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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
CAH icon
501
Cardinal Health
CAH
$54.8B
$2.23M 0.04%
20,200
+642
+3% +$67.1K
ZTS icon
502
CALL
Zoetis
ZTS
$31.8B
$2.23M 0.04%
11,400
-1,300
-10% -$240K
MPWR icon
503
PUT
Monolithic Power Systems
MPWR
$66.4B
$2.22M 0.04%
2,400
+600
+33% +$518K
CHRW icon
504
PUT
C.H. Robinson
CHRW
$17.6B
$2.22M 0.04%
20,100
+11,200
+126% +$1.09M
FIVE icon
505
CALL
Five Below
FIVE
$12.1B
$2.22M 0.04%
25,100
+13,100
+109% +$1.1M
HUM icon
506
PUT
Humana
HUM
$43.7B
$2.22M 0.04%
7,000
-4,100
-37% -$1.46M
EQT icon
507
EQT Corp
EQT
$32.7B
$2.21M 0.04%
+60,355
New +$2.05M
TLT icon
508
iShares 20+ Year Treasury Bond ETF
TLT
$41.6B
$2.21M 0.04%
22,488
-40,175
-64% -$3.87M
DLTR icon
509
PUT
Dollar Tree
DLTR
$24.9B
$2.19M 0.04%
31,100
-5,800
-16% -$529K
BBY icon
510
CALL
Best Buy
BBY
$17.7B
$2.18M 0.04%
21,100
+3,600
+21% +$324K
ELV icon
511
Elevance Health
ELV
$81.9B
$2.17M 0.04%
4,176
+1,291
+45% +$690K
LMT icon
512
Lockheed Martin
LMT
$135B
$2.17M 0.04%
3,712
-2,393
-39% -$1.28M
OKE icon
513
CALL
Oneok
OKE
$53.7B
$2.16M 0.04%
23,700
-12,700
-35% -$1.11M
VTEB icon
514
Vanguard Tax-Exempt Bond Index Fund
VTEB
$45.2B
$2.14M 0.04%
41,952
+29,204
+229% +$1.48M
APD icon
515
CALL
Air Products & Chemicals
APD
$65.3B
$2.14M 0.04%
7,200
+4,500
+167% +$1.23M
CROX icon
516
CALL
Crocs
CROX
$6.65B
$2.14M 0.04%
14,800
-15,700
-51% -$2.14M
FEZ icon
517
State Street SPDR EURO STOXX 50 ETF
FEZ
$4.5B
$2.14M 0.04%
40,247
+28,857
+253% +$1.47M
WBA
518
CALL
DELISTED
Walgreens Boots Alliance
WBA
$2.14M 0.04%
239,000
-188,800
-44% -$1.94M
VALE icon
519
Vale
VALE
$63.3B
$2.14M 0.04%
+182,955
New +$1.96M
EBAY icon
520
PUT
eBay
EBAY
$47.8B
$2.14M 0.04%
32,800
-21,500
-40% -$1.24M
TGT icon
521
CALL
Target
TGT
$66.9B
$2.14M 0.04%
13,700
-101,200
-88% -$15.1M
SOFI icon
522
CALL
SoFi Technologies
SOFI
$23.7B
$2.12M 0.04%
270,300
+27,600
+11% +$201K
APH icon
523
PUT
Amphenol
APH
$206B
$2.11M 0.04%
32,400
+13,400
+71% +$869K
PHM icon
524
PUT
Pultegroup
PHM
$24.6B
$2.11M 0.04%
+14,700
New +$1.87M
XOP icon
525
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$3.62B
$2.1M 0.04%
15,960
+3,220
+25% +$445K
19 20
21
22 23

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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
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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.