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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
SEE
1426
CALL
DELISTED
Sealed Air
SEE
$599K 0.01%
16,400
-35,900
-69% -$1.18M
MLM icon
1427
PUT
Martin Marietta Materials
MLM
$32.4B
$599K 0.01%
1,200
+700
+140% +$316K
PPG icon
1428
CALL
PPG Industries
PPG
$25.1B
$598K 0.01%
4,000
-3,300
-45% -$447K
J icon
1429
CALL
Jacobs Solutions
J
$16.3B
$597K 0.01%
5,561
-1,330
-19% -$145K
PLUG icon
1430
PUT
Plug Power
PLUG
$2.85B
$595K 0.01%
132,300
-135,000
-51% -$708K
HRB icon
1431
CALL
H&R Block
HRB
$5.73B
$595K 0.01%
12,300
+2,100
+21% +$93.6K
CHDN icon
1432
Churchill Downs
CHDN
$5.94B
$595K 0.01%
+4,409
New +$523K
CAH icon
1433
PUT
Cardinal Health
CAH
$54.2B
$595K 0.01%
5,900
-5,900
-50% -$585K
TWM icon
1434
ProShares UltraShort Russell2000
TWM
$43.6M
$594K 0.01%
10,190
+3,501
+52% +$267K
TBF icon
1435
ProShares Short 20+ Year Treasury ETF
TBF
$105M
$593K 0.01%
+26,800
New +$661K
SCHG icon
1436
Schwab US Large-Cap Growth ETF
SCHG
$60.6B
$592K 0.01%
+28,560
New +$552K
TYL icon
1437
Tyler Technologies
TYL
$13.2B
$592K 0.01%
1,416
-94
-6% -$37.6K
AIZ icon
1438
CALL
Assurant
AIZ
$14B
$590K 0.01%
3,500
+1,000
+40% +$159K
SWK icon
1439
CALL
Stanley Black & Decker
SWK
$14.7B
$589K 0.01%
6,000
-1,400
-19% -$123K
TSCO icon
1440
Tractor Supply
TSCO
$16.8B
$588K 0.01%
13,675
+8,260
+153% +$337K
RS icon
1441
CALL
Reliance Steel & Aluminium
RS
$20.3B
$587K 0.01%
2,100
+900
+75% +$239K
BIG
1442
DELISTED
Big Lots, Inc.
BIG
$587K 0.01%
+75,366
New +$388K
CARR icon
1443
CALL
Carrier Global
CARR
$51.6B
$586K 0.01%
10,200
+2,400
+31% +$127K
INDB icon
1444
Independent Bank
INDB
$4.01B
$586K 0.01%
+8,904
New +$491K
WAB icon
1445
CALL
Wabtec
WAB
$49.4B
$584K 0.01%
4,600
+1,600
+53% +$181K
PAYX icon
1446
PUT
Paychex
PAYX
$42.3B
$584K 0.01%
4,900
+1,600
+48% +$190K
XP icon
1447
XP
XP
$8.88B
$583K 0.01%
22,347
+11,205
+101% +$256K
LYFT icon
1448
CALL
Lyft
LYFT
$6.08B
$582K 0.01%
38,800
-110,400
-74% -$1.29M
FISV
1449
Fiserv Inc
FISV
$29.2B
$577K 0.01%
4,347
+1,192
+38% +$146K
HES
1450
CALL
DELISTED
Hess
HES
$577K 0.01%
4,000
-3,000
-43% -$440K
56 57
58
59 60

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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.