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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
+3.5%
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
$8.28B
AUM Growth
-$2.08B
Cap. Flow
-$2.16B
Cap. Flow %
-26.12%
Top 10 Hldgs %
11.07%
Holding
3,887
New
1,000
Increased
869
Reduced
1,033
Closed
963

Top Buys

Rank Stock Value
1
NVDA icon
NVIDIA
NVDA
+$71.1M
2
LLY icon
Eli Lilly
LLY
+$26.4M
3
ACN icon
Accenture
ACN
+$25M
4
AVGO icon
Broadcom
AVGO
+$16.3M
5
BAC icon
Bank of America
BAC
+$16.2M

Top Sells

Rank Stock Value
1
AMZN icon
Amazon
AMZN
+$55.1M
2
MU icon
Micron Technology
MU
+$53.6M
3
MSFT icon
Microsoft
MSFT
+$45.3M
4
GOOGL icon
Alphabet (Google) Class A
GOOGL
+$32.5M
5
META icon
Meta Platforms (Facebook)
META
+$29.5M

Sector Composition

Rank Sector Weight
1 Technology 7.72%
2 Consumer Discretionary 2.89%
3 Healthcare 2.83%
4 Communication Services 2.59%
5 Financials 1.97%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
MTDR icon
1476
CALL
Matador Resources
MTDR
$5.78B
$542K 0.01%
9,100
+3,500
+63% +$220K
TOL icon
1477
CALL
Toll Brothers
TOL
$14.3B
$541K 0.01%
4,700
-600
-11% -$72.6K
STZ icon
1478
PUT
Constellation Brands
STZ
$22.6B
$540K 0.01%
2,100
-700
-25% -$180K
CSIQ icon
1479
PUT
Canadian Solar
CSIQ
$916M
$540K 0.01%
36,600
-23,800
-39% -$403K
LITE icon
1480
CALL
Lumentum
LITE
$50.5B
$540K 0.01%
10,600
+800
+8% +$36.2K
IBKR icon
1481
PUT
Interactive Brokers
IBKR
$40.4B
$539K 0.01%
+17,600
New +$525K
S icon
1482
PUT
SentinelOne
S
$6.32B
$539K 0.01%
25,600
-42,000
-62% -$862K
AGNC icon
1483
AGNC Investment
AGNC
$12.8B
$539K 0.01%
56,459
-32,532
-37% -$311K
SVOL icon
1484
Simplify Volatility Premium ETF
SVOL
$516M
$539K 0.01%
+23,977
New +$540K
XLU icon
1485
State Street Utilities Select Sector SPDR ETF
XLU
$23.5B
$538K 0.01%
15,800
-45,414
-74% -$1.56M
KHC icon
1486
PUT
Kraft Heinz
KHC
$32.2B
$538K 0.01%
16,700
-67,700
-80% -$2.41M
SH icon
1487
ProShares Short S&P500
SH
$912M
$538K 0.01%
11,788
+1,610
+16% +$77.1K
PCG icon
1488
CALL
PG&E
PCG
$39.4B
$538K 0.01%
30,800
-34,500
-53% -$607K
IYR icon
1489
CALL
iShares US Real Estate ETF
IYR
$4.78B
$535K 0.01%
+6,100
New +$523K
LPX icon
1490
PUT
Louisiana-Pacific
LPX
$5.35B
$535K 0.01%
+6,500
New +$543K
BCE icon
1491
BCE
BCE
$20.3B
$534K 0.01%
16,496
-13,354
-45% -$445K
VIPS icon
1492
Vipshop
VIPS
$7.13B
$533K 0.01%
40,942
+25,886
+172% +$412K
PR
1493
CALL
Permian Resources
PR
$16.6B
$533K 0.01%
33,000
+10,600
+47% +$176K
TREX icon
1494
Trex
TREX
$4.56B
$533K 0.01%
7,186
+4,484
+166% +$392K
RYLD icon
1495
Global X Russell 2000 Covered Call ETF
RYLD
$1.37B
$532K 0.01%
+33,213
New +$543K
SEE
1496
CALL
DELISTED
Sealed Air
SEE
$532K 0.01%
15,300
-19,100
-56% -$681K
XPO icon
1497
PUT
XPO
XPO
$24.3B
$531K 0.01%
5,000
-4,700
-48% -$527K
XLY icon
1498
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$21.9B
$531K 0.01%
+5,818
New +$517K
EDU icon
1499
PUT
New Oriental
EDU
$8.1B
$529K 0.01%
+6,800
New +$554K
JWN
1500
PUT
DELISTED
Nordstrom
JWN
$526K 0.01%
24,800
-13,000
-34% -$265K
58 59
60
61 62

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AWP
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BCM
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OAM
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NOCM
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TIM
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QIM
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SLT
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RB
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Two Sigma Securities's Q2 2024 Portfolio in Review

As of Q2 2024, Two Sigma Securities held 3,887 positions worth $8.28B, down 20% from $10.4B the previous quarter. Its ten largest holdings account for 11% of the portfolio.

Two Sigma Securities withdrew a net $2.16B in Q2 2024, closing 963 positions and reducing 1,033 holdings. Its most notable exit was Nike, an estimated $17.5M position sold in full.

By sector, the portfolio is most concentrated in Technology at 7.7% of assets, up from 6% a quarter earlier, followed by Consumer Discretionary and Healthcare.

Against the trend, Two Sigma Securities opened a new position in Accenture worth $24.8M.

  • Two Sigma Securities's largest Q2 2024 buy was Accenture: 81,773 shares worth $24.8M.
  • Two Sigma Securities added most to NVIDIA in Q2 2024, an estimated $71.1M increase.
  • Two Sigma Securities's biggest Q2 2024 reduction was Amazon, cutting an estimated $55.1M.
  • Two Sigma Securities fully exited Nike in Q2 2024, selling an estimated $17.5M.
  • Two Sigma Securities's ten largest holdings make up 11% of its $8.28B portfolio in Q2 2024.
  • Two Sigma Securities opened 1,000 new positions and closed 963 in Q2 2024.
  • Two Sigma Securities's portfolio value fell 20% quarter-over-quarter to $8.28B.

Based on Two Sigma Securities's 13F filing for Q2 2024, filed 14 Aug 2024.