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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
AZN icon
476
CALL
AstraZeneca
AZN
$241B
$3.97M 0.04%
29,300
+600
+2% +$79.5K
DHI icon
477
PUT
D.R. Horton
DHI
$42.1B
$3.97M 0.04%
24,100
+12,700
+111% +$1.9M
FANG icon
478
CALL
Diamondback Energy
FANG
$54B
$3.96M 0.04%
20,000
-6,100
-23% -$1.04M
LVS icon
479
PUT
Las Vegas Sands
LVS
$29.8B
$3.94M 0.04%
76,300
-12,400
-14% -$638K
AR icon
480
PUT
Antero Resources
AR
$11B
$3.94M 0.04%
135,700
-3,000
-2% -$72.4K
DKNG icon
481
PUT
DraftKings
DKNG
$11.7B
$3.9M 0.04%
+85,900
New +$3.5M
ASML icon
482
ASML
ASML
$658B
$3.87M 0.04%
3,987
+3,074
+337% +$2.73M
D icon
483
CALL
Dominion Energy
D
$60.9B
$3.85M 0.04%
78,200
-22,500
-22% -$1.05M
PENN icon
484
CALL
PENN Entertainment
PENN
$2.68B
$3.84M 0.04%
210,800
+147,800
+235% +$3.05M
DASH icon
485
CALL
DoorDash
DASH
$88.2B
$3.83M 0.04%
27,800
-11,400
-29% -$1.34M
GILD icon
486
PUT
Gilead Sciences
GILD
$168B
$3.78M 0.04%
51,600
-33,800
-40% -$2.6M
CTAS icon
487
CALL
Cintas
CTAS
$81.5B
$3.78M 0.04%
22,000
+4,000
+22% +$616K
KKR icon
488
PUT
KKR & Co
KKR
$97.2B
$3.77M 0.04%
37,500
+32,800
+698% +$3.02M
JBLU icon
489
CALL
JetBlue
JBLU
$2.42B
$3.77M 0.04%
+507,700
New +$3.15M
XOP icon
490
CALL
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$3.63B
$3.75M 0.04%
24,200
-15,900
-40% -$2.2M
MRO
491
PUT
DELISTED
Marathon Oil Corporation
MRO
$3.72M 0.04%
131,400
+60,800
+86% +$1.47M
FTNT icon
492
CALL
Fortinet
FTNT
$123B
$3.72M 0.04%
54,500
+11,100
+26% +$739K
NET icon
493
CALL
Cloudflare
NET
$107B
$3.71M 0.04%
38,300
-3,600
-9% -$326K
FANG icon
494
PUT
Diamondback Energy
FANG
$54B
$3.71M 0.04%
18,700
-9,900
-35% -$1.68M
TEVA icon
495
PUT
Teva Pharmaceuticals
TEVA
$40.1B
$3.7M 0.04%
262,000
+221,600
+549% +$2.79M
BLK icon
496
PUT
Blackrock
BLK
$175B
$3.67M 0.04%
4,400
+1,000
+29% +$803K
AMR icon
497
CALL
Alpha Metallurgical Resources
AMR
$1.78B
$3.64M 0.04%
11,000
-4,500
-29% -$1.65M
HPQ icon
498
PUT
HP
HPQ
$26.4B
$3.64M 0.04%
120,500
+29,000
+32% +$853K
W icon
499
Wayfair
W
$15.3B
$3.63M 0.04%
53,457
-19,642
-27% -$1.11M
WM icon
500
CALL
Waste Management
WM
$90B
$3.62M 0.04%
17,000
-1,400
-8% -$275K
18 19
20
21 22

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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.