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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
RL icon
1951
PUT
Ralph Lauren
RL
$22.6B
$317K ﹤0.01%
2,200
-5,000
-69% -$619K
MTDR icon
1952
Matador Resources
MTDR
$6.06B
$317K ﹤0.01%
+5,575
New +$326K
FSLY icon
1953
CALL
Fastly Inc
FSLY
$3.86B
$317K ﹤0.01%
17,800
+4,900
+38% +$82.7K
SD icon
1954
SandRidge Energy
SD
$501M
$316K ﹤0.01%
+23,148
New +$342K
VNO icon
1955
PUT
Vornado Realty Trust
VNO
$7.68B
$316K ﹤0.01%
11,200
-3,800
-25% -$90.3K
CRUS icon
1956
PUT
Cirrus Logic
CRUS
$6.73B
$316K ﹤0.01%
3,800
-2,800
-42% -$210K
GOOG icon
1957
Alphabet (Google) Class C
GOOG
$4.61T
$316K ﹤0.01%
2,241
-488
-18% -$66.2K
CPB icon
1958
CALL
Campbell Soup
CPB
$6.8B
$316K ﹤0.01%
7,300
-9,600
-57% -$395K
RY icon
1959
CALL
Royal Bank of Canada
RY
$290B
$314K ﹤0.01%
+3,100
New +$273K
NWL icon
1960
PUT
Newell Brands
NWL
$2.59B
$313K ﹤0.01%
36,100
+19,800
+121% +$151K
PTEN icon
1961
Patterson-UTI
PTEN
$3.82B
$313K ﹤0.01%
29,006
+17,957
+163% +$218K
WSFS icon
1962
WSFS Financial
WSFS
$4.23B
$313K ﹤0.01%
+6,819
New +$268K
AZN icon
1963
AstraZeneca
AZN
$242B
$313K ﹤0.01%
2,324
-27,091
-92% -$3.52M
NBIS
1964
Nebius Group N.V.
NBIS
$57.6B
$313K ﹤0.01%
20,972
– –
DK icon
1965
CALL
Delek US
DK
$4.01B
$312K ﹤0.01%
12,100
-10,300
-46% -$272K
PSMT icon
1966
Pricesmart
PSMT
$6.05B
$312K ﹤0.01%
+4,116
New +$292K
SKX
1967
PUT
DELISTED
Skechers
SKX
$312K ﹤0.01%
5,000
-13,200
-73% -$711K
SPT icon
1968
Sprout Social
SPT
$525M
$312K ﹤0.01%
+5,072
New +$267K
PRU icon
1969
Prudential Financial
PRU
$42.8B
$311K ﹤0.01%
2,995
-5,031
-63% -$483K
BTI icon
1970
PUT
British American Tobacco
BTI
$128B
$310K ﹤0.01%
+10,600
New +$323K
DBRG icon
1971
PUT
DigitalBridge
DBRG
$2.93B
$310K ﹤0.01%
17,700
+3,200
+22% +$52.7K
CNR
1972
Core Natural Resources Inc
CNR
$4.07B
$310K ﹤0.01%
+3,087
New +$314K
RMD icon
1973
PUT
ResMed
RMD
$32.1B
$310K ﹤0.01%
1,800
-2,600
-59% -$399K
RIG icon
1974
CALL
Transocean
RIG
$5.82B
$309K ﹤0.01%
48,700
+34,100
+234% +$228K
CNH
1975
CNH Industrial
CNH
$13.8B
$309K ﹤0.01%
25,383
+6,109
+32% +$68.2K
77 78
79
80 81

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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.