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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
BBY icon
726
Best Buy
BBY
$17.7B
$2.13M 0.02%
+25,961
New +$1.98M
ELV icon
727
CALL
Elevance Health
ELV
$82.2B
$2.13M 0.02%
4,100
-8,300
-67% -$4.13M
FICO icon
728
PUT
Fair Isaac
FICO
$22.5B
$2.12M 0.02%
1,700
-1,400
-45% -$1.75M
FIVE icon
729
CALL
Five Below
FIVE
$12.1B
$2.12M 0.02%
11,700
-1,600
-12% -$308K
JNK icon
730
State Street SPDR Bloomberg High Yield Bond ETF
JNK
$6.92B
$2.1M 0.02%
22,092
+18,720
+555% +$1.77M
MGM icon
731
CALL
MGM Resorts International
MGM
$11.7B
$2.1M 0.02%
44,400
-26,000
-37% -$1.14M
WSM icon
732
PUT
Williams-Sonoma
WSM
$29.2B
$2.1M 0.02%
13,200
-3,800
-22% -$441K
WAL icon
733
PUT
Western Alliance Bancorporation
WAL
$9.15B
$2.09M 0.02%
32,600
+17,700
+119% +$1.09M
B
734
PUT
Barrick Mining
B
$64.2B
$2.09M 0.02%
125,700
-44,000
-26% -$688K
PAYC icon
735
CALL
Paycom
PAYC
$7.99B
$2.09M 0.02%
10,500
+4,800
+84% +$918K
LHX icon
736
CALL
L3Harris
LHX
$52.2B
$2.09M 0.02%
9,800
+300
+3% +$63K
FNV icon
737
Franco-Nevada
FNV
$42.2B
$2.09M 0.02%
17,500
-4,071
-19% -$448K
SNAP icon
738
Snap
SNAP
$9.56B
$2.08M 0.02%
+181,149
New +$2.43M
BTU icon
739
PUT
Peabody Energy
BTU
$2.7B
$2.08M 0.02%
85,600
-59,000
-41% -$1.49M
YUM icon
740
PUT
Yum! Brands
YUM
$40.6B
$2.07M 0.02%
14,900
+12,700
+577% +$1.7M
GAP
741
PUT
The Gap Inc
GAP
$7.4B
$2.05M 0.02%
74,500
+20,400
+38% +$430K
CLS icon
742
CALL
Celestica
CLS
$41.6B
$2.04M 0.02%
+45,500
New +$1.73M
SCHO icon
743
Schwab Short-Term US Treasury ETF
SCHO
$12.8B
$2.04M 0.02%
84,532
-18,720
-18% -$452K
BSX icon
744
PUT
Boston Scientific
BSX
$70.5B
$2.03M 0.02%
29,700
+500
+2% +$32.1K
WHR icon
745
Whirlpool
WHR
$2.79B
$2.03M 0.02%
+17,000
New +$1.9M
APTV icon
746
PUT
Aptiv
APTV
$10.3B
$2.03M 0.02%
25,500
+17,200
+207% +$1.39M
GTLB icon
747
PUT
GitLab
GTLB
$6.13B
$2.03M 0.02%
34,800
+13,200
+61% +$865K
CNC icon
748
PUT
Centene
CNC
$31.6B
$2.02M 0.02%
25,800
+20,300
+369% +$1.57M
OVV icon
749
Ovintiv
OVV
$16.8B
$2.02M 0.02%
+38,960
New +$1.77M
ROP icon
750
CALL
Roper Technologies
ROP
$38.5B
$2.02M 0.02%
3,600
-1,400
-28% -$764K
28 29
30
31 32

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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
NEPWA
New England Private Wealth Advisors Wellesley, Massachusetts $866M AUM 15.25% 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.