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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
+13.43%
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
$10.4B
AUM Growth
+$14.2M
Cap. Flow
-$1.05B
Cap. Flow %
-10.12%
Top 10 Hldgs %
13.13%
Holding
3,889
New
922
Increased
977
Reduced
970
Closed
997

Top Buys

Rank Stock Value
1
META icon
Meta Platforms (Facebook)
META
+$73M
2
QCOM icon
Qualcomm
QCOM
+$34.9M
3
LLY icon
Eli Lilly
LLY
+$21M
4
NOW icon
ServiceNow
NOW
+$17.5M
5
MO icon
Altria Group
MO
+$17.2M

Top Sells

Rank Stock Value
1
AAPL icon
Apple
AAPL
+$182M
2
SPY icon
State Street SPDR S&P 500 ETF Trust
SPY
+$68.5M
3
AMD icon
Advanced Micro Devices
AMD
+$65.1M
4
NVDA icon
NVIDIA
NVDA
+$62.6M
5
NFLX icon
Netflix
NFLX
+$41.7M

Sector Composition

Rank Sector Weight
1 Technology 6.05%
2 Consumer Discretionary 3.12%
3 Communication Services 2.32%
4 Healthcare 1.3%
5 Financials 1.23%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
UNP icon
301
CALL
Union Pacific
UNP
$176B
$7.23M 0.07%
29,400
-1,000
-3% -$246K
CAVA icon
302
PUT
CAVA Group
CAVA
$7.39B
$7.23M 0.07%
+103,200
New +$5.53M
GE icon
303
GE Aerospace
GE
$391B
$7.18M 0.07%
51,228
-23,655
-32% -$2.79M
BLK icon
304
CALL
Blackrock
BLK
$175B
$7.17M 0.07%
8,600
-3,800
-31% -$3.05M
WBA
305
PUT
DELISTED
Walgreens Boots Alliance
WBA
$7.11M 0.07%
328,000
-160,300
-33% -$3.56M
BBY icon
306
PUT
Best Buy
BBY
$18.2B
$7.11M 0.07%
86,700
+35,700
+70% +$2.72M
SE icon
307
PUT
Sea Limited
SE
$68.3B
$7.1M 0.07%
132,200
-40,500
-23% -$1.86M
ZM icon
308
CALL
Zoom
ZM
$29.9B
$7.07M 0.07%
108,200
+300
+0.3% +$20K
KMB icon
309
PUT
Kimberly-Clark
KMB
$37B
$7.01M 0.07%
54,200
+41,700
+334% +$5.12M
ZS icon
310
Zscaler
ZS
$26.4B
$6.95M 0.07%
+36,095
New +$8.08M
NOC icon
311
CALL
Northrop Grumman
NOC
$78.4B
$6.94M 0.07%
14,500
+7,400
+104% +$3.41M
DG icon
312
CALL
Dollar General
DG
$28.1B
$6.93M 0.07%
44,400
-85,900
-66% -$12.2M
BKNG icon
313
CALL
Booking.com
BKNG
$151B
$6.89M 0.07%
47,500
-15,000
-24% -$2.14M
ANF icon
314
PUT
Abercrombie & Fitch
ANF
$4.9B
$6.88M 0.07%
54,900
+21,000
+62% +$2.39M
BDX icon
315
CALL
Becton Dickinson
BDX
$46.9B
$6.88M 0.07%
27,800
+13,000
+88% +$3.11M
PM icon
316
CALL
Philip Morris
PM
$291B
$6.8M 0.07%
74,200
+47,500
+178% +$4.38M
SE icon
317
Sea Limited
SE
$68.3B
$6.79M 0.07%
126,508
+54,342
+75% +$2.5M
SEDG icon
318
PUT
SolarEdge
SEDG
$2.97B
$6.78M 0.07%
95,500
+39,500
+71% +$2.85M
MRNA icon
319
CALL
Moderna
MRNA
$22.8B
$6.77M 0.07%
63,500
-26,600
-30% -$2.68M
OKTA icon
320
PUT
Okta
OKTA
$25.7B
$6.73M 0.06%
64,300
-22,300
-26% -$2.06M
SLB icon
321
CALL
SLB Ltd
SLB
$75.4B
$6.65M 0.06%
121,400
+67,200
+124% +$3.39M
COP icon
322
PUT
ConocoPhillips
COP
$144B
$6.64M 0.06%
52,200
-77,900
-60% -$8.89M
NOC icon
323
PUT
Northrop Grumman
NOC
$78.4B
$6.61M 0.06%
13,800
+6,500
+89% +$2.99M
SCHW
324
PUT
Charles Schwab
SCHW
$185B
$6.58M 0.06%
91,000
+1,100
+1% +$72.4K
BP icon
325
PUT
BP
BP
$109B
$6.57M 0.06%
174,400
+6,800
+4% +$244K
11 12
13
14 15

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 Q1 2024 Portfolio in Review

As of Q1 2024, Two Sigma Securities held 3,889 positions worth $10.4B, up 0.14% from $10.3B the previous quarter. Its ten largest holdings account for 13% of the portfolio.

Two Sigma Securities withdrew a net $1.05B in Q1 2024, closing 997 positions and reducing 970 holdings. Its most notable exit was Invesco QQQ Trust, an estimated $33.7M position sold in full.

By sector, the portfolio is most concentrated in Technology at 6% of assets, down from 6.7% a quarter earlier, followed by Consumer Discretionary and Communication Services.

Against the trend, Two Sigma Securities opened a new position in ServiceNow worth $17.6M.

  • Two Sigma Securities's largest Q1 2024 buy was ServiceNow: 115,600 shares worth $17.6M.
  • Two Sigma Securities added most to Meta Platforms (Facebook) in Q1 2024, an estimated $73M increase.
  • Two Sigma Securities's biggest Q1 2024 reduction was Apple, cutting an estimated $182M.
  • Two Sigma Securities fully exited Invesco QQQ Trust in Q1 2024, selling an estimated $33.7M.
  • Two Sigma Securities's ten largest holdings make up 13% of its $10.4B portfolio in Q1 2024.
  • Two Sigma Securities opened 922 new positions and closed 997 in Q1 2024.
  • Two Sigma Securities's portfolio value rose 0.14% quarter-over-quarter to $10.4B.

Based on Two Sigma Securities's 13F filing for Q1 2024, filed 15 May 2024.