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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
ROST icon
376
CALL
Ross Stores
ROST
$80.5B
$5.49M 0.05%
37,400
+14,400
+63% +$2.06M
DOW icon
377
PUT
Dow Inc
DOW
$21.9B
$5.49M 0.05%
94,700
+58,800
+164% +$3.25M
DUK icon
378
PUT
Duke Energy
DUK
$96.9B
$5.45M 0.05%
56,400
+8,300
+17% +$787K
LYFT icon
379
Lyft
LYFT
$6.35B
$5.44M 0.05%
281,137
+145,500
+107% +$2.23M
RIVN icon
380
PUT
Rivian
RIVN
$22.8B
$5.44M 0.05%
496,600
-369,300
-43% -$5.32M
VLO icon
381
Valero Energy
VLO
$88.9B
$5.39M 0.05%
31,569
+3,860
+14% +$553K
WBA
382
CALL
DELISTED
Walgreens Boots Alliance
WBA
$5.36M 0.05%
247,200
+218,200
+752% +$4.85M
FTNT icon
383
PUT
Fortinet
FTNT
$123B
$5.36M 0.05%
78,400
+42,800
+120% +$2.85M
KR icon
384
PUT
Kroger
KR
$35.4B
$5.34M 0.05%
93,500
-30,300
-24% -$1.49M
DVN icon
385
CALL
Devon Energy
DVN
$50.8B
$5.3M 0.05%
105,600
-449,600
-81% -$20M
ISRG icon
386
PUT
Intuitive Surgical
ISRG
$130B
$5.27M 0.05%
13,200
-2,200
-14% -$831K
COR icon
387
Cencora
COR
$59.6B
$5.26M 0.05%
21,658
+17,582
+431% +$4.04M
ETSY icon
388
CALL
Etsy
ETSY
$8.2B
$5.24M 0.05%
76,300
+10,300
+16% +$739K
USFR icon
389
WisdomTree Floating Rate Treasury Fund
USFR
$18.4B
$5.16M 0.05%
102,535
+70,757
+223% +$3.56M
CLF icon
390
PUT
Cleveland-Cliffs
CLF
$7.02B
$5.15M 0.05%
226,400
+174,900
+340% +$3.47M
SPG icon
391
PUT
Simon Property Group
SPG
$73.3B
$5.13M 0.05%
32,800
+14,400
+78% +$2.11M
AEP icon
392
PUT
American Electric Power
AEP
$69.9B
$5.11M 0.05%
59,400
+24,000
+68% +$1.95M
EL icon
393
Estee Lauder
EL
$31.5B
$5.08M 0.05%
32,977
+20,500
+164% +$2.91M
CME icon
394
CALL
CME Group
CME
$94.4B
$5.08M 0.05%
23,600
+12,700
+117% +$2.67M
CVNA icon
395
CALL
Carvana
CVNA
$74.8B
$5.06M 0.05%
288,000
-285,000
-50% -$3.48M
RBLX icon
396
Roblox
RBLX
$26.4B
$5.05M 0.05%
132,197
+123,750
+1,465% +$5.02M
BIL icon
397
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
BIL
$46.9B
$5.03M 0.05%
54,739
+28,534
+109% +$2.61M
CRWD icon
398
CALL
CrowdStrike
CRWD
$215B
$5M 0.05%
62,400
-379,600
-86% -$29.1M
ISRG icon
399
CALL
Intuitive Surgical
ISRG
$130B
$4.99M 0.05%
12,500
-5,300
-30% -$2M
LNG icon
400
CALL
Cheniere Energy
LNG
$53.9B
$4.98M 0.05%
30,900
-300
-1% -$48.2K
14 15
16
17 18

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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 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.