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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
PLD icon
751
PUT
Prologis
PLD
$135B
$1.73M 0.02%
13,000
+6,500
+100% +$738K
DHI icon
752
PUT
D.R. Horton
DHI
$40B
$1.73M 0.02%
11,400
+300
+3% +$36.9K
XLV icon
753
PUT
State Street Health Care Select Sector SPDR ETF
XLV
$41.9B
$1.73M 0.02%
12,700
+5,900
+87% +$768K
FCX icon
754
CALL
Freeport-McMoran
FCX
$90B
$1.72M 0.02%
40,500
-93,900
-70% -$3.47M
TDG icon
755
PUT
TransDigm Group
TDG
$70.2B
$1.72M 0.02%
1,700
-700
-29% -$646K
WSM icon
756
PUT
Williams-Sonoma
WSM
$26.9B
$1.72M 0.02%
17,000
+5,400
+47% +$467K
CRWD icon
757
CrowdStrike
CRWD
$194B
$1.71M 0.02%
26,824
+19,164
+250% +$1M
SO icon
758
CALL
Southern Company
SO
$109B
$1.71M 0.02%
24,400
-2,400
-9% -$165K
GNRC icon
759
Generac Holdings
GNRC
$11.6B
$1.71M 0.02%
13,202
+9,569
+263% +$1.05M
CL icon
760
PUT
Colgate-Palmolive
CL
$73.1B
$1.71M 0.02%
21,400
+2,700
+14% +$203K
MRO
761
PUT
DELISTED
Marathon Oil Corporation
MRO
$1.71M 0.02%
70,600
+30,500
+76% +$786K
SO icon
762
PUT
Southern Company
SO
$109B
$1.7M 0.02%
24,200
+8,100
+50% +$556K
BKLN icon
763
Invesco Senior Loan ETF
BKLN
$6.97B
$1.7M 0.02%
+80,095
New +$1.68M
STNG icon
764
PUT
Scorpio Tankers
STNG
$3.9B
$1.7M 0.02%
27,900
+17,800
+176% +$1M
BSX icon
765
PUT
Boston Scientific
BSX
$69.5B
$1.69M 0.02%
29,200
-2,700
-8% -$144K
SHW icon
766
CALL
Sherwin-Williams
SHW
$82.7B
$1.68M 0.02%
5,400
+2,700
+100% +$726K
HUBS icon
767
PUT
HubSpot
HUBS
$12.2B
$1.68M 0.02%
2,900
-1,200
-29% -$577K
TSN icon
768
CALL
Tyson Foods
TSN
$20.4B
$1.68M 0.02%
31,300
-35,200
-53% -$1.71M
AKAM icon
769
Akamai
AKAM
$16.7B
$1.68M 0.02%
14,199
+2,560
+22% +$285K
XLU icon
770
PUT
State Street Utilities Select Sector SPDR ETF
XLU
$22.8B
$1.68M 0.02%
53,000
+26,200
+98% +$801K
XLI icon
771
CALL
State Street Industrial Select Sector SPDR ETF
XLI
$32.8B
$1.68M 0.02%
14,700
+7,500
+104% +$787K
VCSH icon
772
Vanguard Short-Term Corporate Bond ETF
VCSH
$44.7B
$1.67M 0.02%
21,634
+18,703
+638% +$1.42M
PRU icon
773
PUT
Prudential Financial
PRU
$42.4B
$1.67M 0.02%
16,100
+9,000
+127% +$863K
AAL icon
774
American Airlines Group
AAL
$10.1B
$1.67M 0.02%
121,489
+72,217
+147% +$907K
KGC icon
775
Kinross Gold
KGC
$27.4B
$1.67M 0.02%
275,727
+231,429
+522% +$1.27M
29 30
31
32 33

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OAM
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NOCM
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QIM
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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.