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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
KNX icon
1726
CALL
Knight Transportation
KNX
$11.5B
$398K ﹤0.01%
6,900
-5,000
-42% -$262K
MET icon
1727
MetLife
MET
$61B
$398K ﹤0.01%
6,015
-13,117
-69% -$821K
DTE icon
1728
DTE Energy
DTE
$29.1B
$397K ﹤0.01%
+3,601
New +$369K
LPX icon
1729
CALL
Louisiana-Pacific
LPX
$5.22B
$397K ﹤0.01%
5,600
+1,000
+22% +$59.7K
CAL icon
1730
PUT
Caleres
CAL
$483M
$396K ﹤0.01%
+12,900
New +$364K
ROP icon
1731
Roper Technologies
ROP
$38.5B
$396K ﹤0.01%
726
-1,021
-58% -$526K
NUE icon
1732
Nucor
NUE
$60.2B
$396K ﹤0.01%
2,274
-681
-23% -$108K
AES icon
1733
CALL
AES
AES
$10.5B
$395K ﹤0.01%
20,500
+4,100
+25% +$66.7K
KEY icon
1734
PUT
KeyCorp
KEY
$24.6B
$395K ﹤0.01%
27,400
-7,800
-22% -$92.6K
DOC
1735
DELISTED
PHYSICIANS REALTY TRUST
DOC
$394K ﹤0.01%
+29,625
New +$352K
RKT icon
1736
CALL
Rocket Companies
RKT
$39.8B
$394K ﹤0.01%
27,200
-7,200
-21% -$69K
MHK icon
1737
PUT
Mohawk Industries
MHK
$9.11B
$393K ﹤0.01%
3,800
-8,900
-70% -$779K
FTNT icon
1738
Fortinet
FTNT
$123B
$393K ﹤0.01%
+6,717
New +$371K
LPLA icon
1739
LPL Financial
LPLA
$28.1B
$393K ﹤0.01%
+1,727
New +$388K
PAYX icon
1740
CALL
Paychex
PAYX
$41.5B
$393K ﹤0.01%
3,300
-11,000
-77% -$1.3M
VRT icon
1741
Vertiv
VRT
$104B
$392K ﹤0.01%
+8,160
New +$347K
IRM icon
1742
CALL
Iron Mountain
IRM
$36.4B
$392K ﹤0.01%
5,600
+2,000
+56% +$125K
VLTO icon
1743
Veralto
VLTO
$23.2B
$390K ﹤0.01%
+4,747
New +$354K
OC icon
1744
Owens Corning
OC
$11.6B
$390K ﹤0.01%
+2,629
New +$348K
KKR icon
1745
PUT
KKR & Co
KKR
$95.9B
$389K ﹤0.01%
+4,700
New +$318K
BF.B icon
1746
Brown-Forman Class B
BF.B
$12.8B
$389K ﹤0.01%
+6,812
New +$390K
TCOM icon
1747
PUT
Trip.com Group
TCOM
$29.4B
$389K ﹤0.01%
10,800
-17,400
-62% -$593K
WAT icon
1748
Waters Corp
WAT
$38.2B
$389K ﹤0.01%
+1,181
New +$326K
VDC icon
1749
Vanguard Consumer Staples ETF
VDC
$7.92B
$389K ﹤0.01%
+2,035
New +$373K
RBLX icon
1750
Roblox
RBLX
$26.7B
$386K ﹤0.01%
8,447
-43,520
-84% -$1.61M
68 69
70
71 72

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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.