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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
CTAS icon
826
CALL
Cintas
CTAS
$81.5B
$1.11M 0.02%
5,400
-2,600
-33% -$502K
IDXX icon
827
CALL
Idexx Laboratories
IDXX
$46.4B
$1.11M 0.02%
2,200
-500
-19% -$243K
GAP
828
CALL
The Gap Inc
GAP
$7.42B
$1.11M 0.02%
50,300
-38,000
-43% -$844K
BSX icon
829
PUT
Boston Scientific
BSX
$71.1B
$1.11M 0.02%
13,200
+5,700
+76% +$449K
DOCU
830
PUT
DocuSign
DOCU
$11B
$1.11M 0.02%
17,800
-26,100
-59% -$1.46M
JBL icon
831
CALL
Jabil
JBL
$35.6B
$1.1M 0.02%
9,200
-2,800
-23% -$304K
ORLY icon
832
O'Reilly Automotive
ORLY
$74.9B
$1.1M 0.02%
+14,355
New +$1.05M
SNA icon
833
CALL
Snap-on
SNA
$21.6B
$1.1M 0.02%
3,800
+200
+6% +$55.1K
PENN icon
834
CALL
PENN Entertainment
PENN
$2.68B
$1.1M 0.02%
58,300
+4,000
+7% +$76.2K
NTAP icon
835
CALL
NetApp
NTAP
$37.4B
$1.1M 0.02%
8,900
-9,900
-53% -$1.23M
COO icon
836
Cooper Companies
COO
$14.6B
$1.1M 0.02%
+9,958
New +$969K
ESTC icon
837
Elastic
ESTC
$7.39B
$1.1M 0.02%
14,306
+8,446
+144% +$833K
BSV icon
838
Vanguard Short-Term Bond ETF
BSV
$44.6B
$1.1M 0.02%
+13,945
New +$1.09M
LPLA icon
839
PUT
LPL Financial
LPLA
$27.9B
$1.09M 0.02%
4,700
+3,200
+213% +$721K
PRU icon
840
CALL
Prudential Financial
PRU
$42.9B
$1.09M 0.02%
9,000
-1,600
-15% -$189K
HELE icon
841
CALL
Helen of Troy
HELE
$658M
$1.09M 0.02%
17,600
+13,000
+283% +$769K
MSI icon
842
Motorola Solutions
MSI
$73.5B
$1.09M 0.02%
2,421
+1,828
+308% +$762K
SHOP icon
843
Shopify
SHOP
$160B
$1.09M 0.02%
13,550
-42,371
-76% -$2.93M
KLAC icon
844
PUT
KLA
KLAC
$255B
$1.08M 0.02%
14,000
-25,000
-64% -$1.96M
STM icon
845
PUT
STMicroelectronics
STM
$48.4B
$1.08M 0.02%
+36,400
New +$1.2M
WHR icon
846
CALL
Whirlpool
WHR
$2.89B
$1.08M 0.02%
10,100
-4,600
-31% -$462K
ENVX icon
847
CALL
Enovix
ENVX
$960M
$1.08M 0.02%
131,886
-187,085
-59% -$1.94M
ROK icon
848
PUT
Rockwell Automation
ROK
$49.5B
$1.07M 0.02%
4,000
+3,100
+344% +$823K
WOLF icon
849
Wolfspeed
WOLF
$1.41B
$1.07M 0.02%
110,665
+100,748
+1,016% +$1.48M
KO icon
850
Coca-Cola
KO
$372B
$1.07M 0.02%
14,867
+9,416
+173% +$645K
32 33
34
35 36

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BCM
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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
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.