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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
HLF icon
1976
Herbalife
HLF
$1.33B
$309K ﹤0.01%
+20,218
New +$279K
EPD icon
1977
Enterprise Products Partners
EPD
$82.5B
$308K ﹤0.01%
11,706
+4,021
+52% +$107K
NLY icon
1978
Annaly Capital Management
NLY
$17.1B
$308K ﹤0.01%
+15,910
New +$284K
VVV icon
1979
CALL
Valvoline
VVV
$5.01B
$308K ﹤0.01%
+8,200
New +$275K
TRP icon
1980
TC Energy
TRP
$68.1B
$308K ﹤0.01%
+7,880
New +$287K
FFIV icon
1981
F5
FFIV
$23.4B
$308K ﹤0.01%
1,720
-15,327
-90% -$2.5M
EGO icon
1982
Eldorado Gold
EGO
$8.3B
$308K ﹤0.01%
+23,718
New +$267K
LYB icon
1983
LyondellBasell Industries
LYB
$19.7B
$307K ﹤0.01%
3,230
-2,570
-44% -$240K
RACE icon
1984
Ferrari
RACE
$70.8B
$307K ﹤0.01%
+907
New +$303K
SRE icon
1985
CALL
Sempra
SRE
$56.6B
$306K ﹤0.01%
+4,100
New +$293K
JD icon
1986
PUT
JD.com
JD
$44.5B
$306K ﹤0.01%
10,600
-257,000
-96% -$6.96M
CVLT icon
1987
Commault Systems
CVLT
$5.47B
$306K ﹤0.01%
+3,834
New +$274K
XRX icon
1988
PUT
Xerox
XRX
$424M
$306K ﹤0.01%
+16,700
New +$247K
ANF icon
1989
Abercrombie & Fitch
ANF
$4.9B
$306K ﹤0.01%
3,465
-12,342
-78% -$878K
CSX icon
1990
CALL
CSX Corp
CSX
$94.5B
$305K ﹤0.01%
8,800
-4,600
-34% -$147K
OGN icon
1991
CALL
Organon & Co
OGN
$3.56B
$304K ﹤0.01%
21,100
+2,900
+16% +$39.4K
CEG icon
1992
CALL
Constellation Energy
CEG
$95.4B
$304K ﹤0.01%
+2,600
New +$303K
CEG icon
1993
Constellation Energy
CEG
$95.4B
$304K ﹤0.01%
2,597
-5,585
-68% -$652K
ACES icon
1994
ALPS Clean Energy ETF
ACES
$124M
$303K ﹤0.01%
+8,448
New +$274K
CM icon
1995
PUT
Canadian Imperial Bank of Commerce
CM
$108B
$303K ﹤0.01%
6,300
– –
CC icon
1996
CALL
Chemours
CC
$2.7B
$303K ﹤0.01%
9,600
-5,200
-35% -$141K
MED icon
1997
PUT
Medifast
MED
$145M
$302K ﹤0.01%
4,500
-1,700
-27% -$118K
RGLD icon
1998
PUT
Royal Gold
RGLD
$17.5B
$302K ﹤0.01%
+2,500
New +$283K
PVH icon
1999
PVH
PVH
$4.09B
$302K ﹤0.01%
+2,476
New +$222K
GBIL icon
2000
Goldman Sachs Access Treasury 0-1 Year ETF
GBIL
$7.57B
$302K ﹤0.01%
+3,027
New +$303K
78 79
80
81 82

Similar funds

BCM
Benchstone Capital Management New York $860M AUM 32.46% 1-Year Est. Return
OAM
Ophir Asset Management Sydney, Australia $859M AUM 59.08% 1-Year Est. Return
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
EI
EAM Investors Solana Beach, California $866M AUM 377.14% 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.