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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
DOCU
551
PUT
DocuSign
DOCU
$10.5B
$2.87M 0.03%
48,300
-197,800
-80% -$9.07M
T icon
552
PUT
AT&T
T
$159B
$2.86M 0.03%
170,500
+71,600
+72% +$1.13M
LVS icon
553
CALL
Las Vegas Sands
LVS
$31.7B
$2.85M 0.03%
57,900
+30,700
+113% +$1.45M
ALL icon
554
PUT
Allstate
ALL
$68B
$2.84M 0.03%
20,300
+11,000
+118% +$1.43M
FIVE icon
555
CALL
Five Below
FIVE
$12B
$2.84M 0.03%
13,300
-3,400
-20% -$624K
TDG icon
556
CALL
TransDigm Group
TDG
$70.2B
$2.83M 0.03%
2,800
-4,000
-59% -$3.69M
ADM icon
557
CALL
Archer Daniels Midland
ADM
$38.2B
$2.83M 0.03%
+39,200
New +$2.87M
SLB icon
558
CALL
SLB Ltd
SLB
$73.6B
$2.82M 0.03%
54,200
+38,300
+241% +$2.08M
ADP icon
559
CALL
Automatic Data Processing
ADP
$106B
$2.82M 0.03%
12,100
+3,100
+34% +$722K
LH icon
560
CALL
Labcorp
LH
$25B
$2.82M 0.03%
12,400
+2,100
+20% +$441K
CI icon
561
CALL
Cigna
CI
$73.7B
$2.81M 0.03%
9,400
+800
+9% +$234K
WYNN icon
562
PUT
Wynn Resorts
WYNN
$10.3B
$2.8M 0.03%
30,700
+15,500
+102% +$1.37M
CI icon
563
PUT
Cigna
CI
$73.7B
$2.78M 0.03%
9,300
-1,000
-10% -$292K
BLK icon
564
PUT
Blackrock
BLK
$169B
$2.76M 0.03%
3,400
-1,600
-32% -$1.12M
MSI icon
565
CALL
Motorola Solutions
MSI
$72.3B
$2.76M 0.03%
8,800
-4,000
-31% -$1.21M
ROST icon
566
PUT
Ross Stores
ROST
$80.5B
$2.75M 0.03%
19,900
-4,900
-20% -$610K
HPQ icon
567
PUT
HP
HPQ
$24.9B
$2.75M 0.03%
91,500
+17,400
+23% +$487K
GD icon
568
PUT
General Dynamics
GD
$104B
$2.75M 0.03%
10,600
-14,000
-57% -$3.42M
DOW icon
569
CALL
Dow Inc
DOW
$21.9B
$2.75M 0.03%
50,100
-55,000
-52% -$2.81M
MO icon
570
Altria Group
MO
$114B
$2.74M 0.03%
67,999
+37,794
+125% +$1.56M
PLNT icon
571
CALL
Planet Fitness
PLNT
$4.42B
$2.74M 0.03%
37,500
+7,300
+24% +$449K
ROP icon
572
CALL
Roper Technologies
ROP
$38.8B
$2.73M 0.03%
5,000
+1,800
+56% +$927K
PFE icon
573
CALL
Pfizer
PFE
$143B
$2.72M 0.03%
94,600
-73,400
-44% -$2.22M
DKS icon
574
CALL
Dick's Sporting Goods
DKS
$17.5B
$2.72M 0.03%
18,500
+2,600
+16% +$316K
ALNY icon
575
PUT
Alnylam Pharmaceuticals
ALNY
$27.5B
$2.72M 0.03%
14,200
+11,100
+358% +$1.89M
21 22
23
24 25

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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.