We are live on ! Find out more
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
BBWI icon
1626
PUT
Bath & Body Works
BBWI
$4.06B
$342K 0.01%
10,700
-2,100
-16% -$69.6K
GD icon
1627
General Dynamics
GD
$105B
$341K 0.01%
1,130
-2,068
-65% -$608K
LRN icon
1628
CALL
Stride
LRN
$3.4B
$341K 0.01%
4,000
-16,000
-80% -$1.24M
JBHT icon
1629
JB Hunt Transport Services
JBHT
$25.1B
$341K 0.01%
1,979
-2,980
-60% -$501K
HBI
1630
CALL
DELISTED
Hanesbrands
HBI
$341K 0.01%
46,400
+24,700
+114% +$148K
IQV icon
1631
IQVIA
IQV
$38.3B
$341K 0.01%
1,439
-929
-39% -$219K
OLN icon
1632
CALL
Olin
OLN
$2.14B
$341K 0.01%
+7,100
New +$316K
SKYY icon
1633
First Trust Cloud Computing ETF
SKYY
$3.01B
$340K 0.01%
+3,323
New +$319K
KMB icon
1634
Kimberly-Clark
KMB
$36.1B
$339K 0.01%
2,380
-439
-16% -$62.2K
BEN icon
1635
CALL
Franklin Resources
BEN
$17.3B
$339K 0.01%
16,800
+4,500
+37% +$97K
FIVE icon
1636
Five Below
FIVE
$12.8B
$338K 0.01%
+3,825
New +$322K
PULS icon
1637
PGIM Ultra Short Bond ETF
PULS
$18.3B
$338K 0.01%
+6,785
New +$337K
YETI icon
1638
CALL
Yeti Holdings
YETI
$3.93B
$336K 0.01%
8,200
-600
-7% -$23.5K
SPXS icon
1639
Direxion Daily S&P 500 Bear 3x ETF
SPXS
$311M
$336K 0.01%
+5,050
New +$381K
PFSI icon
1640
PennyMac Financial
PFSI
$4B
$335K 0.01%
+2,940
New +$301K
EFA icon
1641
CALL
iShares MSCI EAFE ETF
EFA
$79.4B
$335K 0.01%
+4,000
New +$322K
BMO icon
1642
PUT
Bank of Montreal
BMO
$127B
$334K 0.01%
+3,700
New +$316K
JCI icon
1643
PUT
Johnson Controls International
JCI
$93.6B
$334K 0.01%
4,300
-8,500
-66% -$596K
MANH icon
1644
Manhattan Associates
MANH
$11.1B
$333K 0.01%
1,185
+23
+2% +$5.85K
SCHE icon
1645
Schwab Emerging Markets Equity ETF
SCHE
$12.8B
$333K 0.01%
11,420
-2,428
-18% -$65.7K
TOL icon
1646
Toll Brothers
TOL
$14.1B
$333K 0.01%
+2,156
New +$292K
CAR icon
1647
PUT
Avis
CAR
$4.89B
$333K 0.01%
3,800
-8,200
-68% -$740K
VTIP icon
1648
Vanguard Short-Term Inflation-Protected Securities Index Fund
VTIP
$19.1B
$332K 0.01%
6,738
+2,552
+61% +$124K
HLT icon
1649
Hilton Worldwide
HLT
$72.5B
$332K 0.01%
+1,439
New +$311K
AMR icon
1650
PUT
Alpha Metallurgical Resources
AMR
$1.93B
$331K 0.01%
1,400
+200
+17% +$51.1K
64 65
66
67 68

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.