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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
PYCR
1926
DELISTED
Paycor HCM, Inc. Common Stock
PYCR
$324K ﹤0.01%
+15,019
New +$326K
KNSL icon
1927
Kinsale Capital Group
KNSL
$8.29B
$324K ﹤0.01%
968
+74
+8% +$27.4K
OGN icon
1928
Organon & Co
OGN
$3.56B
$324K ﹤0.01%
+22,463
New +$306K
DV icon
1929
CALL
DoubleVerify
DV
$1.82B
$324K ﹤0.01%
+8,800
New +$274K
IBKR icon
1930
PUT
Interactive Brokers
IBKR
$39.7B
$323K ﹤0.01%
15,600
+4,000
+34% +$81.9K
NOVA
1931
CALL
DELISTED
Sunnova Energy
NOVA
$323K ﹤0.01%
+21,200
New +$232K
SPXS icon
1932
Direxion Daily S&P 500 Bear 3x ETF
SPXS
$306M
$323K ﹤0.01%
2,798
+519
+23% +$73.7K
BXMT icon
1933
Blackstone Mortgage Trust
BXMT
$2.38B
$322K ﹤0.01%
15,146
-1,602
-10% -$34.5K
ARW icon
1934
Arrow Electronics
ARW
$11.6B
$322K ﹤0.01%
+2,635
New +$314K
VOE icon
1935
Vanguard Morningstar Mid-Cap Value ETF
VOE
$24B
$322K ﹤0.01%
2,221
-1,507
-40% -$202K
EFX icon
1936
CALL
Equifax
EFX
$20.6B
$321K ﹤0.01%
1,300
-2,600
-67% -$527K
UNM icon
1937
PUT
Unum
UNM
$14.3B
$321K ﹤0.01%
+7,100
New +$323K
VOYA icon
1938
PUT
Voya Financial
VOYA
$9.12B
$321K ﹤0.01%
+4,400
New +$307K
IJH icon
1939
iShares Core S&P Mid-Cap ETF
IJH
$126B
$321K ﹤0.01%
+5,790
New +$294K
HTZ icon
1940
Hertz
HTZ
$486M
$320K ﹤0.01%
30,790
+18,288
+146% +$177K
JNK icon
1941
State Street SPDR Bloomberg High Yield Bond ETF
JNK
$6.92B
$319K ﹤0.01%
3,372
-40,194
-92% -$3.67M
CTVA icon
1942
Corteva
CTVA
$51.5B
$319K ﹤0.01%
6,663
-937
-12% -$44.7K
CYTK icon
1943
Cytokinetics
CYTK
$10.8B
$319K ﹤0.01%
+3,822
New +$138K
AMP icon
1944
Ameriprise Financial
AMP
$49B
$319K ﹤0.01%
840
+221
+36% +$75.8K
MEDP icon
1945
Medpace
MEDP
$16.1B
$319K ﹤0.01%
1,040
+147
+16% +$39.7K
PPBI
1946
DELISTED
Pacific Premier Bancorp
PPBI
$318K ﹤0.01%
+10,936
New +$254K
WPM icon
1947
Wheaton Precious Metals
WPM
$52.5B
$318K ﹤0.01%
6,452
-10,049
-61% -$455K
CFG icon
1948
CALL
Citizens Financial Group
CFG
$31.3B
$318K ﹤0.01%
9,600
-15,700
-62% -$432K
NRGU icon
1949
MicroSectors U.S. Big Oil 3x Leveraged ETNs due Feb 17 2045
NRGU
$20.8M
$318K ﹤0.01%
767
+81
+12% +$34.4K
NTAP icon
1950
PUT
NetApp
NTAP
$38B
$317K ﹤0.01%
3,600
-9,400
-72% -$757K
76 77
78
79 80

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OAM
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NOCM
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QIM
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RB
Rodgers Brothers Harmony, Pennsylvania $866M AUM 30.05% 1-Year Est. Return
OMG
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MCM
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NEPWA
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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.