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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
ICSH icon
976
iShares Ultra Short Duration Bond Active ETF
ICSH
$8.07B
$1.11M 0.01%
+22,074
New +$1.11M
SPLK
977
DELISTED
Splunk Inc
SPLK
$1.11M 0.01%
+7,265
New +$1.09M
TRV icon
978
CALL
Travelers Companies
TRV
$78.1B
$1.1M 0.01%
5,800
+3,800
+190% +$658K
ALLY icon
979
Ally Financial
ALLY
$13.2B
$1.1M 0.01%
+31,600
New +$883K
IWB icon
980
iShares Russell 1000 ETF
IWB
$48.2B
$1.1M 0.01%
4,205
+2,513
+149% +$615K
CSIQ icon
981
PUT
Canadian Solar
CSIQ
$1.02B
$1.1M 0.01%
42,000
+33,300
+383% +$735K
ZION icon
982
PUT
Zions Bancorporation
ZION
$10.2B
$1.1M 0.01%
25,100
-20,900
-45% -$755K
DOW icon
983
Dow Inc
DOW
$21.9B
$1.1M 0.01%
20,065
-32,262
-62% -$1.65M
MCHP icon
984
PUT
Microchip Technology
MCHP
$40.3B
$1.1M 0.01%
12,200
-12,800
-51% -$1.04M
CNQ icon
985
PUT
Canadian Natural Resources
CNQ
$99.4B
$1.09M 0.01%
33,400
+18,600
+126% +$602K
AX icon
986
CALL
Axos Financial
AX
$5.77B
$1.09M 0.01%
+20,000
New +$835K
ECL icon
987
CALL
Ecolab
ECL
$78.1B
$1.09M 0.01%
5,500
+2,900
+112% +$522K
CDNS icon
988
PUT
Cadence Design Systems
CDNS
$93.6B
$1.09M 0.01%
4,000
-7,800
-66% -$2.01M
FISV
989
PUT
Fiserv Inc
FISV
$28.8B
$1.09M 0.01%
+8,200
New +$1.01M
HELE icon
990
CALL
Helen of Troy
HELE
$644M
$1.09M 0.01%
9,000
-6,600
-42% -$711K
TOST icon
991
PUT
Toast
TOST
$18.7B
$1.09M 0.01%
59,500
+43,400
+270% +$712K
WBD icon
992
PUT
Warner Bros
WBD
$65.9B
$1.09M 0.01%
95,400
-197,300
-67% -$2.13M
TER icon
993
PUT
Teradyne
TER
$57.6B
$1.09M 0.01%
10,000
+6,700
+203% +$636K
CHKP icon
994
CALL
Check Point Software Technologies
CHKP
$13B
$1.08M 0.01%
7,100
-12,200
-63% -$1.72M
PM icon
995
PUT
Philip Morris
PM
$297B
$1.08M 0.01%
11,500
+1,600
+16% +$147K
QRVO icon
996
CALL
Qorvo
QRVO
$7.99B
$1.08M 0.01%
9,600
– –
MRSH
997
CALL
Marsh
MRSH
$90.5B
$1.08M 0.01%
5,700
+1,100
+24% +$213K
ZION icon
998
CALL
Zions Bancorporation
ZION
$10.2B
$1.08M 0.01%
24,600
-1,600
-6% -$57.8K
PWR icon
999
PUT
Quanta Services
PWR
$100B
$1.08M 0.01%
5,000
+1,500
+43% +$277K
MET icon
1000
CALL
MetLife
MET
$61.9B
$1.08M 0.01%
16,300
+5,900
+57% +$369K
38 39
40
41 42

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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.