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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
+97.03%
10 Year Est. Return
+293.07%
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
DOV icon
1326
CALL
Dover
DOV
$28.4B
$499K 0.01%
2,600
-700
-21% -$128K
ITW icon
1327
PUT
Illinois Tool Works
ITW
$84.8B
$498K 0.01%
1,900
+400
+27% +$98.4K
CMS icon
1328
CMS Energy
CMS
$22.3B
$496K 0.01%
7,022
-6,251
-47% -$410K
AVB icon
1329
PUT
AvalonBay Communities
AVB
$26.6B
$496K 0.01%
2,200
+900
+69% +$194K
NE icon
1330
CALL
Noble Corp
NE
$6.5B
$495K 0.01%
+13,700
New +$552K
SU icon
1331
PUT
Suncor Energy
SU
$72.4B
$495K 0.01%
13,400
-44,400
-77% -$1.71M
LPLA icon
1332
LPL Financial
LPLA
$28.3B
$494K 0.01%
+2,122
New +$478K
ERIC icon
1333
Ericsson
ERIC
$33.3B
$493K 0.01%
65,061
+32,954
+103% +$231K
MUSA icon
1334
PUT
Murphy USA
MUSA
$9.9B
$493K 0.01%
1,000
+300
+43% +$150K
JEF icon
1335
PUT
Jefferies Financial Group
JEF
$13B
$492K 0.01%
+8,000
New +$454K
TRV icon
1336
CALL
Travelers Companies
TRV
$80.5B
$492K 0.01%
2,100
+300
+17% +$66.1K
WTFC icon
1337
Wintrust Financial
WTFC
$10.7B
$491K 0.01%
+4,525
New +$472K
VAL icon
1338
PUT
Valaris
VAL
$5.35B
$491K 0.01%
8,800
+5,800
+193% +$380K
PECO icon
1339
Phillips Edison & Co
PECO
$5.24B
$489K 0.01%
+12,978
New +$463K
EMBJ
1340
CALL
Embraer S.A. ADS
EMBJ
$12.8B
$488K 0.01%
+13,800
New +$438K
CTVA icon
1341
CALL
Corteva
CTVA
$51.3B
$488K 0.01%
+8,300
New +$453K
DKS icon
1342
Dick's Sporting Goods
DKS
$17.8B
$488K 0.01%
2,337
-17,154
-88% -$3.67M
IAT icon
1343
iShares US Regional Banks ETF
IAT
$681M
$488K 0.01%
10,256
+4,600
+81% +$212K
HST icon
1344
Host Hotels & Resorts
HST
$16B
$488K 0.01%
+27,700
New +$481K
GL icon
1345
PUT
Globe Life
GL
$14.4B
$487K 0.01%
4,600
-12,300
-73% -$1.18M
PAYC icon
1346
Paycom
PAYC
$10.1B
$487K 0.01%
2,924
-2,069
-41% -$331K
ETR icon
1347
CALL
Entergy
ETR
$49.7B
$487K 0.01%
7,400
-7,200
-49% -$424K
EXC icon
1348
PUT
Exelon
EXC
$46.7B
$487K 0.01%
12,000
-1,700
-12% -$63.9K
URI icon
1349
PUT
United Rentals
URI
$72.4B
$486K 0.01%
600
-2,300
-79% -$1.65M
ESTC icon
1350
PUT
Elastic
ESTC
$7.27B
$484K 0.01%
6,300
-6,000
-49% -$592K
52 53
54
55 56

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
WFAL
Wedbush Fund Advisers, LLC Pasadena, California $863M AUM
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
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.