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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
PYPL icon
126
PUT
PayPal
PYPL
$49.3B
$17.3M 0.17%
280,900
-296,200
-51% -$17M
ENPH icon
127
CALL
Enphase Energy
ENPH
$4.94B
$17.2M 0.17%
130,100
-95,200
-42% -$10.1M
AFRM icon
128
PUT
Affirm
AFRM
$24.5B
$16.9M 0.16%
343,500
+138,400
+67% +$4M
TGT icon
129
PUT
Target
TGT
$65.6B
$16.8M 0.16%
118,200
-87,400
-43% -$10.7M
SHOP icon
130
CALL
Shopify
SHOP
$159B
$16.7M 0.16%
214,500
+105,700
+97% +$6.75M
UPS icon
131
CALL
United Parcel Service
UPS
$89.5B
$16.7M 0.16%
106,100
+26,900
+34% +$4.07M
CSCO icon
132
CALL
Cisco
CSCO
$448B
$16.6M 0.16%
328,200
+180,200
+122% +$9.21M
OXY icon
133
PUT
Occidental Petroleum
OXY
$55.6B
$16.3M 0.16%
273,000
+43,600
+19% +$2.66M
ASML icon
134
PUT
ASML
ASML
$634B
$16.2M 0.16%
21,400
-2,400
-10% -$1.58M
PG icon
135
CALL
Procter & Gamble
PG
$335B
$16.2M 0.16%
110,300
+60,200
+120% +$8.92M
TJX icon
136
PUT
TJX Companies
TJX
$176B
$16.2M 0.16%
172,200
+51,700
+43% +$4.64M
CELH icon
137
CALL
Celsius Holdings
CELH
$7.5B
$16.1M 0.16%
296,000
+197,900
+202% +$10.6M
BMY icon
138
CALL
Bristol-Myers Squibb
BMY
$132B
$16.1M 0.16%
313,700
+122,000
+64% +$6.4M
KO icon
139
CALL
Coca-Cola
KO
$381B
$15.9M 0.15%
270,300
+224,800
+494% +$12.8M
TJX icon
140
CALL
TJX Companies
TJX
$176B
$15.9M 0.15%
169,100
+93,900
+125% +$8.42M
MCD icon
141
CALL
McDonald's
MCD
$191B
$15.6M 0.15%
52,700
+25,100
+91% +$6.83M
VLO icon
142
CALL
Valero Energy
VLO
$92.6B
$15.6M 0.15%
120,200
+78,300
+187% +$9.96M
TMO icon
143
CALL
Thermo Fisher Scientific
TMO
$214B
$15.4M 0.15%
29,000
+14,500
+100% +$7.02M
ABNB icon
144
CALL
Airbnb
ABNB
$90.3B
$15.4M 0.15%
112,900
+3,800
+3% +$490K
TGT icon
145
CALL
Target
TGT
$65.6B
$15.3M 0.15%
107,200
-80,500
-43% -$9.83M
COP icon
146
PUT
ConocoPhillips
COP
$145B
$15.1M 0.15%
130,100
+52,900
+69% +$6.19M
AMGN icon
147
PUT
Amgen
AMGN
$209B
$15.1M 0.15%
52,400
+23,800
+83% +$6.48M
CCJ icon
148
CALL
Cameco
CCJ
$38.4B
$15.1M 0.15%
349,300
+281,800
+417% +$11.8M
WMT icon
149
Walmart Inc
WMT
$884B
$14.9M 0.14%
282,978
-809,280
-74% -$42.8M
DG icon
150
PUT
Dollar General
DG
$28.1B
$14.8M 0.14%
108,900
+53,300
+96% +$6.47M
4 5
6
7 8

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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.