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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
WFC icon
376
CALL
Wells Fargo
WFC
$266B
$3.43M 0.06%
60,700
+16,800
+38% +$950K
W icon
377
PUT
Wayfair
W
$11.8B
$3.42M 0.06%
60,900
-100,400
-62% -$4.84M
KHC icon
378
CALL
Kraft Heinz
KHC
$31.3B
$3.42M 0.06%
97,400
+52,400
+116% +$1.8M
MSI icon
379
CALL
Motorola Solutions
MSI
$72.6B
$3.42M 0.06%
7,600
+4,300
+130% +$1.79M
HSY icon
380
PUT
Hershey
HSY
$35.7B
$3.41M 0.06%
17,800
-22,900
-56% -$4.45M
WYNN icon
381
CALL
Wynn Resorts
WYNN
$10.2B
$3.39M 0.06%
35,400
+7,900
+29% +$635K
LMT icon
382
PUT
Lockheed Martin
LMT
$135B
$3.39M 0.06%
5,800
-12,800
-69% -$6.87M
VCSH icon
383
Vanguard Short-Term Corporate Bond ETF
VCSH
$44.6B
$3.38M 0.06%
42,559
+25,611
+151% +$2.01M
SBUX icon
384
CALL
Starbucks
SBUX
$118B
$3.37M 0.06%
34,600
-46,900
-58% -$4.02M
MPC icon
385
CALL
Marathon Petroleum
MPC
$89.6B
$3.32M 0.06%
20,400
+9,500
+87% +$1.61M
MPC icon
386
PUT
Marathon Petroleum
MPC
$89.6B
$3.32M 0.06%
20,400
-22,000
-52% -$3.72M
CHTR icon
387
Charter Communications
CHTR
$17.2B
$3.31M 0.06%
10,205
-23,976
-70% -$8.06M
BBY icon
388
PUT
Best Buy
BBY
$18B
$3.31M 0.06%
32,000
-31,000
-49% -$2.79M
EXPE icon
389
PUT
Expedia Group
EXPE
$35.8B
$3.3M 0.06%
22,300
-8,500
-28% -$1.13M
DUK icon
390
PUT
Duke Energy
DUK
$96.9B
$3.3M 0.06%
28,600
-10,600
-27% -$1.18M
DAL icon
391
PUT
Delta Air Lines
DAL
$60.2B
$3.27M 0.06%
64,300
-140,600
-69% -$6.13M
ONON icon
392
PUT
On Holding
ONON
$12.6B
$3.24M 0.05%
64,700
-34,800
-35% -$1.49M
EL icon
393
PUT
Estee Lauder
EL
$30.6B
$3.24M 0.05%
32,500
+4,800
+17% +$455K
CCJ icon
394
CALL
Cameco
CCJ
$39.1B
$3.24M 0.05%
67,800
+13,700
+25% +$597K
ZM icon
395
Zoom
ZM
$28.8B
$3.23M 0.05%
+46,384
New +$2.9M
ANF icon
396
PUT
Abercrombie & Fitch
ANF
$4.84B
$3.23M 0.05%
23,100
-9,900
-30% -$1.51M
DKS icon
397
PUT
Dick's Sporting Goods
DKS
$18B
$3.21M 0.05%
15,400
-10,700
-41% -$2.29M
JBHT icon
398
CALL
JB Hunt Transport Services
JBHT
$25.1B
$3.21M 0.05%
18,600
+900
+5% +$151K
JNK icon
399
State Street SPDR Bloomberg High Yield Bond ETF
JNK
$6.9B
$3.2M 0.05%
32,703
+12,700
+63% +$1.22M
SBUX icon
400
Starbucks
SBUX
$118B
$3.19M 0.05%
32,729
-90,509
-73% -$7.77M
14 15
16
17 18

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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 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.