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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
TXT icon
1276
PUT
Textron
TXT
$14.7B
$716K 0.01%
+8,900
New +$690K
MP icon
1277
PUT
MP Materials
MP
$7.36B
$715K 0.01%
36,000
-29,900
-45% -$510K
MTUM icon
1278
iShares MSCI USA Momentum Factor ETF
MTUM
$25B
$714K 0.01%
4,553
-3,004
-40% -$441K
NEU icon
1279
NewMarket
NEU
$7.82B
$714K 0.01%
+1,308
New +$658K
PHM icon
1280
PUT
Pultegroup
PHM
$24.1B
$712K 0.01%
6,900
+3,800
+123% +$323K
MMM icon
1281
CALL
3M
MMM
$90.9B
$711K 0.01%
7,774
-49,395
-86% -$3.96M
WMB icon
1282
PUT
Williams Companies
WMB
$87.5B
$711K 0.01%
20,400
+9,300
+84% +$326K
RVTY icon
1283
PUT
Revvity
RVTY
$12.6B
$711K 0.01%
6,500
+3,000
+86% +$289K
GT icon
1284
CALL
Goodyear
GT
$2B
$710K 0.01%
49,600
+23,100
+87% +$307K
FMC icon
1285
FMC
FMC
$1.34B
$710K 0.01%
11,263
-1,408
-11% -$81.6K
P
1286
CALL
Everpure Inc
P
$25.7B
$710K 0.01%
19,900
-20,200
-50% -$708K
TOL icon
1287
PUT
Toll Brothers
TOL
$13.6B
$709K 0.01%
6,900
+3,500
+103% +$292K
CRL icon
1288
CALL
Charles River Laboratories
CRL
$11.2B
$709K 0.01%
3,000
+1,300
+76% +$256K
LNG icon
1289
Cheniere Energy
LNG
$55.2B
$709K 0.01%
+4,154
New +$714K
RSG icon
1290
CALL
Republic Services
RSG
$64.8B
$709K 0.01%
4,300
-3,100
-42% -$481K
RRC icon
1291
PUT
Range Resources
RRC
$9.38B
$706K 0.01%
+23,200
New +$761K
FSLY icon
1292
PUT
Fastly Inc
FSLY
$3.55B
$705K 0.01%
39,600
+10,800
+38% +$182K
FXI icon
1293
iShares China Large-Cap ETF
FXI
$4.37B
$704K 0.01%
29,288
-136,602
-82% -$3.46M
VMC icon
1294
CALL
Vulcan Materials
VMC
$34.8B
$704K 0.01%
3,100
-2,500
-45% -$530K
TRGP icon
1295
PUT
Targa Resources
TRGP
$58B
$704K 0.01%
+8,100
New +$696K
VFC icon
1296
PUT
VF Corp
VFC
$5.63B
$703K 0.01%
37,400
-96,700
-72% -$1.66M
SEDG icon
1297
SolarEdge
SEDG
$2.51B
$703K 0.01%
7,511
-56,700
-88% -$5.16M
IGV icon
1298
iShares Expanded Tech-Software Sector ETF
IGV
$12.7B
$703K 0.01%
+8,660
New +$641K
DGRO icon
1299
iShares Core Dividend Growth ETF
DGRO
$42.7B
$700K 0.01%
+13,007
New +$660K
KEYS icon
1300
PUT
Keysight
KEYS
$54.5B
$700K 0.01%
4,400
-1,900
-30% -$258K
50 51
52
53 54

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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.