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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
BKNG icon
226
CALL
Booking.com
BKNG
$150B
$8.87M 0.09%
62,500
-7,500
-11% -$935K
ELV icon
227
PUT
Elevance Health
ELV
$82.2B
$8.82M 0.09%
18,700
+16,000
+593% +$7.4M
PEP icon
228
PUT
PepsiCo
PEP
$191B
$8.81M 0.09%
51,900
+32,600
+169% +$5.41M
MELI icon
229
PUT
Mercado Libre
MELI
$95.1B
$8.8M 0.09%
5,600
-100
-2% -$142K
ZS icon
230
CALL
Zscaler
ZS
$24.2B
$8.69M 0.08%
39,200
-44,700
-53% -$8.28M
GWW icon
231
PUT
W.W. Grainger
GWW
$65.3B
$8.62M 0.08%
10,400
+8,500
+447% +$6.54M
RIVN icon
232
Rivian
RIVN
$22.2B
$8.58M 0.08%
365,725
+37,611
+11% +$707K
CVS icon
233
CVS Health
CVS
$134B
$8.55M 0.08%
108,298
-74,820
-41% -$5.33M
DUK icon
234
CALL
Duke Energy
DUK
$98.4B
$8.45M 0.08%
87,100
+37,400
+75% +$3.4M
EFA icon
235
iShares MSCI EAFE ETF
EFA
$77.8B
$8.37M 0.08%
111,077
+59,299
+115% +$4.19M
MDT icon
236
PUT
Medtronic
MDT
$109B
$8.35M 0.08%
101,400
+55,000
+119% +$4.19M
FDX icon
237
PUT
FedEx
FDX
$73.3B
$8.35M 0.08%
33,000
+14,900
+82% +$3.79M
SOFI icon
238
SoFi Technologies
SOFI
$20.9B
$8.34M 0.08%
838,535
+355,645
+74% +$2.83M
DDOG icon
239
CALL
Datadog
DDOG
$96.4B
$8.33M 0.08%
68,600
+24,000
+54% +$2.47M
VZ icon
240
PUT
Verizon
VZ
$194B
$8.32M 0.08%
220,800
-156,700
-42% -$5.54M
NKE icon
241
CALL
Nike
NKE
$61.8B
$8.25M 0.08%
76,000
-48,700
-39% -$5.23M
HUM icon
242
CALL
Humana
HUM
$44.3B
$8.24M 0.08%
18,000
-5,900
-25% -$2.91M
RCL icon
243
PUT
Royal Caribbean
RCL
$85.4B
$8.2M 0.08%
63,300
-26,000
-29% -$2.65M
WFC icon
244
CALL
Wells Fargo
WFC
$261B
$8.18M 0.08%
166,100
+57,600
+53% +$2.49M
MMM icon
245
3M
MMM
$90.9B
$8.17M 0.08%
89,332
+45,049
+102% +$3.61M
LMT icon
246
CALL
Lockheed Martin
LMT
$133B
$8.16M 0.08%
18,000
+2,600
+17% +$1.15M
DIA icon
247
CALL
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$45.6B
$8.14M 0.08%
21,600
-16,700
-44% -$5.84M
PSX icon
248
CALL
Phillips 66
PSX
$83.9B
$8.11M 0.08%
60,900
+44,200
+265% +$5.28M
EXPE icon
249
CALL
Expedia Group
EXPE
$35.3B
$8.03M 0.08%
52,900
+28,000
+112% +$3.43M
BAC icon
250
CALL
Bank of America
BAC
$436B
$8M 0.08%
237,600
-70,000
-23% -$2.04M
8 9
10
11 12

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BCM
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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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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.