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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
GIS icon
876
General Mills
GIS
$19.1B
$1.35M 0.01%
20,799
+5,871
+39% +$379K
WBD icon
877
CALL
Warner Bros
WBD
$65.9B
$1.35M 0.01%
119,000
-138,500
-54% -$1.49M
TDG icon
878
TransDigm Group
TDG
$70.2B
$1.35M 0.01%
1,333
+452
+51% +$417K
ED icon
879
Consolidated Edison
ED
$40.1B
$1.35M 0.01%
14,800
-3,129
-17% -$280K
INSP icon
880
CALL
Inspire Medical Systems
INSP
$1.45B
$1.34M 0.01%
6,600
-6,700
-50% -$1.09M
ZTS icon
881
CALL
Zoetis
ZTS
$32.4B
$1.34M 0.01%
6,800
-13,300
-66% -$2.35M
XIFR
882
PUT
XPLR Infrastructure LP
XIFR
$1.12B
$1.33M 0.01%
43,900
+18,800
+75% +$479K
NRG icon
883
CALL
NRG Energy
NRG
$28.3B
$1.33M 0.01%
25,800
+10,800
+72% +$488K
LNC icon
884
PUT
Lincoln National
LNC
$8.73B
$1.33M 0.01%
49,400
+3,500
+8% +$84.1K
FIVN icon
885
PUT
FIVE9
FIVN
$2.11B
$1.33M 0.01%
16,900
+11,000
+186% +$766K
SMG icon
886
CALL
ScottsMiracle-Gro
SMG
$3.82B
$1.33M 0.01%
20,800
-8,000
-28% -$432K
KR icon
887
Kroger
KR
$35.4B
$1.33M 0.01%
28,998
-3,909
-12% -$174K
PARA
888
CALL
DELISTED
Paramount Global Class B
PARA
$1.32M 0.01%
89,400
-142,800
-61% -$1.91M
AMT icon
889
CALL
American Tower
AMT
$80.8B
$1.32M 0.01%
6,100
-11,600
-66% -$2.19M
SDS icon
890
ProShares UltraShort S&P500
SDS
$415M
$1.32M 0.01%
8,799
+5,660
+180% +$979K
FOUR icon
891
PUT
Shift4
FOUR
$4.2B
$1.32M 0.01%
+17,700
New +$1.06M
PI icon
892
PUT
Impinj
PI
$4.62B
$1.31M 0.01%
14,600
+5,200
+55% +$373K
CYBR
893
CALL
DELISTED
CyberArk
CYBR
$1.31M 0.01%
6,000
+400
+7% +$74.2K
CTSH icon
894
PUT
Cognizant
CTSH
$24.9B
$1.31M 0.01%
17,400
-4,400
-20% -$304K
DOX icon
895
Amdocs
DOX
$5.92B
$1.31M 0.01%
+14,934
New +$1.24M
HUM icon
896
Humana
HUM
$43.7B
$1.31M 0.01%
2,867
+1,917
+202% +$945K
Z icon
897
Zillow
Z
$7.79B
$1.31M 0.01%
+22,670
New +$999K
APTV icon
898
CALL
Aptiv
APTV
$12B
$1.31M 0.01%
14,600
+7,500
+106% +$646K
GDX icon
899
VanEck Gold Miners ETF
GDX
$22.7B
$1.31M 0.01%
42,240
-24,931
-37% -$730K
BROS icon
900
PUT
Dutch Bros
BROS
$9.03B
$1.31M 0.01%
41,300
+6,200
+18% +$169K
34 35
36
37 38

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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.