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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
SIG icon
1026
PUT
Signet Jewelers
SIG
$3.61B
$1.03M 0.01%
9,600
-7,800
-45% -$640K
DT icon
1027
PUT
Dynatrace
DT
$12.9B
$1.03M 0.01%
18,800
+9,900
+111% +$500K
SPDN icon
1028
Direxion Daily S&P 500 Bear 1X ETF
SPDN
$221M
$1.03M 0.01%
77,237
+49,931
+183% +$716K
XBI icon
1029
State Street SPDR S&P Biotech ETF
XBI
$9.95B
$1.03M 0.01%
11,496
-60,494
-84% -$4.49M
AAP icon
1030
Advance Auto Parts
AAP
$3.35B
$1.02M 0.01%
16,783
-43,744
-72% -$2.4M
ESTC icon
1031
Elastic
ESTC
$6.84B
$1.02M 0.01%
9,087
+6,480
+249% +$576K
PHM icon
1032
Pultegroup
PHM
$24.1B
$1.02M 0.01%
+9,900
New +$841K
VAL icon
1033
PUT
Valaris
VAL
$5.48B
$1.02M 0.01%
14,900
+7,700
+107% +$528K
ITW icon
1034
CALL
Illinois Tool Works
ITW
$82.6B
$1.02M 0.01%
3,900
+1,400
+56% +$335K
MDLZ icon
1035
PUT
Mondelez International
MDLZ
$79.5B
$1.02M 0.01%
14,100
+7,900
+127% +$541K
SPSB icon
1036
State Street SPDR Portfolio Short Term Corporate Bond ETF
SPSB
$10.4B
$1.02M 0.01%
+34,287
New +$1.01M
PBF icon
1037
PUT
PBF Energy
PBF
$8.57B
$1.02M 0.01%
23,200
+13,200
+132% +$599K
IQV icon
1038
CALL
IQVIA
IQV
$38.7B
$1.02M 0.01%
4,400
-1,800
-29% -$370K
CNR
1039
CALL
Core Natural Resources Inc
CNR
$4.02B
$1.02M 0.01%
10,100
-7,200
-42% -$732K
TCOM icon
1040
Trip.com Group
TCOM
$29.6B
$1.01M 0.01%
27,930
+14,995
+116% +$511K
BIO icon
1041
CALL
Bio-Rad Laboratories Class A
BIO
$8.71B
$1M 0.01%
+3,100
New +$972K
UVXY icon
1042
ProShares Ultra VIX Short-Term Futures ETF
UVXY
$224M
$999K 0.01%
+4,737
New +$1.53M
DOCN icon
1043
PUT
DigitalOcean
DOCN
$13.7B
$998K 0.01%
27,200
-7,600
-22% -$210K
CPE
1044
PUT
DELISTED
Callon Petroleum Company
CPE
$998K 0.01%
30,800
+15,300
+99% +$524K
GDXJ icon
1045
PUT
VanEck Junior Gold Miners ETF
GDXJ
$6.89B
$997K 0.01%
+26,300
New +$928K
HRB icon
1046
PUT
H&R Block
HRB
$5.58B
$996K 0.01%
20,600
+8,900
+76% +$397K
CNQ icon
1047
CALL
Canadian Natural Resources
CNQ
$99.4B
$996K 0.01%
30,400
+14,600
+92% +$473K
GAP
1048
CALL
The Gap Inc
GAP
$7.23B
$995K 0.01%
47,600
+7,400
+18% +$119K
WDC icon
1049
Western Digital
WDC
$188B
$995K 0.01%
+25,133
New +$880K
CG icon
1050
PUT
Carlyle Group
CG
$16.6B
$993K 0.01%
+24,400
New +$803K
40 41
42
43 44

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OAM
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NOCM
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TIM
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QIM
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RB
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OMG
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MCM
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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.