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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
NVDA icon
1
PUT
NVIDIA
NVDA
$4.77T
$212M 2.04%
2,344,000
-1,148,000
-33% -$83.2M
NVDA icon
2
CALL
NVIDIA
NVDA
$4.77T
$202M 1.95%
2,234,000
-334,000
-13% -$24.2M
META icon
3
PUT
Meta Platforms (Facebook)
META
$1.51T
$181M 1.74%
372,300
-36,900
-9% -$16.5M
MSFT icon
4
PUT
Microsoft
MSFT
$2.92T
$153M 1.48%
364,600
-143,600
-28% -$58.1M
SPY icon
5
CALL
State Street SPDR S&P 500 ETF Trust
SPY
$783B
$128M 1.23%
244,000
+53,200
+28% +$26.5M
SPY icon
6
PUT
State Street SPDR S&P 500 ETF Trust
SPY
$783B
$115M 1.11%
219,900
-144,500
-40% -$71.9M
META icon
7
CALL
Meta Platforms (Facebook)
META
$1.51T
$94.5M 0.91%
194,700
-230,200
-54% -$103M
TSLA icon
8
PUT
Tesla
TSLA
$1.21T
$94M 0.91%
534,900
-63,800
-11% -$12.5M
AMZN icon
9
PUT
Amazon
AMZN
$2.48T
$92.4M 0.89%
512,100
-385,800
-43% -$64.4M
META icon
10
Meta Platforms (Facebook)
META
$1.51T
$88.6M 0.86%
182,478
+163,723
+873% +$73M
AMZN icon
11
Amazon
AMZN
$2.48T
$85.4M 0.82%
473,260
-243,234
-34% -$40.6M
MSFT icon
12
Microsoft
MSFT
$2.92T
$80M 0.77%
190,042
-11,453
-6% -$4.64M
QQQ icon
13
CALL
Invesco QQQ Trust
QQQ
$445B
$76.9M 0.74%
173,300
+100,700
+139% +$43.2M
CVX icon
14
PUT
Chevron
CVX
$374B
$72.1M 0.7%
457,300
+287,000
+169% +$43.3M
AVGO icon
15
CALL
Broadcom
AVGO
$1.81T
$67.3M 0.65%
508,000
-185,000
-27% -$22.9M
JPM icon
16
CALL
JPMorgan Chase
JPM
$950B
$63M 0.61%
314,600
+54,300
+21% +$9.8M
AAPL icon
17
PUT
Apple
AAPL
$4.99T
$61.9M 0.6%
361,200
-1,490,800
-80% -$271M
LMT icon
18
PUT
Lockheed Martin
LMT
$134B
$61.1M 0.59%
134,400
+110,900
+472% +$48.6M
AMD icon
19
PUT
Advanced Micro Devices
AMD
$741B
$61.1M 0.59%
338,600
-180,600
-35% -$31.6M
SMCI icon
20
PUT
Super Micro Computer
SMCI
$18.4B
$60.6M 0.58%
600,000
-508,000
-46% -$37.2M
TSLA icon
21
CALL
Tesla
TSLA
$1.21T
$59.3M 0.57%
337,300
-157,200
-32% -$30.7M
ASML icon
22
PUT
ASML
ASML
$608B
$56.9M 0.55%
58,600
+37,200
+174% +$33M
NFLX icon
23
PUT
Netflix
NFLX
$301B
$55.3M 0.53%
911,000
-764,000
-46% -$43.1M
GS icon
24
PUT
Goldman Sachs
GS
$305B
$54.3M 0.52%
130,000
+65,000
+100% +$25.2M
LLY icon
25
PUT
Eli Lilly
LLY
$1.09T
$52.7M 0.51%
67,700
+13,300
+24% +$9.47M
1
2 3 4 5

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BCM
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OAM
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NOCM
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QIM
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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.