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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
IAU icon
476
iShares Gold Trust
IAU
$62.9B
$3.53M 0.03%
+90,558
New +$3.39M
AMR icon
477
PUT
Alpha Metallurgical Resources
AMR
$1.74B
$3.52M 0.03%
10,400
-2,000
-16% -$527K
BTU icon
478
PUT
Peabody Energy
BTU
$2.6B
$3.52M 0.03%
144,600
+98,900
+216% +$2.38M
NET icon
479
CALL
Cloudflare
NET
$99B
$3.49M 0.03%
41,900
-70,900
-63% -$4.96M
KMX icon
480
CarMax
KMX
$8.13B
$3.49M 0.03%
45,434
+42,036
+1,237% +$2.83M
BURL icon
481
PUT
Burlington
BURL
$23.2B
$3.48M 0.03%
17,900
-9,900
-36% -$1.48M
APA icon
482
CALL
APA Corp
APA
$13.2B
$3.46M 0.03%
96,500
+74,000
+329% +$2.79M
MSCI icon
483
CALL
MSCI
MSCI
$41.6B
$3.45M 0.03%
6,100
-600
-9% -$310K
MAR icon
484
CALL
Marriott International
MAR
$98.3B
$3.45M 0.03%
15,300
+100
+0.7% +$20.3K
TMO icon
485
PUT
Thermo Fisher Scientific
TMO
$213B
$3.45M 0.03%
6,500
-4,700
-42% -$2.27M
SYK icon
486
CALL
Stryker
SYK
$125B
$3.44M 0.03%
11,500
+7,600
+195% +$2.13M
ADM icon
487
PUT
Archer Daniels Midland
ADM
$38.2B
$3.42M 0.03%
47,400
+37,800
+394% +$2.77M
NOC icon
488
PUT
Northrop Grumman
NOC
$77.1B
$3.42M 0.03%
7,300
-5,200
-42% -$2.44M
TEAM icon
489
PUT
Atlassian
TEAM
$25.6B
$3.4M 0.03%
14,300
+2,600
+22% +$510K
KMI icon
490
PUT
Kinder Morgan
KMI
$71.7B
$3.39M 0.03%
192,400
+58,000
+43% +$989K
URI icon
491
PUT
United Rentals
URI
$67.2B
$3.38M 0.03%
5,900
+200
+4% +$94.3K
DASH icon
492
PUT
DoorDash
DASH
$85.5B
$3.37M 0.03%
34,100
-79,800
-70% -$7.07M
KSS icon
493
PUT
Kohl's
KSS
$2.17B
$3.37M 0.03%
117,500
-22,300
-16% -$523K
MPWR icon
494
Monolithic Power Systems
MPWR
$70.1B
$3.36M 0.03%
5,327
-898
-14% -$469K
CMI icon
495
PUT
Cummins
CMI
$87.5B
$3.35M 0.03%
14,000
-1,200
-8% -$273K
REGN icon
496
PUT
Regeneron Pharmaceuticals
REGN
$78.5B
$3.34M 0.03%
3,800
-900
-19% -$741K
DELL icon
497
CALL
Dell
DELL
$262B
$3.33M 0.03%
43,500
+18,400
+73% +$1.3M
NOC icon
498
CALL
Northrop Grumman
NOC
$77.1B
$3.32M 0.03%
7,100
+2,600
+58% +$1.22M
LYV icon
499
Live Nation Entertainment
LYV
$40.6B
$3.31M 0.03%
+35,386
New +$3.05M
SPGI icon
500
CALL
S&P Global
SPGI
$121B
$3.3M 0.03%
7,500
+2,800
+60% +$1.1M
18 19
20
21 22

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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.