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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
ADBE icon
1151
Adobe
ADBE
$99.5B
$845K 0.01%
1,416
+247
+21% +$142K
FOUR icon
1152
Shift4
FOUR
$4.2B
$842K 0.01%
+11,325
New +$675K
P
1153
Everpure Inc
P
$25.7B
$841K 0.01%
+23,582
New +$827K
PRU icon
1154
CALL
Prudential Financial
PRU
$42.4B
$840K 0.01%
8,100
+1,200
+17% +$115K
COR icon
1155
Cencora
COR
$60.6B
$837K 0.01%
4,076
+2,875
+239% +$561K
MTB icon
1156
M&T Bank
MTB
$35.7B
$837K 0.01%
+6,104
New +$767K
FEZ icon
1157
State Street SPDR EURO STOXX 50 ETF
FEZ
$4.42B
$835K 0.01%
17,455
-12,918
-43% -$570K
ADP icon
1158
Automatic Data Processing
ADP
$106B
$834K 0.01%
3,581
+1,648
+85% +$384K
ARRY icon
1159
CALL
Array Technologies
ARRY
$803M
$833K 0.01%
+49,600
New +$856K
VEU icon
1160
Vanguard FTSE All-World ex-US ETF
VEU
$66.6B
$833K 0.01%
+14,838
New +$786K
MASI
1161
PUT
DELISTED
Masimo
MASI
$832K 0.01%
7,100
+4,500
+173% +$419K
LEN icon
1162
Lennar Class A
LEN
$19.8B
$832K 0.01%
5,764
+3,077
+115% +$371K
YUMC icon
1163
CALL
Yum China
YUMC
$16.5B
$832K 0.01%
19,600
-2,100
-10% -$97.8K
J icon
1164
PUT
Jacobs Solutions
J
$15.9B
$831K 0.01%
7,737
-1,572
-17% -$171K
PFSI icon
1165
CALL
PennyMac Financial
PFSI
$3.92B
$831K 0.01%
9,400
+2,400
+34% +$180K
PTON icon
1166
PUT
Peloton Interactive
PTON
$2.77B
$830K 0.01%
136,300
+112,300
+468% +$605K
SAM icon
1167
CALL
Boston Beer
SAM
$1.91B
$829K 0.01%
2,400
-200
-8% -$70.1K
ZTS icon
1168
PUT
Zoetis
ZTS
$32.4B
$829K 0.01%
4,200
+2,400
+133% +$425K
NSC icon
1169
PUT
Norfolk Southern
NSC
$75.4B
$827K 0.01%
+3,500
New +$733K
HSBC icon
1170
CALL
HSBC
HSBC
$365B
$827K 0.01%
+20,400
New +$790K
EAT icon
1171
CALL
Brinker International
EAT
$9.17B
$825K 0.01%
19,100
+2,000
+12% +$71.9K
EWW icon
1172
CALL
iShares MSCI Mexico ETF
EWW
$1.92B
$821K 0.01%
+12,100
New +$731K
VYM icon
1173
Vanguard High Dividend Yield ETF
VYM
$80.9B
$821K 0.01%
+7,351
New +$772K
XME icon
1174
State Street SPDR S&P Metals & Mining ETF
XME
$3.87B
$819K 0.01%
13,695
+5,327
+64% +$282K
ATKR icon
1175
CALL
Atkore
ATKR
$2.46B
$816K 0.01%
5,100
-2,300
-31% -$317K
45 46
47
48 49

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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.