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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
MRNA icon
276
PUT
Moderna
MRNA
$22.1B
$7.21M 0.07%
72,500
+25,000
+53% +$2.1M
MCK icon
277
PUT
McKesson
MCK
$101B
$7.18M 0.07%
15,500
-11,000
-42% -$5M
HOOD icon
278
Robinhood
HOOD
$78.9B
$7.12M 0.07%
+558,497
New +$5.55M
SE icon
279
CALL
Sea Limited
SE
$65.6B
$7.09M 0.07%
175,100
+127,600
+269% +$5.2M
UPST icon
280
CALL
Upstart Holdings
UPST
$2.62B
$7.09M 0.07%
173,500
+123,700
+248% +$3.77M
DHI icon
281
D.R. Horton
DHI
$40B
$7.03M 0.07%
+46,228
New +$5.69M
CHWY icon
282
PUT
Chewy
CHWY
$9.23B
$7.02M 0.07%
296,900
-129,000
-30% -$2.54M
REGN icon
283
Regeneron Pharmaceuticals
REGN
$78.4B
$7M 0.07%
7,967
+7,681
+2,686% +$6.33M
SE icon
284
PUT
Sea Limited
SE
$65.6B
$6.99M 0.07%
172,700
+47,900
+38% +$1.95M
CSCO icon
285
PUT
Cisco
CSCO
$459B
$6.96M 0.07%
137,800
-243,600
-64% -$12.4M
TMUS icon
286
CALL
T-Mobile US
TMUS
$185B
$6.94M 0.07%
43,300
-37,700
-47% -$5.58M
GILD icon
287
PUT
Gilead Sciences
GILD
$162B
$6.92M 0.07%
85,400
-9,800
-10% -$763K
LOW icon
288
CALL
Lowe's Companies
LOW
$117B
$6.88M 0.07%
30,900
+14,700
+91% +$2.98M
VZ icon
289
CALL
Verizon
VZ
$195B
$6.85M 0.07%
181,700
+140,000
+336% +$4.95M
CLX icon
290
CALL
Clorox
CLX
$11.6B
$6.67M 0.06%
46,800
+26,000
+125% +$3.47M
META icon
291
Meta Platforms (Facebook)
META
$1.41T
$6.64M 0.06%
18,755
-230,072
-92% -$74.9M
EFA icon
292
PUT
iShares MSCI EAFE ETF
EFA
$78.2B
$6.62M 0.06%
87,900
+53,900
+159% +$3.81M
RBLX icon
293
CALL
Roblox
RBLX
$25.4B
$6.61M 0.06%
144,600
-28,600
-17% -$1.06M
ABT icon
294
PUT
Abbott
ABT
$183B
$6.6M 0.06%
60,000
+37,100
+162% +$3.71M
ACN icon
295
CALL
Accenture
ACN
$102B
$6.6M 0.06%
18,800
-8,900
-32% -$2.87M
ACN icon
296
PUT
Accenture
ACN
$102B
$6.56M 0.06%
18,700
-20,200
-52% -$6.51M
TWLO icon
297
PUT
Twilio
TWLO
$30B
$6.53M 0.06%
86,100
-69,300
-45% -$4.32M
ALB icon
298
PUT
Albemarle
ALB
$13.9B
$6.53M 0.06%
45,200
-42,300
-48% -$5.81M
WDAY icon
299
CALL
Workday
WDAY
$39.7B
$6.52M 0.06%
23,600
-8,800
-27% -$2.1M
TSM icon
300
CALL
TSMC
TSM
$2.1T
$6.5M 0.06%
62,500
-26,900
-30% -$2.57M
10 11
12
13 14

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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.