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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
MPWR icon
1376
CALL
Monolithic Power Systems
MPWR
$70.1B
$631K 0.01%
1,000
-5,400
-84% -$2.82M
PEN icon
1377
CALL
Penumbra
PEN
$12.7B
$629K 0.01%
2,500
-6,400
-72% -$1.41M
HCP
1378
CALL
DELISTED
HashiCorp, Inc. Class A Common Stock
HCP
$629K 0.01%
26,600
+6,400
+32% +$139K
RPT
1379
DELISTED
RPT Realty Common Shares of Beneficial Interest (MD)
RPT
$628K 0.01%
+48,972
New +$557K
VGLT icon
1380
Vanguard Long-Term Treasury ETF
VGLT
$10B
$628K 0.01%
+10,204
New +$577K
VTLE
1381
PUT
DELISTED
Vital Energy
VTLE
$628K 0.01%
13,800
+5,500
+66% +$264K
HTZ icon
1382
PUT
Hertz
HTZ
$499M
$627K 0.01%
60,300
+30,500
+102% +$295K
NVS icon
1383
Novartis
NVS
$297B
$625K 0.01%
+6,194
New +$598K
QLD icon
1384
ProShares Ultra QQQ
QLD
$12.8B
$625K 0.01%
16,444
-14,438
-47% -$476K
BNY
1385
PUT
Bank of New York Mellon
BNY
$106B
$625K 0.01%
12,000
+6,500
+118% +$299K
AER icon
1386
PUT
AerCap
AER
$23.7B
$624K 0.01%
+8,400
New +$555K
FDX icon
1387
FedEx
FDX
$72.7B
$624K 0.01%
2,466
+610
+33% +$155K
PRKS icon
1388
CALL
United Parks & Resorts
PRKS
$2.1B
$623K 0.01%
11,800
-4,700
-28% -$224K
EG icon
1389
Everest Group
EG
$14.5B
$623K 0.01%
+1,763
New +$683K
EMR icon
1390
PUT
Emerson Electric
EMR
$83.9B
$623K 0.01%
6,400
+2,700
+73% +$247K
BNTX icon
1391
PUT
BioNTech
BNTX
$22.9B
$623K 0.01%
5,900
+3,500
+146% +$353K
SUB icon
1392
iShares Short-Term National Muni Bond ETF
SUB
$11.4B
$623K 0.01%
5,906
+913
+18% +$95K
KLIC icon
1393
Kulicke & Soffa
KLIC
$4.67B
$623K 0.01%
+11,379
New +$553K
GPN icon
1394
PUT
Global Payments
GPN
$23B
$622K 0.01%
4,900
-7,500
-60% -$869K
PGR icon
1395
CALL
Progressive
PGR
$123B
$621K 0.01%
3,900
-400
-9% -$62.6K
BSV icon
1396
Vanguard Short-Term Bond ETF
BSV
$44.7B
$621K 0.01%
+8,060
New +$610K
ZBH icon
1397
PUT
Zimmer Biomet
ZBH
$18.2B
$621K 0.01%
+5,100
New +$569K
GUSH icon
1398
Direxion Daily S&P Oil & Gas Exp. & Prod. Bull 2X ETF
GUSH
$251M
$619K 0.01%
18,926
+9,493
+101% +$331K
CTVA icon
1399
CALL
Corteva
CTVA
$52.6B
$618K 0.01%
12,900
+6,600
+105% +$315K
IWD icon
1400
iShares Russell 1000 Value ETF
IWD
$82.2B
$618K 0.01%
3,740
+1,756
+89% +$271K
54 55
56
57 58

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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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MCM
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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.