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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
MU icon
76
PUT
Micron Technology
MU
$988B
$26.7M 0.26%
313,300
+800
+0.3% +$59.4K
UBER icon
77
PUT
Uber
UBER
$143B
$26.6M 0.26%
432,000
-234,900
-35% -$12.3M
PANW icon
78
CALL
Palo Alto Networks
PANW
$265B
$26.5M 0.26%
179,600
-71,400
-28% -$9.55M
CMG icon
79
CALL
Chipotle Mexican Grill
CMG
$48.8B
$25.8M 0.25%
565,000
-175,000
-24% -$7.28M
CVX icon
80
PUT
Chevron
CVX
$383B
$25.4M 0.25%
170,300
-266,200
-61% -$40.3M
DVN icon
81
CALL
Devon Energy
DVN
$50.9B
$25.2M 0.24%
555,200
+375,800
+209% +$17.2M
CRM icon
82
PUT
Salesforce
CRM
$148B
$25.1M 0.24%
95,400
+45,300
+90% +$10.3M
GS icon
83
PUT
Goldman Sachs
GS
$302B
$25.1M 0.24%
65,000
+12,400
+24% +$4.14M
SHOP icon
84
PUT
Shopify
SHOP
$159B
$25.1M 0.24%
321,600
+194,400
+153% +$12.4M
C icon
85
Citigroup
C
$222B
$25M 0.24%
486,941
+353,460
+265% +$15.6M
INTC icon
86
PUT
Intel
INTC
$460B
$24.7M 0.24%
492,000
+171,400
+53% +$6.96M
ENPH icon
87
PUT
Enphase Energy
ENPH
$4.94B
$24.5M 0.24%
185,300
-72,600
-28% -$7.7M
XOM icon
88
ExxonMobil
XOM
$651B
$24.2M 0.23%
242,243
+178,511
+280% +$18.8M
CRWD icon
89
PUT
CrowdStrike
CRWD
$189B
$24.2M 0.23%
378,800
-54,800
-13% -$2.87M
CVX icon
90
CALL
Chevron
CVX
$383B
$24.1M 0.23%
161,300
-51,100
-24% -$7.73M
QCOM icon
91
PUT
Qualcomm
QCOM
$159B
$23.6M 0.23%
163,200
+33,200
+26% +$4.11M
PYPL icon
92
PayPal
PYPL
$49.3B
$23.3M 0.23%
379,929
+168,829
+80% +$9.67M
CCJ icon
93
PUT
Cameco
CCJ
$38.4B
$23.3M 0.22%
539,500
+401,500
+291% +$16.8M
IBM icon
94
PUT
IBM
IBM
$209B
$22.7M 0.22%
138,500
+7,500
+6% +$1.13M
COST icon
95
CALL
Costco
COST
$423B
$22.3M 0.22%
33,800
-27,700
-45% -$16.4M
UNH icon
96
CALL
UnitedHealth
UNH
$383B
$22.3M 0.22%
42,300
-45,200
-52% -$24.1M
MS icon
97
PUT
Morgan Stanley
MS
$330B
$22.2M 0.21%
237,800
+75,600
+47% +$6.05M
PFE icon
98
PUT
Pfizer
PFE
$142B
$22.1M 0.21%
765,900
+229,400
+43% +$6.93M
WMT icon
99
PUT
Walmart Inc
WMT
$884B
$22M 0.21%
419,100
-671,100
-62% -$35.5M
LULU icon
100
CALL
lululemon athletica
LULU
$13.6B
$22M 0.21%
43,000
-24,800
-37% -$10.7M
2 3
4
5 6

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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.