We are live on ! Find out more
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
ADP icon
526
PUT
Automatic Data Processing
ADP
$108B
$3.37M 0.03%
13,500
+5,700
+73% +$1.39M
NCLH icon
527
PUT
Norwegian Cruise Line
NCLH
$9.22B
$3.37M 0.03%
160,900
+51,200
+47% +$931K
KMI icon
528
PUT
Kinder Morgan
KMI
$69.9B
$3.36M 0.03%
183,000
-9,400
-5% -$164K
VFC icon
529
CALL
VF Corp
VFC
$5.99B
$3.35M 0.03%
218,600
+181,700
+492% +$2.92M
LHX icon
530
L3Harris
LHX
$53.1B
$3.35M 0.03%
+15,728
New +$3.3M
UNP icon
531
PUT
Union Pacific
UNP
$176B
$3.34M 0.03%
13,600
-29,400
-68% -$7.24M
CI icon
532
CALL
Cigna
CI
$72.4B
$3.34M 0.03%
9,200
-200
-2% -$65.8K
RCL icon
533
Royal Caribbean
RCL
$87.1B
$3.33M 0.03%
23,966
+21,637
+929% +$2.7M
WING icon
534
Wingstop
WING
$3.31B
$3.33M 0.03%
+9,081
New +$2.83M
AA icon
535
PUT
Alcoa
AA
$12.4B
$3.32M 0.03%
98,200
-30,900
-24% -$904K
FIS icon
536
PUT
Fidelity National Information Services
FIS
$22.9B
$3.3M 0.03%
44,500
+25,200
+131% +$1.64M
CMI icon
537
PUT
Cummins
CMI
$87.8B
$3.3M 0.03%
11,200
-2,800
-20% -$722K
BMRN icon
538
BioMarin Pharmaceuticals
BMRN
$11.7B
$3.29M 0.03%
37,672
+17,364
+86% +$1.55M
DPZ icon
539
CALL
Domino's
DPZ
$12.2B
$3.28M 0.03%
6,600
-4,300
-39% -$1.87M
ORLY icon
540
PUT
O'Reilly Automotive
ORLY
$74.9B
$3.27M 0.03%
43,500
-25,500
-37% -$1.78M
SE icon
541
CALL
Sea Limited
SE
$68.3B
$3.26M 0.03%
60,700
-114,400
-65% -$5.26M
MAR icon
542
PUT
Marriott International
MAR
$90B
$3.25M 0.03%
12,900
-42,700
-77% -$10.3M
RUN icon
543
CALL
Sunrun
RUN
$2.63B
$3.25M 0.03%
246,400
+145,900
+145% +$2.01M
PNC icon
544
PNC Financial Services
PNC
$101B
$3.25M 0.03%
+20,096
New +$3.03M
AFL icon
545
PUT
Aflac
AFL
$63.7B
$3.24M 0.03%
37,700
+27,900
+285% +$2.29M
GIS icon
546
CALL
General Mills
GIS
$19.3B
$3.23M 0.03%
46,200
+23,300
+102% +$1.52M
ALK icon
547
CALL
Alaska Air
ALK
$5.86B
$3.21M 0.03%
74,600
+50,300
+207% +$1.88M
OIH icon
548
VanEck Oil Services ETF
OIH
$1.94B
$3.21M 0.03%
+9,534
New +$2.89M
HAS icon
549
CALL
Hasbro
HAS
$12.9B
$3.2M 0.03%
56,600
+14,200
+33% +$722K
SPG icon
550
CALL
Simon Property Group
SPG
$73.3B
$3.19M 0.03%
20,400
+16,100
+374% +$2.36M
20 21
22
23 24

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.