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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
YUM icon
1601
CALL
Yum! Brands
YUM
$40.6B
$470K ﹤0.01%
+3,600
New +$449K
BWA icon
1602
CALL
BorgWarner
BWA
$13B
$470K ﹤0.01%
+13,100
New +$468K
XYL icon
1603
PUT
Xylem
XYL
$27.8B
$469K ﹤0.01%
4,100
-1,300
-24% -$130K
IYH icon
1604
iShares US Healthcare ETF
IYH
$3.45B
$468K ﹤0.01%
+8,175
New +$445K
TNDM icon
1605
CALL
Tandem Diabetes Care
TNDM
$1.38B
$467K ﹤0.01%
+15,800
New +$328K
OSK icon
1606
Oshkosh
OSK
$9.16B
$467K ﹤0.01%
4,304
-12,020
-74% -$1.16M
VICI icon
1607
PUT
VICI Properties
VICI
$29.2B
$465K ﹤0.01%
+14,600
New +$429K
XPEV icon
1608
CALL
XPeng
XPEV
$11.8B
$465K ﹤0.01%
31,900
-305,200
-91% -$4.85M
EOG icon
1609
EOG Resources
EOG
$77.6B
$462K ﹤0.01%
3,823
-1,183
-24% -$147K
IBB icon
1610
PUT
iShares Biotechnology ETF
IBB
$9.18B
$462K ﹤0.01%
+3,400
New +$415K
IFF icon
1611
PUT
International Flavors & Fragrances
IFF
$20.6B
$462K ﹤0.01%
5,700
-10,500
-65% -$759K
BMBL icon
1612
CALL
Bumble
BMBL
$403M
$461K ﹤0.01%
+31,300
New +$444K
JCI icon
1613
CALL
Johnson Controls International
JCI
$88.7B
$461K ﹤0.01%
8,000
-5,300
-40% -$278K
PEY icon
1614
Invesco High Yield Equity Dividend Achievers ETF
PEY
$1.15B
$460K ﹤0.01%
21,782
+10,032
+85% +$195K
PRGO icon
1615
PUT
Perrigo
PRGO
$1.48B
$460K ﹤0.01%
+14,300
New +$427K
HRL icon
1616
CALL
Hormel Foods
HRL
$13.9B
$459K ﹤0.01%
14,300
+2,600
+22% +$84.9K
JACK icon
1617
PUT
Jack in the Box
JACK
$324M
$457K ﹤0.01%
5,600
+1,600
+40% +$113K
SPB icon
1618
Spectrum Brands
SPB
$2.04B
$456K ﹤0.01%
+5,719
New +$431K
KRE icon
1619
State Street SPDR S&P Regional Banking ETF
KRE
$4.69B
$456K ﹤0.01%
8,700
+352
+4% +$15.7K
PKW icon
1620
Invesco BuyBack Achievers ETF
PKW
$1.74B
$456K ﹤0.01%
+4,605
New +$421K
CPRT icon
1621
CALL
Copart
CPRT
$27.2B
$456K ﹤0.01%
9,300
+4,000
+75% +$189K
CNK icon
1622
PUT
Cinemark Holdings
CNK
$4.39B
$455K ﹤0.01%
32,300
+17,300
+115% +$269K
VTWO icon
1623
Vanguard Russell 2000 ETF
VTWO
$17.6B
$455K ﹤0.01%
+5,608
New +$406K
EEM icon
1624
CALL
iShares MSCI Emerging Markets ETF
EEM
$28.9B
$454K ﹤0.01%
+11,300
New +$436K
BG icon
1625
PUT
Bunge Global
BG
$20.2B
$454K ﹤0.01%
4,500
-12,800
-74% -$1.34M
63 64
65
66 67

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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
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
NEPWA
New England Private Wealth Advisors Wellesley, Massachusetts $866M AUM 15.25% 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.