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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
+7.59%
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
$5.92B
AUM Growth
-$2.36B
Cap. Flow
-$2.57B
Cap. Flow %
-43.35%
Top 10 Hldgs %
8.29%
Holding
3,859
New
935
Increased
645
Reduced
1,168
Closed
1,091

Top Buys

Rank Stock Value
1
NKE icon
Nike
NKE
+$21.3M
2
TSLA icon
Tesla
TSLA
+$18.3M
3
WDAY icon
Workday
WDAY
+$15.2M
4
DE icon
Deere & Co
DE
+$11.7M
5
AZN icon
AstraZeneca
AZN
+$11.3M

Top Sells

Rank Stock Value
1
NVDA icon
NVIDIA
NVDA
+$121M
2
LLY icon
Eli Lilly
LLY
+$52.8M
3
META icon
Meta Platforms (Facebook)
META
+$45.8M
4
TSM icon
TSMC
TSM
+$30M
5
AMD icon
Advanced Micro Devices
AMD
+$24.4M

Sector Composition

Rank Sector Weight
1 Technology 4.56%
2 Consumer Discretionary 3.38%
3 Financials 1.96%
4 Healthcare 1.79%
5 Industrials 1.4%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
FCNCA icon
251
PUT
First Citizens BancShares
FCNCA
$25.3B
$5.71M 0.1%
3,100
-900
-23% -$1.72M
CEG icon
252
PUT
Constellation Energy
CEG
$97.7B
$5.69M 0.1%
21,900
+13,700
+167% +$2.72M
AZO icon
253
CALL
AutoZone
AZO
$48.8B
$5.67M 0.1%
1,800
+1,100
+157% +$3.38M
NVO
254
PUT
Novo Nordisk
NVO
$208B
$5.66M 0.1%
47,500
-63,600
-57% -$8.48M
MRNA icon
255
PUT
Moderna
MRNA
$21.9B
$5.65M 0.1%
84,500
+37,000
+78% +$3.4M
NOW icon
256
CALL
ServiceNow
NOW
$118B
$5.63M 0.1%
31,500
+1,500
+5% +$247K
SE icon
257
CALL
Sea Limited
SE
$68.1B
$5.63M 0.1%
59,700
-7,100
-11% -$536K
GM icon
258
CALL
General Motors
GM
$79.3B
$5.62M 0.09%
125,400
-101,400
-45% -$4.7M
MU icon
259
Micron Technology
MU
$937B
$5.57M 0.09%
53,700
+37,568
+233% +$3.93M
SHOP icon
260
PUT
Shopify
SHOP
$152B
$5.55M 0.09%
69,300
-21,300
-24% -$1.47M
VRSN icon
261
VeriSign
VRSN
$27B
$5.55M 0.09%
29,202
+25,453
+679% +$4.59M
TTD icon
262
CALL
Trade Desk
TTD
$8.6B
$5.54M 0.09%
50,500
-13,500
-21% -$1.35M
FCNCA icon
263
CALL
First Citizens BancShares
FCNCA
$25.3B
$5.52M 0.09%
3,000
-700
-19% -$1.34M
BKNG icon
264
PUT
Booking.com
BKNG
$149B
$5.48M 0.09%
32,500
-15,000
-32% -$2.3M
PYPL icon
265
CALL
PayPal
PYPL
$49.5B
$5.46M 0.09%
70,000
-150,200
-68% -$10M
AFRM icon
266
PUT
Affirm
AFRM
$25.3B
$5.45M 0.09%
133,600
-26,400
-17% -$876K
LUV icon
267
CALL
Southwest Airlines
LUV
$23B
$5.43M 0.09%
183,200
+110,300
+151% +$3.05M
IWB icon
268
iShares Russell 1000 ETF
IWB
$49B
$5.38M 0.09%
17,122
-4,431
-21% -$1.34M
UAL icon
269
CALL
United Airlines
UAL
$41.7B
$5.38M 0.09%
94,300
-44,300
-32% -$2.05M
NOW icon
270
PUT
ServiceNow
NOW
$118B
$5.37M 0.09%
30,000
-63,000
-68% -$10.4M
DKNG icon
271
CALL
DraftKings
DKNG
$11.7B
$5.36M 0.09%
136,800
+22,200
+19% +$802K
CYBR
272
CALL
DELISTED
CyberArk
CYBR
$5.31M 0.09%
18,200
+2,900
+19% +$785K
MDT icon
273
CALL
Medtronic
MDT
$111B
$5.28M 0.09%
58,600
-49,100
-46% -$4.13M
TSCO icon
274
PUT
Tractor Supply
TSCO
$16.8B
$5.27M 0.09%
90,500
+69,000
+321% +$3.71M
ABNB icon
275
PUT
Airbnb
ABNB
$89.4B
$5.22M 0.09%
41,200
+16,500
+67% +$2.14M
9 10
11
12 13

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OAM
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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
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Two Sigma Securities's Q3 2024 Portfolio in Review

As of Q3 2024, Two Sigma Securities held 3,859 positions worth $5.92B, down 28% from $8.28B the previous quarter. Its ten largest holdings account for 8.3% of the portfolio.

Two Sigma Securities withdrew a net $2.57B in Q3 2024, closing 1,091 positions and reducing 1,168 holdings. Its most notable exit was Broadcom, an estimated $20.5M position sold in full.

By sector, the portfolio is most concentrated in Technology at 4.6% of assets, down from 7.7% a quarter earlier, followed by Consumer Discretionary and Financials.

Against the trend, Two Sigma Securities opened a new position in Nike worth $24M.

  • Two Sigma Securities's largest Q3 2024 buy was Nike: 271,518 shares worth $24M.
  • Two Sigma Securities added most to Tesla in Q3 2024, an estimated $18.3M increase.
  • Two Sigma Securities's biggest Q3 2024 reduction was NVIDIA, cutting an estimated $121M.
  • Two Sigma Securities fully exited Broadcom in Q3 2024, selling an estimated $20.5M.
  • Two Sigma Securities's ten largest holdings make up 8.3% of its $5.92B portfolio in Q3 2024.
  • Two Sigma Securities opened 935 new positions and closed 1,091 in Q3 2024.
  • Two Sigma Securities's portfolio value fell 28% quarter-over-quarter to $5.92B.

Based on Two Sigma Securities's 13F filing for Q3 2024, filed 14 Nov 2024.