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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
SSNC icon
2101
SS&C Technologies
SSNC
$19B
$268K ﹤0.01%
4,393
-1,225
-22% -$66.9K
IWO icon
2102
iShares Russell 2000 Growth ETF
IWO
$15B
$268K ﹤0.01%
1,064
-7,410
-87% -$1.67M
MLCO icon
2103
Melco Resorts & Entertainment
MLCO
$2.17B
$268K ﹤0.01%
30,232
-12,668
-30% -$103K
GRPN icon
2104
Groupon
GRPN
$1.04B
$268K ﹤0.01%
20,852
-50,209
-71% -$602K
CNK icon
2105
CALL
Cinemark Holdings
CNK
$4.41B
$268K ﹤0.01%
+19,000
New +$295K
EFZ icon
2106
ProShares Trust Short MSCI EAFE
EFZ
$10.1M
$267K ﹤0.01%
+7,793
New +$290K
CRK icon
2107
PUT
Comstock Resources
CRK
$3.91B
$267K ﹤0.01%
30,200
+9,100
+43% +$98.4K
AIRR icon
2108
First Trust RBA American Industrial Renaissance ETF
AIRR
$10.6B
$267K ﹤0.01%
+4,619
New +$238K
BX icon
2109
Blackstone
BX
$110B
$267K ﹤0.01%
+2,039
New +$221K
EXAS
2110
CALL
DELISTED
Exact Sciences
EXAS
$266K ﹤0.01%
3,600
-1,400
-28% -$91.8K
IXJ icon
2111
iShares Global Healthcare ETF
IXJ
$4.08B
$266K ﹤0.01%
+3,069
New +$254K
CHGG icon
2112
CALL
Chegg
CHGG
$115M
$266K ﹤0.01%
+23,400
New +$222K
FLG
2113
Flagstar Bank National Association
FLG
$5.95B
$265K ﹤0.01%
8,643
+4,995
+137% +$150K
HIG icon
2114
CALL
Hartford Financial Services
HIG
$38.9B
$265K ﹤0.01%
+3,300
New +$249K
QQQE icon
2115
Direxion NASDAQ-100 Equal Weighted Index ETF
QQQE
$1.38B
$265K ﹤0.01%
+3,133
New +$243K
VRIG icon
2116
Invesco Variable Rate Investment Grade ETF
VRIG
$1.83B
$265K ﹤0.01%
+10,604
New +$265K
JHMM icon
2117
John Hancock Multifactor Mid Cap ETF
JHMM
$6.1B
$265K ﹤0.01%
5,030
-5,719
-53% -$276K
CM icon
2118
CALL
Canadian Imperial Bank of Commerce
CM
$108B
$265K ﹤0.01%
+5,500
New +$220K
AVAV icon
2119
PUT
AeroVironment
AVAV
$8.55B
$265K ﹤0.01%
2,100
-1,300
-38% -$159K
VICI icon
2120
CALL
VICI Properties
VICI
$29.3B
$265K ﹤0.01%
+8,300
New +$244K
SCHX icon
2121
Schwab US Large- Cap ETF
SCHX
$74.2B
$265K ﹤0.01%
+14,073
New +$247K
VAW icon
2122
Vanguard Materials ETF
VAW
$3.06B
$264K ﹤0.01%
1,392
-974
-41% -$171K
SUSA icon
2123
iShares ESG Optimized MSCI USA ETF
SUSA
$4.16B
$263K ﹤0.01%
+2,620
New +$244K
BAX icon
2124
Baxter International
BAX
$14.7B
$263K ﹤0.01%
6,806
-10,798
-61% -$382K
AGL icon
2125
PUT
Agilon Health
AGL
$1.58B
$262K ﹤0.01%
836
-400
-32% -$145K
83 84
85
86 87

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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
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EI
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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.