
968
Bath & Body Works
BBWI
$4.06B
$1.14M 0.01%
26,298
+19,551
+290% +$660K
ARKK icon
969
ARK Innovation ETF
ARKK
$5.64B
$1.13M 0.01%
21,650
+14,768
+215% +$639K
GAP
970
PUT
The Gap Inc
GAP
$7.23B
$1.13M 0.01%
54,100
+21,800
+67% +$351K
AGNC icon
971
PUT
AGNC Investment
AGNC
$12.4B
$1.13M 0.01%
115,200
+17,500
+18% +$154K
CHTR icon
972
Charter Communications
CHTR
$17.3B
$1.13M 0.01%
+2,906
New +$1.18M
ALL icon
973
CALL
Allstate
ALL
$68B
$1.12M 0.01%
8,000
+200
+3% +$26.1K
ERX icon
974
Direxion Daily Energy Bull 2X ETF
ERX
$238M
$1.12M 0.01%
19,792
-2,593
-12% -$153K
ONON icon
975
CALL
On Holding
ONON
$12.1B
$1.11M 0.01%
41,300
-24,000
-37% -$654K
37 38
39
40 41

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OAM
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NOCM
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TIM
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QIM
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OMG
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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.