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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
NFLX icon
26
Netflix
NFLX
$305B
$50.5M 0.49%
1,036,260
+1,004,180
+3,130% +$43.8M
QQQ icon
27
PUT
Invesco QQQ Trust
QQQ
$450B
$50M 0.48%
122,200
-43,300
-26% -$16.4M
NFLX icon
28
CALL
Netflix
NFLX
$305B
$48M 0.46%
986,000
-145,000
-13% -$6.33M
GS icon
29
CALL
Goldman Sachs
GS
$302B
$47M 0.45%
121,800
+24,400
+25% +$8.14M
AMZN icon
30
CALL
Amazon
AMZN
$2.53T
$44.8M 0.43%
294,600
-86,000
-23% -$12.1M
JPM icon
31
CALL
JPMorgan Chase
JPM
$933B
$44.3M 0.43%
260,300
+82,400
+46% +$12.5M
TSLA icon
32
Tesla
TSLA
$1.22T
$43.8M 0.42%
176,073
-216,274
-55% -$51.4M
BA icon
33
CALL
Boeing
BA
$175B
$43.5M 0.42%
166,900
+94,100
+129% +$20.1M
V icon
34
PUT
Visa
V
$684B
$41.9M 0.41%
161,000
+111,200
+223% +$27.4M
V icon
35
CALL
Visa
V
$684B
$41.6M 0.4%
159,700
+72,700
+84% +$17.9M
TSM icon
36
TSMC
TSM
$2.09T
$40.9M 0.4%
393,296
+263,205
+202% +$25.1M
LLY icon
37
CALL
Eli Lilly
LLY
$1.03T
$38.8M 0.38%
66,600
+24,400
+58% +$14.2M
DIS icon
38
PUT
Walt Disney
DIS
$167B
$38.1M 0.37%
422,400
-133,600
-24% -$11.8M
GOOGL icon
39
Alphabet (Google) Class A
GOOGL
$4.08T
$37.4M 0.36%
267,484
-164,718
-38% -$22.1M
COST icon
40
PUT
Costco
COST
$423B
$37.1M 0.36%
56,200
+13,900
+33% +$8.24M
MA icon
41
CALL
Mastercard
MA
$510B
$36M 0.35%
84,500
+42,500
+101% +$17.1M
UNH icon
42
PUT
UnitedHealth
UNH
$383B
$35.2M 0.34%
66,800
-33,100
-33% -$17.7M
V icon
43
Visa
V
$684B
$35.1M 0.34%
134,938
+130,540
+2,968% +$32.2M
CMG icon
44
PUT
Chipotle Mexican Grill
CMG
$48.8B
$35M 0.34%
765,000
-50,000
-6% -$2.08M
TSM icon
45
PUT
TSMC
TSM
$2.09T
$34.9M 0.34%
335,100
+158,000
+89% +$15.1M
IWM icon
46
PUT
iShares Russell 2000 ETF
IWM
$80.2B
$34M 0.33%
169,200
+71,800
+74% +$12.9M
JNJ icon
47
CALL
Johnson & Johnson
JNJ
$617B
$33.8M 0.33%
215,700
+64,500
+43% +$9.89M
COP icon
48
CALL
ConocoPhillips
COP
$145B
$33.3M 0.32%
287,100
+257,800
+880% +$30.2M
AAPL icon
49
CALL
Apple
AAPL
$4.9T
$33.1M 0.32%
171,900
+49,800
+41% +$9.2M
IBM icon
50
CALL
IBM
IBM
$209B
$32.3M 0.31%
197,400
+20,200
+11% +$3.05M
1
2
3 4 5

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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.