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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
EMLC icon
1701
VanEck JP Morgan EM Local Currency Bond ETF
EMLC
$4.77B
$413K ﹤0.01%
+16,279
New +$397K
IQ icon
1702
PUT
iQIYI
IQ
$1.23B
$412K ﹤0.01%
84,500
+21,600
+34% +$102K
GSK icon
1703
PUT
GSK
GSK
$104B
$411K ﹤0.01%
11,100
-28,600
-72% -$1.03M
LPX icon
1704
PUT
Louisiana-Pacific
LPX
$5.06B
$411K ﹤0.01%
5,800
-5,700
-50% -$340K
VVV icon
1705
PUT
Valvoline
VVV
$4.9B
$410K ﹤0.01%
10,900
+500
+5% +$16.7K
GLW icon
1706
Corning
GLW
$119B
$409K ﹤0.01%
+13,416
New +$384K
CNC icon
1707
PUT
Centene
CNC
$30.7B
$408K ﹤0.01%
5,500
-11,400
-67% -$822K
POWL icon
1708
Powell Industries
POWL
$7.6B
$408K ﹤0.01%
+13,848
New +$386K
HRL icon
1709
PUT
Hormel Foods
HRL
$13.8B
$408K ﹤0.01%
12,700
-26,300
-67% -$859K
VAC icon
1710
PUT
Marriott Vacations Worldwide
VAC
$3.35B
$407K ﹤0.01%
4,800
+1,700
+55% +$145K
ICLR icon
1711
Icon
ICLR
$12.6B
$407K ﹤0.01%
1,437
+355
+33% +$91.9K
MDY icon
1712
PUT
State Street SPDR S&P MIDCAP 400 ETF Trust
MDY
$26.7B
$406K ﹤0.01%
+800
New +$371K
TRUP icon
1713
CALL
Trupanion
TRUP
$1.07B
$406K ﹤0.01%
13,300
-10,700
-45% -$284K
TREX icon
1714
PUT
Trex
TREX
$4.51B
$406K ﹤0.01%
+4,900
New +$325K
DINO icon
1715
PUT
HF Sinclair
DINO
$16.3B
$406K ﹤0.01%
7,300
-600
-8% -$32.7K
SKX
1716
CALL
DELISTED
Skechers
SKX
$405K ﹤0.01%
6,500
-5,300
-45% -$286K
GSK icon
1717
CALL
GSK
GSK
$104B
$404K ﹤0.01%
10,900
+2,600
+31% +$93.3K
KDP icon
1718
CALL
Keurig Dr Pepper
KDP
$42.3B
$403K ﹤0.01%
+12,100
New +$377K
UNM icon
1719
CALL
Unum
UNM
$13.6B
$402K ﹤0.01%
8,900
-900
-9% -$41K
TEX icon
1720
CALL
Terex
TEX
$7.18B
$402K ﹤0.01%
7,000
-1,900
-21% -$98.2K
PCAR icon
1721
CALL
PACCAR
PCAR
$69.8B
$400K ﹤0.01%
4,100
-20,600
-83% -$1.85M
AVTR icon
1722
Avantor
AVTR
$9.32B
$400K ﹤0.01%
+17,518
New +$359K
NE icon
1723
CALL
Noble Corp
NE
$6.77B
$400K ﹤0.01%
8,300
+3,600
+77% +$168K
SPB icon
1724
PUT
Spectrum Brands
SPB
$2.04B
$399K ﹤0.01%
5,000
-3,900
-44% -$294K
LUMN icon
1725
Lumen
LUMN
$6.57B
$399K ﹤0.01%
217,907
+49,816
+30% +$70.6K
67 68
69
70 71

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OAM
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NOCM
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QIM
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RB
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OMG
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MCM
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NEPWA
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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.