We are live on ! Find out more
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
ALL icon
651
CALL
Allstate
ALL
$67.6B
$1.57M 0.03%
8,300
+6,700
+419% +$1.19M
ITW icon
652
CALL
Illinois Tool Works
ITW
$84.9B
$1.57M 0.03%
6,000
+4,600
+329% +$1.13M
RY icon
653
CALL
Royal Bank of Canada
RY
$290B
$1.57M 0.03%
12,600
+4,900
+64% +$563K
ASO icon
654
Academy Sports + Outdoors
ASO
$3.02B
$1.57M 0.03%
26,858
+19,997
+291% +$1.09M
TDG icon
655
TransDigm Group
TDG
$71.3B
$1.56M 0.03%
1,095
-435
-28% -$566K
BNTX icon
656
PUT
BioNTech
BNTX
$23.1B
$1.56M 0.03%
13,100
+3,900
+42% +$359K
PGR icon
657
PUT
Progressive
PGR
$123B
$1.55M 0.03%
6,100
-24,200
-80% -$5.63M
MBLY icon
658
CALL
Mobileye
MBLY
$2.18B
$1.54M 0.03%
112,500
+10,000
+10% +$175K
AAL icon
659
American Airlines Group
AAL
$11B
$1.54M 0.03%
137,024
+92,308
+206% +$976K
URI icon
660
CALL
United Rentals
URI
$71.6B
$1.54M 0.03%
1,900
-2,900
-60% -$2.09M
KSS icon
661
PUT
Kohl's
KSS
$2.28B
$1.54M 0.03%
72,800
+53,000
+268% +$1.08M
CPNG icon
662
PUT
Coupang
CPNG
$30.1B
$1.53M 0.03%
62,500
-148,300
-70% -$3.3M
T icon
663
PUT
AT&T
T
$160B
$1.53M 0.03%
69,400
-141,400
-67% -$2.81M
NVO
664
Novo Nordisk
NVO
$196B
$1.52M 0.03%
12,782
-95,844
-88% -$12.8M
TTWO icon
665
CALL
Take-Two Interactive
TTWO
$44.9B
$1.52M 0.03%
9,900
-9,000
-48% -$1.37M
BLK icon
666
PUT
Blackrock
BLK
$175B
$1.52M 0.03%
1,600
-4,700
-75% -$4.07M
LYFT icon
667
PUT
Lyft
LYFT
$6.35B
$1.52M 0.03%
119,000
-96,500
-45% -$1.15M
MO icon
668
CALL
Altria Group
MO
$114B
$1.52M 0.03%
29,700
-58,000
-66% -$2.93M
HYLB icon
669
Xtrackers USD High Yield Corporate Bond ETF
HYLB
$3.48B
$1.51M 0.03%
+40,864
New +$1.48M
EW icon
670
Edwards Lifesciences
EW
$51.6B
$1.51M 0.03%
22,825
+20,419
+849% +$1.48M
IOT icon
671
CALL
Samsara
IOT
$22.5B
$1.51M 0.03%
31,300
-39,800
-56% -$1.61M
MKC icon
672
CALL
McCormick & Company Non-Voting
MKC
$14B
$1.51M 0.03%
18,300
+5,400
+42% +$421K
AFRM icon
673
Affirm
AFRM
$26.2B
$1.5M 0.03%
36,835
-95,424
-72% -$3.17M
CMG icon
674
CALL
Chipotle Mexican Grill
CMG
$42.8B
$1.5M 0.03%
26,000
-99,600
-79% -$5.51M
UDOW icon
675
ProShares UltraPro Dow 30
UDOW
$930M
$1.5M 0.03%
31,160
-12,012
-28% -$519K
25 26
27
28 29

Similar funds

BCM
Benchstone Capital Management New York $860M AUM 32.46% 1-Year Est. Return
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
EI
EAM Investors Solana Beach, California $866M AUM 377.14% 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.