We are live on ! Find out more
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
ORLY icon
1176
O'Reilly Automotive
ORLY
$72.9B
$815K 0.01%
12,870
-78,405
-86% -$4.95M
TFI icon
1177
State Street SPDR Nuveen ICE Municipal Bond ETF
TFI
$3.05B
$813K 0.01%
17,297
-6,200
-26% -$278K
SLV icon
1178
iShares Silver Trust
SLV
$28B
$812K 0.01%
37,302
-82,796
-69% -$1.76M
WDC icon
1179
CALL
Western Digital
WDC
$188B
$812K 0.01%
20,507
-48,421
-70% -$1.69M
MTN icon
1180
CALL
Vail Resorts
MTN
$5.32B
$811K 0.01%
3,800
+200
+6% +$43.8K
XRT icon
1181
CALL
State Street SPDR S&P Retail ETF
XRT
$449M
$810K 0.01%
11,200
+5,100
+84% +$324K
DFAC icon
1182
Dimensional US Core Equity 2 ETF
DFAC
$47.9B
$809K 0.01%
+27,687
New +$749K
TOL icon
1183
Toll Brothers
TOL
$13.6B
$809K 0.01%
+7,870
New +$656K
AFL icon
1184
PUT
Aflac
AFL
$64.9B
$809K 0.01%
9,800
+2,900
+42% +$234K
HES
1185
PUT
DELISTED
Hess
HES
$807K 0.01%
5,600
-4,800
-46% -$704K
ASO icon
1186
PUT
Academy Sports + Outdoors
ASO
$2.94B
$805K 0.01%
12,200
-2,900
-19% -$147K
AKAM icon
1187
CALL
Akamai
AKAM
$16.7B
$805K 0.01%
6,800
+1,000
+17% +$111K
TXT icon
1188
CALL
Textron
TXT
$14.7B
$804K 0.01%
10,000
-500
-5% -$38.8K
PFSI icon
1189
PUT
PennyMac Financial
PFSI
$3.92B
$804K 0.01%
9,100
+900
+11% +$67.6K
EXR icon
1190
CALL
Extra Space Storage
EXR
$31.3B
$802K 0.01%
5,000
-16,800
-77% -$2.14M
PGX icon
1191
Invesco Preferred ETF
PGX
$3.81B
$798K 0.01%
69,607
+34,461
+98% +$376K
YINN icon
1192
Direxion Daily FTSE China Bull 3X ETF
YINN
$782M
$798K 0.01%
+38,120
New +$936K
STT icon
1193
PUT
State Street
STT
$50.6B
$798K 0.01%
10,300
-100
-1% -$6.97K
EXEL icon
1194
Exelixis
EXEL
$13.3B
$793K 0.01%
+33,058
New +$719K
AEP icon
1195
American Electric Power
AEP
$69.6B
$792K 0.01%
9,751
-2,933
-23% -$228K
NBR icon
1196
PUT
Nabors Industries
NBR
$1.27B
$792K 0.01%
9,700
+5,100
+111% +$494K
ENTG icon
1197
CALL
Entegris
ENTG
$18.1B
$791K 0.01%
6,600
+200
+3% +$20.3K
PFG icon
1198
Principal Financial Group
PFG
$24.3B
$791K 0.01%
10,052
+3,673
+58% +$266K
WPC icon
1199
CALL
W.P. Carey
WPC
$16.8B
$791K 0.01%
12,200
+2,500
+26% +$144K
CPE
1200
CALL
DELISTED
Callon Petroleum Company
CPE
$791K 0.01%
24,400
+2,200
+10% +$75.4K
46 47
48
49 50

Similar funds

BCM
Benchstone Capital Management New York $860M AUM 32.46% 1-Year Est. Return
OAM
Ophir Asset Management Sydney, Australia $859M AUM 59.08% 1-Year Est. Return
NOCM
Night Owl Capital Management Greenwich, Connecticut $858M AUM 31.41% 1-Year Est. Return
TIM
Total Investment Management Scottsdale, Arizona $858M AUM 9.96% 1-Year Est. Return
QIM
Quest Investment Management Lake Oswego, Oregon $857M AUM 21.67% 1-Year Est. Return
RB
Rodgers Brothers Harmony, Pennsylvania $866M AUM 30.05% 1-Year Est. Return
OMG
One Madison Group New York $866M AUM 33.81% 1-Year Est. Return
MCM
Makena Capital Management Menlo Park, California $866M AUM 17.79% 1-Year Est. Return

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.