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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
XLU icon
1526
State Street Utilities Select Sector SPDR ETF
XLU
$22.9B
$519K 0.01%
16,400
+9,222
+128% +$282K
XLY icon
1527
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$22.9B
$519K 0.01%
5,800
+1,000
+21% +$82.8K
SPEM icon
1528
State Street SPDR Portfolio Emerging Markets ETF
SPEM
$17.3B
$519K 0.01%
14,643
+3,950
+37% +$134K
ALLY icon
1529
CALL
Ally Financial
ALLY
$13.4B
$517K 0.01%
14,800
+3,700
+33% +$103K
DEO icon
1530
Diageo
DEO
$49.2B
$515K 0.01%
3,538
+1,407
+66% +$208K
TEAM icon
1531
Atlassian
TEAM
$26.3B
$515K 0.01%
+2,166
New +$425K
SANM icon
1532
Sanmina
SANM
$10.4B
$515K 0.01%
+10,026
New +$512K
MYRG icon
1533
MYR Group
MYRG
$5.26B
$515K 0.01%
+3,559
New +$459K
TXRH icon
1534
PUT
Texas Roadhouse
TXRH
$13.8B
$513K 0.01%
4,200
-400
-9% -$42.7K
PPLI
1535
CALL
People Inc
PPLI
$3.13B
$513K 0.01%
+11,946
New +$468K
GRPN icon
1536
CALL
Groupon
GRPN
$1.05B
$512K 0.01%
39,900
+20,000
+101% +$240K
WGO icon
1537
CALL
Winnebago Industries
WGO
$885M
$510K ﹤0.01%
7,000
-5,100
-42% -$327K
KIM icon
1538
Kimco Realty
KIM
$17.1B
$510K ﹤0.01%
+23,934
New +$452K
WYNN icon
1539
Wynn Resorts
WYNN
$10.2B
$510K ﹤0.01%
5,595
+3,332
+147% +$295K
OLLI icon
1540
Ollie's Bargain Outlet
OLLI
$4.51B
$509K ﹤0.01%
6,708
+3,331
+99% +$251K
MGA icon
1541
CALL
Magna International
MGA
$18.5B
$508K ﹤0.01%
8,600
+1,400
+19% +$75.5K
LEVI icon
1542
CALL
Levi Strauss
LEVI
$9.48B
$508K ﹤0.01%
30,700
-6,700
-18% -$99.4K
ABNB icon
1543
Airbnb
ABNB
$89.4B
$507K ﹤0.01%
3,726
-37,706
-91% -$4.86M
CAL icon
1544
CALL
Caleres
CAL
$470M
$507K ﹤0.01%
16,500
-1,400
-8% -$39.5K
EWG icon
1545
iShares MSCI Germany ETF
EWG
$1.6B
$507K ﹤0.01%
17,072
+3,250
+24% +$88.7K
SYF icon
1546
CALL
Synchrony
SYF
$25.3B
$504K ﹤0.01%
13,200
+5,100
+63% +$161K
SHAK icon
1547
CALL
Shake Shack
SHAK
$2.61B
$504K ﹤0.01%
+6,800
New +$417K
PPG icon
1548
PPG Industries
PPG
$25.3B
$504K ﹤0.01%
3,370
-10,674
-76% -$1.44M
AVAV icon
1549
AeroVironment
AVAV
$8.06B
$504K ﹤0.01%
3,995
-11,759
-75% -$1.44M
RGEN icon
1550
CALL
Repligen
RGEN
$8.3B
$503K ﹤0.01%
2,800
+900
+47% +$140K
60 61
62
63 64

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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
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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.