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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
JWN
1051
PUT
DELISTED
Nordstrom
JWN
$991K 0.01%
53,700
-52,100
-49% -$799K
FIVN icon
1052
CALL
FIVE9
FIVN
$2.11B
$984K 0.01%
12,500
+4,600
+58% +$320K
JWN
1053
CALL
DELISTED
Nordstrom
JWN
$983K 0.01%
53,300
-92,900
-64% -$1.43M
ALK icon
1054
Alaska Air
ALK
$5.29B
$983K 0.01%
25,167
+15,453
+159% +$551K
MCHP icon
1055
CALL
Microchip Technology
MCHP
$40.3B
$983K 0.01%
10,900
-7,400
-40% -$602K
RACE icon
1056
PUT
Ferrari
RACE
$69.2B
$981K 0.01%
2,900
+200
+7% +$66.8K
FRPT icon
1057
PUT
Freshpet
FRPT
$2.93B
$980K 0.01%
11,300
-1,800
-14% -$123K
WAL icon
1058
PUT
Western Alliance Bancorporation
WAL
$8.79B
$980K 0.01%
14,900
-9,600
-39% -$484K
LOGI icon
1059
CALL
Logitech
LOGI
$14.7B
$979K 0.01%
10,300
+4,600
+81% +$378K
IOT icon
1060
CALL
Samsara
IOT
$21.7B
$978K 0.01%
29,300
+18,800
+179% +$522K
CHKP icon
1061
PUT
Check Point Software Technologies
CHKP
$13B
$978K 0.01%
6,400
-4,000
-38% -$565K
PII icon
1062
CALL
Polaris
PII
$3.82B
$976K 0.01%
10,300
+5,700
+124% +$522K
PII icon
1063
PUT
Polaris
PII
$3.82B
$976K 0.01%
+10,300
New +$944K
AFL icon
1064
CALL
Aflac
AFL
$64.9B
$974K 0.01%
11,800
+8,300
+237% +$669K
CG icon
1065
CALL
Carlyle Group
CG
$16.6B
$972K 0.01%
23,900
-4,000
-14% -$132K
MCK icon
1066
CALL
McKesson
MCK
$100B
$972K 0.01%
2,100
-5,900
-74% -$2.68M
ECL icon
1067
PUT
Ecolab
ECL
$78.1B
$972K 0.01%
4,900
+1,900
+63% +$342K
NXST icon
1068
CALL
Nexstar Media Group
NXST
$5.82B
$972K 0.01%
6,200
-100
-2% -$14.6K
NSC icon
1069
CALL
Norfolk Southern
NSC
$75.4B
$969K 0.01%
4,100
-900
-18% -$189K
VNQ icon
1070
Vanguard Real Estate ETF
VNQ
$39.2B
$967K 0.01%
+10,946
New +$868K
EQIX icon
1071
PUT
Equinix
EQIX
$101B
$966K 0.01%
1,200
-900
-43% -$691K
MGM icon
1072
PUT
MGM Resorts International
MGM
$11.4B
$961K 0.01%
21,500
-11,200
-34% -$439K
AON icon
1073
PUT
Aon
AON
$76.5B
$960K 0.01%
3,300
-200
-6% -$64K
DHI icon
1074
CALL
D.R. Horton
DHI
$40B
$957K 0.01%
+6,300
New +$776K
AAL icon
1075
CALL
American Airlines Group
AAL
$10.1B
$956K 0.01%
69,600
-496,900
-88% -$6.24M
41 42
43
44 45

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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.