We are live on ! Find out more
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
SIG icon
826
CALL
Signet Jewelers
SIG
$3.61B
$1.52M 0.01%
14,200
+6,900
+95% +$566K
WHR icon
827
CALL
Whirlpool
WHR
$2.43B
$1.52M 0.01%
12,500
-400
-3% -$46.6K
KMB icon
828
PUT
Kimberly-Clark
KMB
$36.3B
$1.52M 0.01%
12,500
+9,500
+317% +$1.15M
GDDY icon
829
PUT
GoDaddy
GDDY
$11B
$1.52M 0.01%
14,300
+8,300
+138% +$742K
JBHT icon
830
CALL
JB Hunt Transport Services
JBHT
$25.5B
$1.52M 0.01%
7,600
-2,300
-23% -$426K
AYX
831
CALL
DELISTED
Alteryx Inc
AYX
$1.51M 0.01%
32,100
+16,400
+104% +$637K
VRTX icon
832
CALL
Vertex Pharmaceuticals
VRTX
$121B
$1.51M 0.01%
3,700
-2,100
-36% -$776K
KSS icon
833
Kohl's
KSS
$2.17B
$1.5M 0.01%
52,363
-40,251
-43% -$944K
DB icon
834
Deutsche Bank
DB
$69B
$1.5M 0.01%
110,522
+69,838
+172% +$822K
NRG icon
835
PUT
NRG Energy
NRG
$28.3B
$1.49M 0.01%
28,900
+2,300
+9% +$104K
GIS icon
836
CALL
General Mills
GIS
$19.1B
$1.49M 0.01%
22,900
+10,000
+78% +$646K
CB icon
837
PUT
Chubb
CB
$135B
$1.49M 0.01%
6,600
-4,700
-42% -$1.03M
YETI icon
838
PUT
Yeti Holdings
YETI
$3.71B
$1.49M 0.01%
28,800
+15,200
+112% +$673K
CF icon
839
CALL
CF Industries
CF
$19.2B
$1.48M 0.01%
18,600
+6,200
+50% +$493K
PDD icon
840
PUT
Pinduoduo
PDD
$126B
$1.48M 0.01%
10,100
-97,100
-91% -$11.8M
ACWX icon
841
iShares MSCI ACWI ex US ETF
ACWX
$11.5B
$1.48M 0.01%
28,928
-19,605
-40% -$944K
ROST icon
842
Ross Stores
ROST
$80.5B
$1.48M 0.01%
10,665
-1,882
-15% -$234K
COO icon
843
CALL
Cooper Companies
COO
$14.1B
$1.48M 0.01%
+15,600
New +$1.31M
FLTR icon
844
VanEck IG Floating Rate ETF
FLTR
$2.94B
$1.48M 0.01%
+58,653
New +$1.48M
CAR icon
845
PUT
Avis
CAR
$4.86B
$1.47M 0.01%
8,300
-2,900
-26% -$529K
SPIB icon
846
State Street SPDR Portfolio Intermediate Term Corporate Bond ETF
SPIB
$11.5B
$1.47M 0.01%
44,719
-17,578
-28% -$559K
BKNG icon
847
Booking.com
BKNG
$149B
$1.47M 0.01%
10,325
-47,675
-82% -$5.95M
ENVX icon
848
CALL
Enovix
ENVX
$892M
$1.45M 0.01%
132,000
+30,514
+30% +$300K
BBWI icon
849
PUT
Bath & Body Works
BBWI
$4.06B
$1.45M 0.01%
33,500
+19,800
+145% +$669K
DRI icon
850
PUT
Darden Restaurants
DRI
$23.3B
$1.45M 0.01%
8,800
+4,800
+120% +$727K
32 33
34
35 36

Similar funds

BCM
Benchstone Capital Management New York $860M AUM 32.46% 1-Year Est. Return
OAM
Ophir Asset Management Sydney, Australia $859M AUM 59.08% 1-Year Est. Return
NOCM
Night Owl Capital Management Greenwich, Connecticut $858M AUM 31.41% 1-Year Est. Return
TIM
Total Investment Management Scottsdale, Arizona $858M AUM 9.96% 1-Year Est. Return
QIM
Quest Investment Management Lake Oswego, Oregon $857M AUM 21.67% 1-Year Est. Return
RB
Rodgers Brothers Harmony, Pennsylvania $866M AUM 30.05% 1-Year Est. Return
OMG
One Madison Group New York $866M AUM 33.81% 1-Year Est. Return
MCM
Makena Capital Management Menlo Park, California $866M AUM 17.79% 1-Year Est. Return

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.