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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
APP icon
1251
PUT
Applovin
APP
$133B
$737K 0.01%
18,500
-10,100
-35% -$396K
TD icon
1252
PUT
Toronto Dominion Bank
TD
$198B
$737K 0.01%
11,400
-300
-3% -$18K
DAR icon
1253
CALL
Darling Ingredients
DAR
$9.64B
$733K 0.01%
14,700
+8,200
+126% +$372K
UBS icon
1254
UBS Group
UBS
$173B
$732K 0.01%
+23,700
New +$623K
BMO icon
1255
PUT
Bank of Montreal
BMO
$126B
$732K 0.01%
+7,400
New +$618K
TT icon
1256
PUT
Trane Technologies
TT
$100B
$732K 0.01%
3,000
-4,300
-59% -$941K
WCC
1257
CALL
WESCO International
WCC
$16.7B
$730K 0.01%
4,200
-7,000
-63% -$1.05M
KRTX
1258
PUT
DELISTED
Karuna Therapeutics, Inc. Common Stock
KRTX
$728K 0.01%
2,300
-1,500
-39% -$292K
HSIC icon
1259
PUT
Henry Schein
HSIC
$9.77B
$727K 0.01%
9,600
-400
-4% -$28K
KBH icon
1260
KB Home
KBH
$3.37B
$726K 0.01%
+11,630
New +$598K
AEO icon
1261
CALL
American Eagle Outfitters
AEO
$2.88B
$726K 0.01%
34,300
-28,700
-46% -$535K
PCTY icon
1262
CALL
Paylocity
PCTY
$7.38B
$725K 0.01%
4,400
+1,700
+63% +$286K
PDBC icon
1263
Invesco Actively Managed Exch-Traded Commodity Fd Tr Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF
PDBC
$6.38B
$725K 0.01%
54,518
-646
-1% -$9.26K
FLEX icon
1264
CALL
Flex
FLEX
$41.7B
$725K 0.01%
31,583
-14,729
-32% -$295K
LRN icon
1265
CALL
Stride
LRN
$3.41B
$724K 0.01%
+12,200
New +$668K
GPN icon
1266
CALL
Global Payments
GPN
$23B
$724K 0.01%
5,700
-5,700
-50% -$660K
BMBL icon
1267
PUT
Bumble
BMBL
$372M
$722K 0.01%
49,000
+31,700
+183% +$450K
CIEN icon
1268
CALL
Ciena
CIEN
$53.4B
$720K 0.01%
16,000
-7,400
-32% -$326K
STLD icon
1269
Steel Dynamics
STLD
$36B
$719K 0.01%
6,085
+4,027
+196% +$449K
WHR icon
1270
PUT
Whirlpool
WHR
$2.43B
$718K 0.01%
5,900
-4,800
-45% -$559K
CMI icon
1271
Cummins
CMI
$87.5B
$717K 0.01%
2,992
-4,964
-62% -$1.13M
FSLY icon
1272
Fastly Inc
FSLY
$3.55B
$716K 0.01%
+40,244
New +$679K
COOP
1273
CALL
DELISTED
Mr. Cooper
COOP
$716K 0.01%
11,000
+2,100
+24% +$124K
TTWO icon
1274
Take-Two Interactive
TTWO
$45.4B
$716K 0.01%
4,450
-9,871
-69% -$1.47M
ALLY icon
1275
PUT
Ally Financial
ALLY
$13.2B
$716K 0.01%
20,500
-3,200
-14% -$89.4K
49 50
51
52 53

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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.