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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
LW icon
601
CALL
Lamb Weston
LW
$7.28B
$1.75M 0.03%
27,000
-10,800
-29% -$713K
HUM icon
602
CALL
Humana
HUM
$43.5B
$1.74M 0.03%
5,500
-2,800
-34% -$997K
SWKS icon
603
PUT
Skyworks Solutions
SWKS
$10B
$1.74M 0.03%
17,600
-3,600
-17% -$382K
SHV icon
604
iShares 0-1 Year Treasury Bond ETF
SHV
$20.6B
$1.74M 0.03%
15,713
+2,306
+17% +$254K
IRM icon
605
PUT
Iron Mountain
IRM
$37.3B
$1.73M 0.03%
14,600
+7,200
+97% +$770K
CB icon
606
CALL
Chubb
CB
$134B
$1.73M 0.03%
6,000
+1,500
+33% +$411K
MPC icon
607
Marathon Petroleum
MPC
$91.3B
$1.73M 0.03%
10,620
-6,480
-38% -$1.1M
RWM icon
608
ProShares Short Russell2000
RWM
$129M
$1.73M 0.03%
+91,491
New +$1.81M
XBI icon
609
PUT
State Street SPDR S&P Biotech ETF
XBI
$9.92B
$1.73M 0.03%
17,500
-5,300
-23% -$521K
CPNG icon
610
CALL
Coupang
CPNG
$30B
$1.72M 0.03%
70,200
-4,800
-6% -$107K
RUN icon
611
CALL
Sunrun
RUN
$2.6B
$1.72M 0.03%
95,400
-24,200
-20% -$430K
WING icon
612
CALL
Wingstop
WING
$3.31B
$1.71M 0.03%
4,100
-3,500
-46% -$1.36M
SPEM icon
613
State Street SPDR Portfolio Emerging Markets ETF
SPEM
$17.6B
$1.7M 0.03%
+41,258
New +$1.58M
MCHP icon
614
PUT
Microchip Technology
MCHP
$43.7B
$1.7M 0.03%
21,200
+2,000
+10% +$165K
COHR icon
615
PUT
Coherent
COHR
$64.8B
$1.7M 0.03%
19,100
+1,900
+11% +$142K
NIO icon
616
NIO
NIO
$12B
$1.69M 0.03%
252,829
-6,989
-3% -$32.1K
LYFT icon
617
CALL
Lyft
LYFT
$6.3B
$1.69M 0.03%
132,400
-22,700
-15% -$271K
C icon
618
Citigroup
C
$230B
$1.68M 0.03%
+26,864
New +$1.66M
PZZA icon
619
PUT
Papa John's
PZZA
$1,000M
$1.68M 0.03%
31,200
+7,400
+31% +$341K
SMCI icon
620
Super Micro Computer
SMCI
$20.4B
$1.68M 0.03%
40,350
-29,670
-42% -$1.81M
PLD icon
621
PUT
Prologis
PLD
$131B
$1.68M 0.03%
13,300
-13,600
-51% -$1.69M
EA icon
622
CALL
Electronic Arts
EA
$53B
$1.68M 0.03%
11,700
+3,800
+48% +$551K
QUAL icon
623
iShares MSCI USA Quality Factor ETF
QUAL
$47.7B
$1.67M 0.03%
+9,337
New +$1.62M
AEP icon
624
CALL
American Electric Power
AEP
$69.9B
$1.67M 0.03%
16,300
-23,800
-59% -$2.32M
APP icon
625
Applovin
APP
$139B
$1.67M 0.03%
12,763
-18,137
-59% -$1.65M
23 24
25
26 27

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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
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RB
Rodgers Brothers Harmony, Pennsylvania $866M AUM 30.05% 1-Year Est. Return
OMG
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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.