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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
SH icon
451
ProShares Short S&P500
SH
$907M
$3.85M 0.04%
74,110
+22,950
+45% +$1.29M
PODD icon
452
PUT
Insulet
PODD
$11.5B
$3.84M 0.04%
17,700
+10,400
+142% +$1.78M
EBAY icon
453
PUT
eBay
EBAY
$50.6B
$3.83M 0.04%
87,700
-71,200
-45% -$2.95M
MDT icon
454
CALL
Medtronic
MDT
$109B
$3.81M 0.04%
46,300
-4,500
-9% -$343K
KHC icon
455
CALL
Kraft Heinz
KHC
$30.7B
$3.8M 0.04%
102,800
+18,900
+23% +$643K
HUM icon
456
PUT
Humana
HUM
$43.7B
$3.8M 0.04%
8,300
-24,900
-75% -$12.3M
ADI icon
457
PUT
Analog Devices
ADI
$179B
$3.79M 0.04%
19,100
-17,700
-48% -$3.16M
FSLR icon
458
CALL
First Solar
FSLR
$22.7B
$3.77M 0.04%
21,900
-6,100
-22% -$933K
BILL icon
459
CALL
BILL Holdings
BILL
$4.49B
$3.77M 0.04%
46,200
+14,600
+46% +$1.2M
CLF icon
460
CALL
Cleveland-Cliffs
CLF
$6.57B
$3.77M 0.04%
184,400
+17,200
+10% +$294K
MRVL icon
461
CALL
Marvell Technology
MRVL
$168B
$3.7M 0.04%
61,400
-166,900
-73% -$9.01M
EEM icon
462
iShares MSCI Emerging Markets ETF
EEM
$28.8B
$3.7M 0.04%
91,949
-103,590
-53% -$4M
ZM icon
463
PUT
Zoom
ZM
$28.2B
$3.67M 0.04%
51,000
-149,800
-75% -$9.91M
LYV icon
464
PUT
Live Nation Entertainment
LYV
$40.5B
$3.65M 0.04%
39,000
+24,800
+175% +$2.13M
HOOD icon
465
PUT
Robinhood
HOOD
$77.8B
$3.63M 0.04%
284,700
+162,800
+134% +$1.62M
SPGI icon
466
PUT
S&P Global
SPGI
$121B
$3.61M 0.03%
8,200
-1,100
-12% -$434K
BDX icon
467
CALL
Becton Dickinson
BDX
$45.6B
$3.61M 0.03%
14,800
+8,200
+124% +$2.02M
FICO icon
468
PUT
Fair Isaac
FICO
$24.3B
$3.61M 0.03%
3,100
-500
-14% -$503K
VLO icon
469
Valero Energy
VLO
$92.9B
$3.6M 0.03%
27,709
+12,344
+80% +$1.57M
AAL icon
470
PUT
American Airlines Group
AAL
$10.1B
$3.6M 0.03%
262,100
-225,800
-46% -$2.84M
NEE icon
471
PUT
NextEra Energy
NEE
$181B
$3.58M 0.03%
59,000
+53,900
+1,057% +$3.07M
STX icon
472
PUT
Seagate
STX
$194B
$3.58M 0.03%
41,900
-1,300
-3% -$97K
BUD icon
473
PUT
AB InBev
BUD
$167B
$3.56M 0.03%
55,100
+12,400
+29% +$733K
U icon
474
CALL
Unity
U
$13.8B
$3.55M 0.03%
86,900
-20,600
-19% -$635K
PODD icon
475
CALL
Insulet
PODD
$11.5B
$3.54M 0.03%
16,300
+8,500
+109% +$1.46M
17 18
19
20 21

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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.