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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
LRCX icon
201
CALL
Lam Research
LRCX
$375B
$10.6M 0.1%
135,000
-81,000
-38% -$5.52M
UNP icon
202
PUT
Union Pacific
UNP
$172B
$10.6M 0.1%
43,000
+17,000
+65% +$3.74M
DVN icon
203
PUT
Devon Energy
DVN
$51.1B
$10.5M 0.1%
231,200
-60,600
-21% -$2.77M
RBLX icon
204
PUT
Roblox
RBLX
$24.8B
$10.3M 0.1%
226,300
-41,700
-16% -$1.54M
MMM icon
205
PUT
3M
MMM
$90.4B
$10.3M 0.1%
112,663
-21,050
-16% -$1.69M
PINS icon
206
PUT
Pinterest
PINS
$13.5B
$10.3M 0.1%
276,900
-23,000
-8% -$723K
MCD icon
207
PUT
McDonald's
MCD
$191B
$10.2M 0.1%
34,500
+20,700
+150% +$5.63M
UNH icon
208
UnitedHealth
UNH
$379B
$10.1M 0.1%
19,256
+18,853
+4,678% +$10.1M
OXY icon
209
Occidental Petroleum
OXY
$55.8B
$10.1M 0.1%
169,687
-29,271
-15% -$1.79M
ADI icon
210
CALL
Analog Devices
ADI
$179B
$10.1M 0.1%
51,000
+28,100
+123% +$5.02M
GM icon
211
PUT
General Motors
GM
$79.2B
$10.1M 0.1%
280,700
+135,000
+93% +$4.17M
BLK icon
212
CALL
Blackrock
BLK
$170B
$10.1M 0.1%
12,400
+8,300
+202% +$5.79M
GM icon
213
General Motors
GM
$79.2B
$10.1M 0.1%
279,797
+86,379
+45% +$2.67M
HON icon
214
PUT
Honeywell
HON
$76B
$9.9M 0.1%
50,079
+3,395
+7% +$612K
AMAT icon
215
CALL
Applied Materials
AMAT
$405B
$9.77M 0.09%
60,300
+23,500
+64% +$3.45M
BAC icon
216
Bank of America
BAC
$434B
$9.68M 0.09%
287,588
+164,770
+134% +$4.8M
MELI icon
217
Mercado Libre
MELI
$95.2B
$9.68M 0.09%
6,157
+3,670
+148% +$5.2M
HON icon
218
CALL
Honeywell
HON
$76B
$9.6M 0.09%
48,594
+11,671
+32% +$2.1M
DIA icon
219
PUT
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$45.5B
$9.31M 0.09%
24,700
+6,900
+39% +$2.41M
ABNB icon
220
PUT
Airbnb
ABNB
$90.3B
$9.24M 0.09%
67,900
-91,800
-57% -$11.8M
BKNG icon
221
PUT
Booking.com
BKNG
$150B
$9.22M 0.09%
65,000
+5,000
+8% +$624K
AMGN icon
222
Amgen
AMGN
$206B
$9.22M 0.09%
32,000
+30,820
+2,612% +$8.4M
CVS icon
223
CALL
CVS Health
CVS
$134B
$9.06M 0.09%
114,700
+31,300
+38% +$2.23M
UPS icon
224
PUT
United Parcel Service
UPS
$89.1B
$9.04M 0.09%
57,500
+16,100
+39% +$2.43M
MRNA icon
225
CALL
Moderna
MRNA
$22.8B
$8.96M 0.09%
90,100
+39,400
+78% +$3.31M
7 8
9
10 11

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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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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.