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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
USMV icon
1851
iShares MSCI USA Min Vol Factor ETF
USMV
$23.8B
$353K ﹤0.01%
4,525
-8,635
-66% -$644K
PLCE icon
1852
Children's Place
PLCE
$58M
$352K ﹤0.01%
15,177
+1,712
+13% +$41.6K
USOI icon
1853
Credit Suisse AG Credit Suisse X-Links Crude Oil Shares Covered Call ETN
USOI
$41M
$352K ﹤0.01%
+5,047
New +$385K
TEL icon
1854
PUT
TE Connectivity
TEL
$60.7B
$351K ﹤0.01%
2,500
+200
+9% +$25.7K
XHB icon
1855
State Street SPDR S&P Homebuilders ETF
XHB
$1.51B
$351K ﹤0.01%
3,671
-11,878
-76% -$966K
RGLD icon
1856
CALL
Royal Gold
RGLD
$17.4B
$351K ﹤0.01%
2,900
-900
-24% -$102K
DT icon
1857
CALL
Dynatrace
DT
$13.1B
$350K ﹤0.01%
6,400
-1,100
-15% -$55.6K
BBWI icon
1858
CALL
Bath & Body Works
BBWI
$4.2B
$350K ﹤0.01%
8,100
-4,800
-37% -$162K
TREE icon
1859
PUT
LendingTree
TREE
$456M
$349K ﹤0.01%
11,500
-16,000
-58% -$290K
HLF icon
1860
PUT
Herbalife
HLF
$1.33B
$348K ﹤0.01%
+22,800
New +$315K
MTSI icon
1861
MACOM Technology Solutions
MTSI
$20.3B
$347K ﹤0.01%
+3,735
New +$307K
PULS icon
1862
PGIM Ultra Short Bond ETF
PULS
$18.2B
$347K ﹤0.01%
7,029
-5,764
-45% -$285K
SWKS icon
1863
Skyworks Solutions
SWKS
$9.73B
$347K ﹤0.01%
3,088
+759
+33% +$74.3K
CE icon
1864
Celanese
CE
$4.8B
$346K ﹤0.01%
2,229
-671
-23% -$87.5K
PCG icon
1865
CALL
PG&E
PCG
$38.1B
$346K ﹤0.01%
19,200
+9,000
+88% +$152K
HEFA icon
1866
iShares Currency Hedged MSCI EAFE ETF
HEFA
$7.61B
$345K ﹤0.01%
+10,955
New +$334K
STX icon
1867
Seagate
STX
$191B
$345K ﹤0.01%
4,042
-10,027
-71% -$748K
JBL icon
1868
Jabil
JBL
$34.9B
$345K ﹤0.01%
+2,705
New +$344K
PSX icon
1869
Phillips 66
PSX
$81.7B
$344K ﹤0.01%
2,585
-677
-21% -$80.9K
GOOS
1870
CALL
Canada Goose Holdings
GOOS
$858M
$344K ﹤0.01%
+29,000
New +$343K
MAG
1871
DELISTED
MAG Silver
MAG
$343K ﹤0.01%
+32,971
New +$352K
EIX icon
1872
PUT
Edison International
EIX
$27.5B
$343K ﹤0.01%
4,800
-1,200
-20% -$78.8K
HOLX
1873
PUT
DELISTED
Hologic
HOLX
$343K ﹤0.01%
4,800
+1,700
+55% +$118K
JACK icon
1874
CALL
Jack in the Box
JACK
$333M
$343K ﹤0.01%
4,200
-8,100
-66% -$574K
ARKG icon
1875
ARK Genomic Revolution ETF
ARKG
$1.61B
$343K ﹤0.01%
10,448
-4,489
-30% -$122K
73 74
75
76 77

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OAM
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NOCM
Night Owl Capital Management Greenwich, Connecticut $858M AUM 31.41% 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
NEPWA
New England Private Wealth Advisors Wellesley, Massachusetts $866M AUM 15.25% 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.