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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
AKAM icon
1001
PUT
Akamai
AKAM
$16.7B
$1.08M 0.01%
9,100
+2,400
+36% +$267K
MTZ icon
1002
PUT
MasTec
MTZ
$21.1B
$1.08M 0.01%
+14,200
New +$888K
SNA icon
1003
Snap-on
SNA
$21.2B
$1.08M 0.01%
3,722
+2,426
+187% +$655K
IBB icon
1004
iShares Biotechnology ETF
IBB
$9.34B
$1.07M 0.01%
7,900
+1,558
+25% +$190K
VSXY
1005
CALL
Victoria's Secret
VSXY
$7.05B
$1.07M 0.01%
40,200
+6,800
+20% +$144K
CNR
1006
PUT
Core Natural Resources Inc
CNR
$4.02B
$1.07M 0.01%
10,600
+7,100
+203% +$722K
SPB icon
1007
CALL
Spectrum Brands
SPB
$2.04B
$1.06M 0.01%
13,300
-2,300
-15% -$173K
ROK icon
1008
Rockwell Automation
ROK
$53.4B
$1.06M 0.01%
3,400
+2,470
+266% +$692K
LUV icon
1009
CALL
Southwest Airlines
LUV
$22B
$1.05M 0.01%
36,500
-243,700
-87% -$6.34M
FLEX icon
1010
PUT
Flex
FLEX
$41.7B
$1.05M 0.01%
+45,914
New +$919K
RIG icon
1011
Transocean
RIG
$5.89B
$1.05M 0.01%
165,868
+123,533
+292% +$827K
CLF icon
1012
PUT
Cleveland-Cliffs
CLF
$6.57B
$1.05M 0.01%
51,500
-113,800
-69% -$1.95M
FND icon
1013
PUT
Floor & Decor
FND
$6.13B
$1.05M 0.01%
+9,400
New +$866K
AX icon
1014
PUT
Axos Financial
AX
$5.77B
$1.05M 0.01%
+19,200
New +$801K
MLM icon
1015
CALL
Martin Marietta Materials
MLM
$31.5B
$1.05M 0.01%
2,100
-3,500
-63% -$1.58M
TWLO icon
1016
Twilio
TWLO
$30B
$1.05M 0.01%
13,794
-37,025
-73% -$2.31M
LYB icon
1017
PUT
LyondellBasell Industries
LYB
$20B
$1.05M 0.01%
11,000
+2,900
+36% +$271K
WEC icon
1018
WEC Energy
WEC
$35.7B
$1.04M 0.01%
+12,334
New +$1.02M
MDLZ icon
1019
CALL
Mondelez International
MDLZ
$79.5B
$1.04M 0.01%
14,300
+10,300
+258% +$706K
TDOC icon
1020
PUT
Teladoc Health
TDOC
$1.22B
$1.03M 0.01%
48,000
+15,900
+50% +$293K
XRT icon
1021
PUT
State Street SPDR S&P Retail ETF
XRT
$449M
$1.03M 0.01%
14,300
+1,200
+9% +$76.3K
NXPI icon
1022
PUT
NXP Semiconductors
NXPI
$57.8B
$1.03M 0.01%
4,500
-4,500
-50% -$906K
CAG icon
1023
CALL
Conagra Brands
CAG
$6.94B
$1.03M 0.01%
36,000
+28,300
+368% +$793K
XLC icon
1024
State Street Communication Services Select Sector SPDR ETF
XLC
$22.3B
$1.03M 0.01%
14,196
+8,882
+167% +$611K
TDOC icon
1025
Teladoc Health
TDOC
$1.22B
$1.03M 0.01%
47,831
+35,470
+287% +$654K
39 40
41
42 43

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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.