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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
QQQ icon
51
Invesco QQQ Trust
QQQ
$450B
$32.1M 0.31%
78,500
+3,347
+4% +$1.27M
LLY icon
52
PUT
Eli Lilly
LLY
$1.03T
$31.7M 0.31%
54,400
+17,700
+48% +$10.3M
SMCI icon
53
PUT
Super Micro Computer
SMCI
$17.9B
$31.5M 0.3%
1,108,000
+56,000
+5% +$1.55M
DIS icon
54
Walt Disney
DIS
$167B
$31.5M 0.3%
348,592
+59,342
+21% +$5.23M
MRK icon
55
CALL
Merck
MRK
$321B
$31M 0.3%
284,400
+239,800
+538% +$24.9M
INTC icon
56
CALL
Intel
INTC
$460B
$30.8M 0.3%
612,100
+269,100
+78% +$10.9M
XYZ
57
PUT
Block Inc
XYZ
$49.2B
$30.6M 0.3%
395,000
-5,100
-1% -$288K
NKE icon
58
Nike
NKE
$62.7B
$30.1M 0.29%
277,031
+119,247
+76% +$12.8M
QQQ icon
59
CALL
Invesco QQQ Trust
QQQ
$450B
$29.7M 0.29%
72,600
-35,100
-33% -$13.3M
NKE icon
60
PUT
Nike
NKE
$62.7B
$29.4M 0.28%
270,800
+58,600
+28% +$6.3M
MA icon
61
PUT
Mastercard
MA
$510B
$29.1M 0.28%
68,200
-8,800
-11% -$3.54M
MU icon
62
Micron Technology
MU
$988B
$28.9M 0.28%
+338,903
New +$25.2M
SNOW icon
63
CALL
Snowflake
SNOW
$103B
$28.9M 0.28%
145,300
-93,700
-39% -$15.8M
CRM icon
64
CALL
Salesforce
CRM
$148B
$28.8M 0.28%
109,300
-46,600
-30% -$10.5M
C icon
65
PUT
Citigroup
C
$222B
$28.5M 0.28%
553,500
-59,100
-10% -$2.62M
HD icon
66
CALL
Home Depot
HD
$332B
$28.3M 0.27%
81,700
-10,000
-11% -$3.1M
CRWD icon
67
CALL
CrowdStrike
CRWD
$189B
$28.2M 0.27%
442,000
-149,200
-25% -$7.81M
ABBV icon
68
CALL
AbbVie
ABBV
$455B
$28.1M 0.27%
181,300
-85,200
-32% -$12.4M
AVGO icon
69
PUT
Broadcom
AVGO
$1.85T
$28M 0.27%
251,000
+115,000
+85% +$10.9M
GOOGL icon
70
CALL
Alphabet (Google) Class A
GOOGL
$4.08T
$27.7M 0.27%
198,100
-270,500
-58% -$36.3M
BA icon
71
Boeing
BA
$175B
$27.3M 0.26%
104,617
+41,199
+65% +$8.81M
ADBE icon
72
CALL
Adobe
ADBE
$98.5B
$27.2M 0.26%
45,600
+1,000
+2% +$577K
BRK.B icon
73
PUT
Berkshire Hathaway Class B
BRK.B
$1.1T
$27.1M 0.26%
76,100
+41,000
+117% +$14.4M
XOM icon
74
PUT
ExxonMobil
XOM
$651B
$27.1M 0.26%
271,300
+30,000
+12% +$3.15M
C icon
75
CALL
Citigroup
C
$222B
$26.9M 0.26%
522,800
+50,200
+11% +$2.22M
1 2
3
4 5

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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.