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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
PANW icon
101
PUT
Palo Alto Networks
PANW
$265B
$21.9M 0.21%
148,800
-40,000
-21% -$5.35M
HD icon
102
PUT
Home Depot
HD
$332B
$21.9M 0.21%
63,200
-2,100
-3% -$650K
SNOW icon
103
PUT
Snowflake
SNOW
$103B
$21.5M 0.21%
108,100
+20,900
+24% +$3.53M
ULTA icon
104
CALL
Ulta Beauty
ULTA
$22.2B
$21.3M 0.21%
43,400
+4,800
+12% +$2.02M
IWM icon
105
CALL
iShares Russell 2000 ETF
IWM
$80.2B
$21.2M 0.2%
105,600
-35,300
-25% -$6.32M
MDB icon
106
CALL
MongoDB
MDB
$26.2B
$20.8M 0.2%
50,900
-15,100
-23% -$5.73M
TXN icon
107
PUT
Texas Instruments
TXN
$255B
$20.5M 0.2%
120,000
+54,900
+84% +$8.51M
RIVN icon
108
PUT
Rivian
RIVN
$24.4B
$20.3M 0.2%
865,900
-276,400
-24% -$5.2M
JNJ icon
109
Johnson & Johnson
JNJ
$617B
$19.6M 0.19%
125,296
-17,572
-12% -$2.69M
SBUX icon
110
Starbucks
SBUX
$121B
$19.5M 0.19%
203,564
+139,717
+219% +$13.6M
QCOM icon
111
CALL
Qualcomm
QCOM
$159B
$19.4M 0.19%
134,100
-58,900
-31% -$7.29M
PFE icon
112
Pfizer
PFE
$142B
$19.2M 0.19%
666,657
+269,678
+68% +$8.15M
BRK.B icon
113
CALL
Berkshire Hathaway Class B
BRK.B
$1.1T
$19.2M 0.19%
53,700
+16,300
+44% +$5.72M
TXN icon
114
CALL
Texas Instruments
TXN
$255B
$18.6M 0.18%
109,300
-36,300
-25% -$5.62M
WMT icon
115
CALL
Walmart Inc
WMT
$884B
$18.6M 0.18%
354,000
+235,200
+198% +$12.4M
MDB icon
116
PUT
MongoDB
MDB
$26.2B
$18.5M 0.18%
45,200
+19,500
+76% +$7.4M
MS icon
117
CALL
Morgan Stanley
MS
$330B
$18.2M 0.18%
195,600
+53,200
+37% +$4.26M
BAC icon
118
PUT
Bank of America
BAC
$433B
$18.2M 0.18%
541,600
+253,300
+88% +$7.37M
DLTR icon
119
CALL
Dollar Tree
DLTR
$24.7B
$18M 0.17%
126,400
+3,900
+3% +$462K
XYZ
120
Block Inc
XYZ
$49.2B
$17.9M 0.17%
231,306
+52,477
+29% +$2.97M
DG icon
121
CALL
Dollar General
DG
$28.1B
$17.7M 0.17%
130,300
+10,400
+9% +$1.26M
MPC icon
122
PUT
Marathon Petroleum
MPC
$91.7B
$17.7M 0.17%
119,400
+36,200
+44% +$5.38M
GE icon
123
PUT
GE Aerospace
GE
$368B
$17.7M 0.17%
173,415
+125,049
+259% +$11.6M
CAT icon
124
PUT
Caterpillar
CAT
$373B
$17.5M 0.17%
59,200
+44,500
+303% +$11.5M
CVS icon
125
PUT
CVS Health
CVS
$134B
$17.4M 0.17%
220,300
+9,500
+5% +$676K
3 4
5
6 7

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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.