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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
AAPL icon
1
PUT
Apple
AAPL
$4.9T
$357M 3.45%
1,852,000
+659,900
+55% +$122M
AAPL icon
2
Apple
AAPL
$4.9T
$249M 2.41%
1,293,654
+227,334
+21% +$42M
MSFT icon
3
PUT
Microsoft
MSFT
$3.35T
$191M 1.85%
508,200
-17,200
-3% -$6.12M
SPY icon
4
PUT
State Street SPDR S&P 500 ETF Trust
SPY
$784B
$173M 1.67%
364,400
-131,600
-27% -$58.6M
NVDA icon
5
PUT
NVIDIA
NVDA
$4.72T
$173M 1.67%
3,492,000
+1,151,000
+49% +$53.3M
META icon
6
CALL
Meta Platforms (Facebook)
META
$1.37T
$150M 1.45%
424,900
+184,300
+77% +$60M
TSLA icon
7
PUT
Tesla
TSLA
$1.22T
$149M 1.44%
598,700
+17,800
+3% +$4.23M
MSFT icon
8
CALL
Microsoft
MSFT
$3.35T
$148M 1.43%
393,700
+56,700
+17% +$20.2M
META icon
9
PUT
Meta Platforms (Facebook)
META
$1.37T
$145M 1.4%
409,200
-82,600
-17% -$26.9M
AMZN icon
10
PUT
Amazon
AMZN
$2.53T
$136M 1.32%
897,900
+106,900
+14% +$15M
NVDA icon
11
CALL
NVIDIA
NVDA
$4.72T
$127M 1.23%
2,568,000
+655,000
+34% +$30.4M
TSLA icon
12
CALL
Tesla
TSLA
$1.22T
$123M 1.19%
494,500
+224,900
+83% +$53.4M
AMZN icon
13
Amazon
AMZN
$2.53T
$109M 1.05%
716,494
+173,679
+32% +$24.3M
SPY icon
14
CALL
State Street SPDR S&P 500 ETF Trust
SPY
$784B
$90.7M 0.88%
190,800
+101,600
+114% +$45.3M
AMD icon
15
Advanced Micro Devices
AMD
$791B
$86.5M 0.84%
586,941
-5,909
-1% -$696K
NFLX icon
16
PUT
Netflix
NFLX
$305B
$81.6M 0.79%
1,675,000
+917,000
+121% +$40M
BA icon
17
PUT
Boeing
BA
$175B
$79.8M 0.77%
306,100
+180,600
+144% +$38.6M
AVGO icon
18
CALL
Broadcom
AVGO
$1.85T
$77.4M 0.75%
693,000
+315,000
+83% +$29.8M
AMD icon
19
PUT
Advanced Micro Devices
AMD
$791B
$76.5M 0.74%
519,200
-233,100
-31% -$27.5M
SPY icon
20
State Street SPDR S&P 500 ETF Trust
SPY
$784B
$75.9M 0.73%
159,700
-366,378
-70% -$163M
MSFT icon
21
Microsoft
MSFT
$3.35T
$75.8M 0.73%
201,495
-72,000
-26% -$25.6M
NVDA icon
22
NVIDIA
NVDA
$4.72T
$66.5M 0.64%
1,343,670
+1,054,790
+365% +$48.9M
GOOGL icon
23
PUT
Alphabet (Google) Class A
GOOGL
$4.08T
$63M 0.61%
450,900
-303,600
-40% -$40.8M
JNJ icon
24
PUT
Johnson & Johnson
JNJ
$617B
$58.6M 0.57%
373,900
+84,000
+29% +$12.9M
JPM icon
25
PUT
JPMorgan Chase
JPM
$933B
$52.2M 0.5%
306,700
-8,300
-3% -$1.26M
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.