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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
ELF icon
2026
e.l.f. Beauty
ELF
$5.18B
$290K ﹤0.01%
+2,012
New +$232K
ARCC icon
2027
Ares Capital
ARCC
$14.1B
$290K ﹤0.01%
14,495
-24,755
-63% -$483K
ANSS
2028
PUT
DELISTED
Ansys
ANSS
$290K ﹤0.01%
800
-1,000
-56% -$296K
CRK icon
2029
Comstock Resources
CRK
$3.91B
$290K ﹤0.01%
+32,786
New +$354K
BIV icon
2030
Vanguard Intermediate-Term Bond ETF
BIV
$28.9B
$289K ﹤0.01%
3,788
-1,724
-31% -$126K
CC icon
2031
Chemours
CC
$2.7B
$288K ﹤0.01%
+9,144
New +$248K
VTIP icon
2032
Vanguard Short-Term Inflation-Protected Securities Index Fund
VTIP
$19.1B
$288K ﹤0.01%
+6,070
New +$288K
XLP icon
2033
State Street Consumer Staples Select Sector SPDR ETF
XLP
$14.9B
$288K ﹤0.01%
4,000
-33,646
-89% -$2.33M
TAP icon
2034
PUT
Molson Coors Class B
TAP
$7.93B
$288K ﹤0.01%
4,700
-6,900
-59% -$415K
HMC icon
2035
Honda
HMC
$39.1B
$288K ﹤0.01%
+9,307
New +$294K
FANG icon
2036
Diamondback Energy
FANG
$54B
$288K ﹤0.01%
1,854
-3,718
-67% -$583K
YUM icon
2037
PUT
Yum! Brands
YUM
$40.3B
$287K ﹤0.01%
+2,200
New +$275K
TS icon
2038
Tenaris
TS
$29.3B
$287K ﹤0.01%
+8,256
New +$277K
CLX icon
2039
Clorox
CLX
$12.7B
$287K ﹤0.01%
2,010
-294
-13% -$39.2K
CVE icon
2040
Cenovus Energy
CVE
$53B
$287K ﹤0.01%
+17,208
New +$315K
JEPI icon
2041
JPMorgan Equity Premium Income ETF
JEPI
$45.7B
$287K ﹤0.01%
+5,211
New +$281K
FNDF icon
2042
Schwab Fundamental International Large Company Index ETF
FNDF
$25.2B
$286K ﹤0.01%
8,492
-1,772
-17% -$56.8K
HII icon
2043
PUT
Huntington Ingalls Industries
HII
$12.7B
$286K ﹤0.01%
+1,100
New +$257K
SPHR icon
2044
PUT
Sphere Entertainment
SPHR
$5.69B
$285K ﹤0.01%
8,400
+2,000
+31% +$69.6K
ALGM icon
2045
Allegro MicroSystems
ALGM
$7.99B
$285K ﹤0.01%
+9,423
New +$269K
PTLO icon
2046
PUT
Portillo's
PTLO
$328M
$285K ﹤0.01%
17,900
+5,100
+40% +$78.8K
TREE icon
2047
CALL
LendingTree
TREE
$474M
$285K ﹤0.01%
9,400
-5,600
-37% -$102K
CRL icon
2048
PUT
Charles River Laboratories
CRL
$11.3B
$284K ﹤0.01%
1,200
-2,600
-68% -$511K
BIG
2049
PUT
DELISTED
Big Lots, Inc.
BIG
$284K ﹤0.01%
+36,400
New +$188K
SGI
2050
Somnigroup International
SGI
$14.7B
$283K ﹤0.01%
+5,559
New +$236K
80 81
82
83 84

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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.