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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
NOG icon
1101
PUT
Northern Oil and Gas
NOG
$2.3B
$923K 0.01%
24,900
+13,700
+122% +$518K
NUE icon
1102
PUT
Nucor
NUE
$58.6B
$922K 0.01%
5,300
-3,300
-38% -$523K
WAL icon
1103
CALL
Western Alliance Bancorporation
WAL
$8.79B
$921K 0.01%
14,000
-3,600
-20% -$182K
TOST icon
1104
CALL
Toast
TOST
$18.7B
$918K 0.01%
50,300
+31,600
+169% +$518K
WTW icon
1105
PUT
Willis Towers Watson
WTW
$31.2B
$917K 0.01%
3,800
-5,100
-57% -$1.18M
DBMF icon
1106
iMGP DBi Managed Futures Strategy ETF
DBMF
$3.98B
$916K 0.01%
+35,566
New +$987K
TOL icon
1107
CALL
Toll Brothers
TOL
$13.6B
$915K 0.01%
+8,900
New +$742K
FRPT icon
1108
CALL
Freshpet
FRPT
$2.93B
$911K 0.01%
10,500
-10,900
-51% -$747K
ANSS
1109
CALL
DELISTED
Ansys
ANSS
$907K 0.01%
2,500
-4,600
-65% -$1.36M
APD icon
1110
Air Products & Chemicals
APD
$65.7B
$907K 0.01%
3,311
+2,203
+199% +$606K
CF icon
1111
PUT
CF Industries
CF
$19.2B
$906K 0.01%
11,400
+6,500
+133% +$517K
CSL icon
1112
PUT
Carlisle Companies
CSL
$14.3B
$906K 0.01%
2,900
+1,200
+71% +$330K
LSCC icon
1113
CALL
Lattice Semiconductor
LSCC
$17.6B
$904K 0.01%
13,100
-6,000
-31% -$399K
AEO icon
1114
PUT
American Eagle Outfitters
AEO
$2.88B
$899K 0.01%
42,500
-29,900
-41% -$557K
T icon
1115
AT&T
T
$159B
$898K 0.01%
+53,493
New +$845K
FFIV icon
1116
PUT
F5
FFIV
$22.9B
$895K 0.01%
5,000
-1,200
-19% -$196K
TNA icon
1117
Direxion Daily Small Cap Bull 3x ETF
TNA
$1.3B
$895K 0.01%
22,677
+2,464
+12% +$72K
SHV icon
1118
iShares 0-1 Year Treasury Bond ETF
SHV
$20.8B
$891K 0.01%
8,086
-57,379
-88% -$6.33M
EWY icon
1119
iShares MSCI South Korea ETF
EWY
$21.9B
$886K 0.01%
+13,527
New +$823K
FTAI icon
1120
CALL
FTAI Aviation
FTAI
$21.1B
$886K 0.01%
19,100
+10,100
+112% +$403K
FLOT icon
1121
iShares Floating Rate Bond ETF
FLOT
$10.2B
$886K 0.01%
+17,507
New +$888K
SPYD icon
1122
State Street SPDR Portfolio S&P 500 High Dividend ETF
SPYD
$7.62B
$886K 0.01%
+22,606
New +$812K
SONY icon
1123
Sony
SONY
$137B
$886K 0.01%
+46,770
New +$811K
HSBC icon
1124
PUT
HSBC
HSBC
$365B
$884K 0.01%
21,800
+16,700
+327% +$646K
K
1125
PUT
DELISTED
Kellanova
K
$883K 0.01%
+15,800
New +$826K
43 44
45
46 47

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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.