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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
ADI icon
1076
Analog Devices
ADI
$179B
$955K 0.01%
4,809
-883
-16% -$158K
SNOW icon
1077
Snowflake
SNOW
$102B
$954K 0.01%
4,794
+3,206
+202% +$542K
EXPD icon
1078
CALL
Expeditors International
EXPD
$22B
$954K 0.01%
7,500
+2,100
+39% +$248K
ALK icon
1079
CALL
Alaska Air
ALK
$5.29B
$949K 0.01%
24,300
-19,000
-44% -$677K
ACLS icon
1080
PUT
Axcelis
ACLS
$4.01B
$947K 0.01%
7,300
+1,900
+35% +$262K
WW
1081
CALL
DELISTED
WW International
WW
$946K 0.01%
+108,100
New +$918K
MSGS icon
1082
CALL
Madison Square Garden
MSGS
$9.48B
$946K 0.01%
5,200
-3,000
-37% -$520K
CMA
1083
PUT
DELISTED
Comerica
CMA
$943K 0.01%
16,900
-4,700
-22% -$213K
IBKR icon
1084
Interactive Brokers
IBKR
$39.2B
$941K 0.01%
+45,420
New +$929K
WELL icon
1085
PUT
Welltower
WELL
$169B
$938K 0.01%
10,400
+7,600
+271% +$659K
AMBA icon
1086
CALL
Ambarella
AMBA
$3.77B
$938K 0.01%
15,300
+2,000
+15% +$109K
RPD icon
1087
PUT
Rapid7
RPD
$645M
$936K 0.01%
16,400
+1,500
+10% +$78.4K
MCHI icon
1088
iShares MSCI China ETF
MCHI
$6.32B
$936K 0.01%
22,975
+17,671
+333% +$745K
CDW icon
1089
CALL
CDW
CDW
$18.9B
$932K 0.01%
4,100
-10,700
-72% -$2.27M
APH icon
1090
PUT
Amphenol
APH
$198B
$932K 0.01%
18,800
+2,000
+12% +$88.4K
MT icon
1091
ArcelorMittal
MT
$52.9B
$932K 0.01%
32,818
-6,375
-16% -$156K
VALE icon
1092
Vale
VALE
$64.1B
$931K 0.01%
+58,691
New +$841K
P
1093
PUT
Everpure Inc
P
$25.7B
$931K 0.01%
26,100
-6,000
-19% -$210K
BXMT icon
1094
CALL
Blackstone Mortgage Trust
BXMT
$2.45B
$929K 0.01%
43,700
+28,400
+186% +$612K
QS icon
1095
QuantumScape Corp
QS
$3.21B
$929K 0.01%
133,626
-17,325
-11% -$109K
ROP icon
1096
PUT
Roper Technologies
ROP
$38.8B
$927K 0.01%
1,700
-3,000
-64% -$1.55M
MCD icon
1097
McDonald's
MCD
$192B
$927K 0.01%
+3,125
New +$851K
PENN icon
1098
PENN Entertainment
PENN
$2.75B
$926K 0.01%
+35,587
New +$825K
PTON icon
1099
Peloton Interactive
PTON
$2.77B
$923K 0.01%
+151,638
New +$817K
HON icon
1100
Honeywell
HON
$77B
$923K 0.01%
4,672
-18,753
-80% -$3.38M
42 43
44
45 46

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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.