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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
IONS icon
2226
PUT
Ionis Pharmaceuticals
IONS
$9.15B
$238K ﹤0.01%
4,700
-2,400
-34% -$115K
MSI icon
2227
Motorola Solutions
MSI
$73.5B
$238K ﹤0.01%
759
-193
-20% -$58.4K
CRDO icon
2228
Credo Technology Group
CRDO
$44.4B
$237K ﹤0.01%
+12,193
New +$207K
GEN icon
2229
CALL
Gen Digital
GEN
$16.9B
$237K ﹤0.01%
10,400
-7,500
-42% -$149K
TBT icon
2230
ProShares Trust UltraShort Lehman 20+ Year Treasury
TBT
$310M
$237K ﹤0.01%
7,853
-20,940
-73% -$785K
GPRE icon
2231
PUT
Green Plains
GPRE
$1.19B
$237K ﹤0.01%
+9,400
New +$249K
DAC icon
2232
PUT
Danaos Corp
DAC
$2.53B
$237K ﹤0.01%
3,200
-10,800
-77% -$734K
CDNS icon
2233
Cadence Design Systems
CDNS
$93.8B
$237K ﹤0.01%
+870
New +$224K
XEL icon
2234
Xcel Energy
XEL
$48.6B
$237K ﹤0.01%
3,826
-6,934
-64% -$416K
BCO icon
2235
Brink's
BCO
$4.86B
$237K ﹤0.01%
+2,690
New +$207K
BFIX icon
2236
Build Bond Innovation ETF
BFIX
$13.7M
$236K ﹤0.01%
+10,293
New +$233K
DIA icon
2237
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$46.5B
$236K ﹤0.01%
+627
New +$219K
BKR icon
2238
CALL
Baker Hughes
BKR
$61.3B
$236K ﹤0.01%
6,900
+500
+8% +$17.1K
DAPR icon
2239
FT Vest US Equity Deep Buffer ETF April
DAPR
$312M
$236K ﹤0.01%
+7,286
New +$227K
MIDD icon
2240
CALL
Middleby
MIDD
$6.27B
$235K ﹤0.01%
1,600
-400
-20% -$50.8K
MIDD icon
2241
PUT
Middleby
MIDD
$6.27B
$235K ﹤0.01%
1,600
-1,000
-38% -$127K
TEX icon
2242
Terex
TEX
$7.55B
$235K ﹤0.01%
+4,096
New +$212K
BEN icon
2243
PUT
Franklin Resources
BEN
$18.2B
$235K ﹤0.01%
+7,900
New +$197K
MLM icon
2244
Martin Marietta Materials
MLM
$33.4B
$235K ﹤0.01%
+471
New +$212K
TDC icon
2245
CALL
Teradata
TDC
$3.24B
$235K ﹤0.01%
5,400
-8,100
-60% -$364K
SMFG icon
2246
Sumitomo Mitsui Financial
SMFG
$158B
$235K ﹤0.01%
+24,257
New +$235K
H icon
2247
PUT
Hyatt Hotels
H
$16.4B
$235K ﹤0.01%
+1,800
New +$204K
HSIC icon
2248
CALL
Henry Schein
HSIC
$10.2B
$235K ﹤0.01%
3,100
-4,600
-60% -$322K
MAS icon
2249
PUT
Masco
MAS
$15.2B
$234K ﹤0.01%
+3,500
New +$203K
ESS icon
2250
Essex Property Trust
ESS
$18.5B
$234K ﹤0.01%
+945
New +$208K
88 89
90
91 92

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OAM
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NOCM
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QIM
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RB
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OMG
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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.