TWO SIGMA SECURITIES, LLC

Market maker Mechanical CIK 1450144
League rank
#15
in Market maker · #2314 overall
Long book
$860.9M
Q1 2026
Positions
1599
Top-10 weight
9%
concentration
Last quarter
+13.5%
SPY +14.8%
Turnover
73%
of book per quarter

Strategy in plain words

auto-generated from filings

TWO SIGMA SECURITIES, LLC is a market maker — positions are inventory, not bets, running a $860.9M US long book across 1599 positions.

The portfolio is broadly diversified across 1599 positions (top 10 only 9%). Turnover is high — positions rotate quickly, so individual names matter less than the process. Current anchor positions: ISHARES CORE U.S. AGGREGATE, AMAZON.COM INC, DIREX DAIL SEMI BU 3X ET-USD, ISHARES 7-10 YEAR TREASURY B, TESLA INC.

Over the last 9 quarters its long book ran on average 0.1pp per quarter behind the S&P 500, beating the index in 4 of 9 quarters. Its holdings are mechanical (indexing / client flows), so position changes carry no stock-picking signal.

Implied long-book return vs S&P 500

methodology: positions priced quarterly, no shorts/options
Fund long book S&P 500
Q1 2024
+3.3%
Q2 2024
+4.6%
Q3 2024
+3.8%
Q4 2024
-3.1%
Q1 2025
+9.4%
Q2 2025
+8.2%
Q3 2025
+1.3%
Q4 2025
-1.4%
Q1 2026
+13.5%

Sector allocation

Technology
20%
Industrials
18%
Financials
14%
Consumer discretionary
9%
Healthcare
7%
Other
7%
Services media
6%
Utilities
6%

Long book by quarter

$2.06B
Q1 2024
$2.10B
Q2 2024
$1.27B
Q3 2024
$551.9M
Q4 2024
$654.1M
Q1 2025
$810.7M
Q2 2025
$678.0M
Q3 2025
$727.8M
Q4 2025
$860.9M
Q1 2026

What does TWO SIGMA own?

Q1 2026 13F
CompanySectorSharesValue% of bookChange
AMZN AMAZON.COM INCConsumer discretionary41.5K$8.6M1.0%+195.8%
TSLA TESLA INCIndustrials19.5K$7.2M0.8%+33.4%
NSC NORFOLK SOUTHERN CORPIndustrials16.2K$4.7M0.5%New
DAL DELTA AIR LINES INCIndustrials64.3K$4.3M0.5%New
HD HOME DEPOT INCConsumer discretionary11.3K$3.7M0.4%+17.1%
DE DEERE & COIndustrials6.6K$3.7M0.4%+32.4%
V VISA INC-CLASS A SHARESServices media11.0K$3.3M0.4%+616.0%
IDCC INTERDIGITAL INCFinancials10.4K$3.1M0.4%New
EXE EXPAND ENERGY CORPEnergy26.8K$2.9M0.3%+88.3%
SBUX STARBUCKS CORPConsumer discretionary32.8K$2.9M0.3%+369.8%
NOW SERVICENOW INCTechnology26.5K$2.8M0.3%+984.5%
CME CME GROUP INCFinancials9.3K$2.7M0.3%+301.5%
SHOP SHOPIFY INC - CLASS ATechnology22.8K$2.7M0.3%New
AMD ADVANCED MICRO DEVICESTechnology13.0K$2.7M0.3%+983.0%
UNP UNION PACIFIC CORPIndustrials10.6K$2.6M0.3%+246.6%
AAPL APPLE INCTechnology10.1K$2.6M0.3%+1.2%
PGR PROGRESSIVE CORPFinancials12.9K$2.6M0.3%+18.1%
GOOGL ALPHABET INC-CL ATechnology8.8K$2.5M0.3%New
AL AIR LEASE CORP38.9K$2.5M0.3%New
VRSN VERISIGN INCTechnology10.1K$2.5M0.3%+217.0%
UNH UNITEDHEALTH GROUP INCFinancials9.3K$2.5M0.3%New
FAST FASTENAL COConsumer discretionary53.4K$2.5M0.3%+312.5%
OMC OMNICOM GROUPServices media31.9K$2.4M0.3%+501.9%
TTD TRADE DESK INC/THE -CLASS ATechnology105.7K$2.4M0.3%+395.4%
MAR MARRIOTT INTERNATIONAL -CL AServices media7.3K$2.4M0.3%New
C CITIGROUP INCFinancials20.3K$2.3M0.3%+980.8%
LNG CHENIERE ENERGY INCUtilities8.1K$2.3M0.3%New
ETN EATON CORP PLCIndustrials6.2K$2.2M0.3%New
LYB LYONDELLBASELL INDU-CL AOther27.0K$2.2M0.3%New
OTIS OTIS WORLDWIDE CORPIndustrials28.1K$2.2M0.3%New
CRWD CROWDSTRIKE HOLDINGS INC - ATechnology5.5K$2.2M0.3%+5.9%
STLD STEEL DYNAMICS INCIndustrials11.7K$2.1M0.2%+182.6%
LRCX LAM RESEARCH CORPIndustrials9.8K$2.1M0.2%+443.9%
GE GENERAL ELECTRICIndustrials7.3K$2.1M0.2%New
EVRG EVERGY INCUtilities24.7K$2.0M0.2%New
MRSH MARSH & MCLENNAN COSFinancials11.6K$2.0M0.2%New
FANG DIAMONDBACK ENERGY INCEnergy10.1K$2.0M0.2%New
OKE ONEOK INCUtilities22.0K$2.0M0.2%+467.1%
IBM INTL BUSINESS MACHINES CORPTechnology8.2K$2.0M0.2%+58.1%
SITM SITIME CORPTechnology5.6K$1.9M0.2%+239.1%
AMGN AMGEN INCHealthcare5.4K$1.9M0.2%New
WMT WALMART INCConsumer discretionary15.2K$1.9M0.2%+41.0%
HSY HERSHEY CO/THEConsumer staples9.1K$1.9M0.2%+582.6%
KMB KIMBERLY-CLARK CORPOther19.4K$1.9M0.2%New
GRMN GARMIN LTDTechnology8.0K$1.9M0.2%-41.5%
RSG REPUBLIC SERVICES INCUtilities8.4K$1.8M0.2%New
MTSI MACOM TECHNOLOGY SOLUTIONS HTechnology8.2K$1.8M0.2%+479.8%
NWSA NEWS CORP - CLASS AOther72.0K$1.8M0.2%New

13F filing history

PeriodFormFiledEntriesReported valueFlagsSource
Q1 202613F-HRMay 15, 20261599$860.9M canonicalSEC ↗
Q4 202513F-HRFeb 17, 20261421$727.8M canonicalSEC ↗
Q3 202513F-HRNov 14, 20251327$678.0M canonicalSEC ↗
Q2 202513F-HRAug 14, 20251437$810.7M canonicalSEC ↗
Q1 202513F-HRMay 15, 20251395$659.4M canonicalSEC ↗
Q4 202413F-HRFeb 14, 20251544$754.5M canonicalSEC ↗
Q3 202413F-HRNov 14, 20242764$5.92B canonicalSEC ↗
Q2 202413F-HRAug 14, 20242921$8.28B canonicalSEC ↗
Q1 202413F-HRMay 15, 20242883$10.36B canonicalSEC ↗