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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
ALL icon
1551
PUT
Allstate
ALL
$70.8B
$379K 0.01%
2,000
-900
-31% -$160K
TT icon
1552
Trane Technologies
TT
$105B
$378K 0.01%
973
-1,086
-53% -$377K
JKHY icon
1553
Jack Henry & Associates
JKHY
$11.2B
$378K 0.01%
2,140
-255
-11% -$43.1K
CAH icon
1554
PUT
Cardinal Health
CAH
$55.7B
$376K 0.01%
3,400
-16,900
-83% -$1.77M
CHE icon
1555
Chemed
CHE
$7.18B
$375K 0.01%
624
+6
+1% +$3.4K
PCAR icon
1556
CALL
PACCAR
PCAR
$69.5B
$375K 0.01%
+3,800
New +$372K
PCAR icon
1557
PUT
PACCAR
PCAR
$69.5B
$375K 0.01%
+3,800
New +$372K
DFUV icon
1558
Dimensional US Marketwide Value ETF
DFUV
$15.7B
$374K 0.01%
+8,981
New +$363K
CRL icon
1559
CALL
Charles River Laboratories
CRL
$12.8B
$374K 0.01%
1,900
– –
MCD icon
1560
McDonald's
MCD
$196B
$374K 0.01%
1,229
-37,490
-97% -$10.3M
TAP icon
1561
PUT
Molson Coors Class B
TAP
$7.95B
$374K 0.01%
6,500
-8,200
-56% -$439K
JWN
1562
DELISTED
Nordstrom
JWN
$371K 0.01%
+16,481
New +$366K
FLG
1563
CALL
Flagstar Bank National Association
FLG
$5.9B
$371K 0.01%
+33,000
New +$351K
ZBRA icon
1564
CALL
Zebra Technologies
ZBRA
$17.2B
$370K 0.01%
+1,000
New +$336K
GPRE icon
1565
Green Plains
GPRE
$1.06B
$370K 0.01%
27,331
-4,618
-14% -$67.6K
SU icon
1566
CALL
Suncor Energy
SU
$72.4B
$369K 0.01%
10,000
-12,000
-55% -$463K
EFAV icon
1567
iShares MSCI EAFE Min Vol Factor ETF
EFAV
$5.46B
$369K 0.01%
+4,811
New +$355K
TGTX icon
1568
TG Therapeutics
TGTX
$7.59B
$369K 0.01%
+15,769
New +$344K
ETR icon
1569
PUT
Entergy
ETR
$49.7B
$369K 0.01%
+5,600
New +$330K
PR
1570
Permian Resources
PR
$17B
$368K 0.01%
27,054
-14,967
-36% -$220K
VAL icon
1571
CALL
Valaris
VAL
$5.35B
$368K 0.01%
+6,600
New +$432K
JAZZ icon
1572
CALL
Jazz Pharmaceuticals
JAZZ
$16.7B
$368K 0.01%
+3,300
New +$362K
MO icon
1573
Altria Group
MO
$113B
$367K 0.01%
7,200
-22,831
-76% -$1.15M
SDY icon
1574
State Street SPDR S&P Dividend ETF
SDY
$23.7B
$367K 0.01%
2,582
-5,083
-66% -$687K
DOCS icon
1575
PUT
Doximity
DOCS
$3.77B
$366K 0.01%
8,400
-5,600
-40% -$187K
61 62
63
64 65

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.