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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
DRIP icon
1351
Direxion Daily S&P Oil & Gas Exp. & Prod. Bear 2X ETF
DRIP
$113M
$483K 0.01%
4,238
+2,921
+222% +$311K
SPHQ icon
1352
Invesco S&P 500 Quality ETF
SPHQ
$19.7B
$482K 0.01%
+7,163
New +$466K
JWN
1353
CALL
DELISTED
Nordstrom
JWN
$481K 0.01%
21,400
-7,100
-25% -$158K
STIP icon
1354
iShares 0-5 Year TIPS Bond ETF
STIP
$15.8B
$481K 0.01%
4,748
+1,850
+64% +$185K
BLKB icon
1355
Blackbaud
BLKB
$2.1B
$481K 0.01%
+5,679
New +$452K
CF icon
1356
CALL
CF Industries
CF
$17.9B
$480K 0.01%
5,600
-18,000
-76% -$1.39M
DUOL icon
1357
Duolingo
DUOL
$5.71B
$480K 0.01%
1,703
-1,408
-45% -$289K
NOV icon
1358
NOV
NOV
$7.09B
$479K 0.01%
+30,008
New +$533K
STLD icon
1359
PUT
Steel Dynamics
STLD
$37.5B
$479K 0.01%
+3,800
New +$462K
EME icon
1360
Emcor
EME
$35.7B
$478K 0.01%
+1,111
New +$419K
APTV icon
1361
Aptiv
APTV
$9.61B
$478K 0.01%
+6,641
New +$464K
VGSH icon
1362
Vanguard Short-Term Treasury ETF
VGSH
$29.2B
$477K 0.01%
8,079
-56,540
-87% -$3.31M
MUSA icon
1363
Murphy USA
MUSA
$9.9B
$475K 0.01%
+964
New +$484K
APD icon
1364
Air Products & Chemicals
APD
$66.8B
$474K 0.01%
1,593
-1,791
-53% -$490K
SPYU
1365
MAX S&P 500 4x Leveraged ETN
SPYU
$288M
$474K 0.01%
20,224
+9,180
+83% +$195K
XLI icon
1366
CALL
State Street Industrial Select Sector SPDR ETF
XLI
$33.6B
$474K 0.01%
+3,500
New +$445K
GNRC icon
1367
Generac Holdings
GNRC
$12.5B
$473K 0.01%
2,975
-362
-11% -$53.7K
FLR icon
1368
CALL
Fluor
FLR
$6.81B
$472K 0.01%
9,900
-500
-5% -$23.6K
VIRT icon
1369
Virtu Financial
VIRT
$4.91B
$472K 0.01%
+15,501
New +$442K
TEVA icon
1370
PUT
Teva Pharmaceuticals
TEVA
$40.6B
$472K 0.01%
26,200
-98,500
-79% -$1.72M
AVTR icon
1371
PUT
Avantor
AVTR
$8.91B
$471K 0.01%
+18,200
New +$447K
AA icon
1372
PUT
Alcoa
AA
$12.5B
$471K 0.01%
12,200
-78,500
-87% -$2.68M
HTLF
1373
DELISTED
Heartland Financial USA, Inc.
HTLF
$470K 0.01%
8,294
-458
-5% -$24K
LH icon
1374
CALL
Labcorp
LH
$25.6B
$469K 0.01%
2,100
-1,200
-36% -$264K
XPEV icon
1375
PUT
XPeng
XPEV
$11.2B
$469K 0.01%
38,500
-52,000
-57% -$431K
53 54
55
56 57

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OAM
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WFAL
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NOCM
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QIM
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OMG
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MCM
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EI
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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.