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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
PFE icon
76
PUT
Pfizer
PFE
$144B
$28.4M 0.27%
1,022,300
+256,400
+33% +$7.11M
IBM icon
77
PUT
IBM
IBM
$214B
$28.1M 0.27%
147,000
+8,500
+6% +$1.55M
C icon
78
PUT
Citigroup
C
$222B
$27.9M 0.27%
441,300
-112,200
-20% -$6.24M
AMD icon
79
CALL
Advanced Micro Devices
AMD
$741B
$27.8M 0.27%
153,800
+55,100
+56% +$9.63M
TGT icon
80
CALL
Target
TGT
$65.5B
$27.3M 0.26%
154,000
+46,800
+44% +$7.12M
HD icon
81
PUT
Home Depot
HD
$343B
$27M 0.26%
70,500
+7,300
+12% +$2.67M
LULU icon
82
CALL
lululemon athletica
LULU
$13.7B
$27M 0.26%
69,100
+26,100
+61% +$12.1M
AMGN icon
83
PUT
Amgen
AMGN
$212B
$26.9M 0.26%
94,700
+42,300
+81% +$12.4M
ENPH icon
84
PUT
Enphase Energy
ENPH
$4.79B
$26.8M 0.26%
221,600
+36,300
+20% +$4.24M
WMT icon
85
PUT
Walmart Inc
WMT
$900B
$26.7M 0.26%
444,300
+25,200
+6% +$1.44M
SBUX icon
86
PUT
Starbucks
SBUX
$118B
$26.6M 0.26%
291,000
+171,800
+144% +$16M
LLY icon
87
CALL
Eli Lilly
LLY
$1.09T
$26.5M 0.26%
34,100
-32,500
-49% -$23.1M
DIS icon
88
PUT
Walt Disney
DIS
$172B
$26.5M 0.26%
216,700
-205,700
-49% -$21.5M
INTC icon
89
CALL
Intel
INTC
$435B
$26.5M 0.26%
598,900
-13,200
-2% -$588K
HD icon
90
CALL
Home Depot
HD
$343B
$26.3M 0.25%
68,600
-13,100
-16% -$4.79M
BX icon
91
PUT
Blackstone
BX
$107B
$25.8M 0.25%
196,300
+140,800
+254% +$17.6M
MA icon
92
CALL
Mastercard
MA
$497B
$25.8M 0.25%
53,500
-31,000
-37% -$14.2M
TMUS icon
93
PUT
T-Mobile US
TMUS
$196B
$25.8M 0.25%
157,800
+80,900
+105% +$13.2M
XOM icon
94
PUT
ExxonMobil
XOM
$634B
$25.7M 0.25%
220,700
-50,600
-19% -$5.29M
ADBE icon
95
CALL
Adobe
ADBE
$99B
$25.4M 0.25%
50,400
+4,800
+11% +$2.75M
LLY icon
96
Eli Lilly
LLY
$1.09T
$25.1M 0.24%
32,322
+29,503
+1,047% +$21M
KO icon
97
PUT
Coca-Cola
KO
$380B
$24.9M 0.24%
406,200
+171,900
+73% +$10.3M
AMZN icon
98
CALL
Amazon
AMZN
$2.48T
$24.6M 0.24%
136,200
-158,400
-54% -$26.4M
PG icon
99
CALL
Procter & Gamble
PG
$347B
$24.3M 0.23%
149,900
+39,600
+36% +$6.21M
MCD icon
100
CALL
McDonald's
MCD
$194B
$24.1M 0.23%
85,500
+32,800
+62% +$9.54M
2 3
4
5 6

Similar funds

AWP
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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
TIM
Total Investment Management Scottsdale, Arizona $858M AUM 9.96% 1-Year Est. Return
QIM
Quest Investment Management Lake Oswego, Oregon $857M AUM 21.67% 1-Year Est. Return
SLT
St Louis Trust Saint Louis, Missouri $856M AUM 18.9% 1-Year Est. Return
RB
Rodgers Brothers Harmony, Pennsylvania $866M AUM 30.05% 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.