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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
+1.97%
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
$754M
AUM Growth
-$5.17B
Cap. Flow
-$5.32B
Cap. Flow %
-705.37%
Top 10 Hldgs %
14.17%
Holding
3,525
New
759
Increased
256
Reduced
520
Closed
1,976

Top Buys

Rank Stock Value
1
IVV icon
iShares Core S&P 500 ETF
IVV
+$8.37M
2
TLT icon
iShares 20+ Year Treasury Bond ETF
TLT
+$6.57M
3
USHY icon
iShares Broad USD High Yield Corporate Bond ETF
USHY
+$6.57M
4
SPIB icon
State Street SPDR Portfolio Intermediate Term Corporate Bond ETF
SPIB
+$6.37M
5
JPST icon
JPMorgan Ultra-Short Income ETF
JPST
+$5.26M

Top Sells

Rank Stock Value
1
TSLA icon
Tesla
TSLA
+$31.9M
2
AAPL icon
Apple
AAPL
+$30.9M
3
MSFT icon
Microsoft
MSFT
+$25.9M
4
NKE icon
Nike
NKE
+$24M
5
NVDA icon
NVIDIA
NVDA
+$20.2M

Sector Composition

Rank Sector Weight
1 Technology 9.83%
2 Consumer Discretionary 8.98%
3 Financials 6.13%
4 Industrials 5.18%
5 Healthcare 3.18%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
MTUM icon
151
iShares MSCI USA Momentum Factor ETF
MTUM
$26.1B
$1M 0.13%
+4,842
New +$1.01M
CASY icon
152
Casey's General Stores
CASY
$30.8B
$1M 0.13%
+2,525
New +$1.02M
VTI icon
153
Vanguard Morningstar Total Stock Market ETF
VTI
$680B
$995K 0.13%
3,434
-3,881
-53% -$1.13M
ADP icon
154
Automatic Data Processing
ADP
$109B
$993K 0.13%
3,393
-2,548
-43% -$753K
BIDU icon
155
Baidu
BIDU
$37.1B
$982K 0.13%
+11,642
New +$1.06M
VRT icon
156
PUT
Vertiv
VRT
$106B
$977K 0.13%
8,600
-145,700
-94% -$17.3M
BBD icon
157
Banco Bradesco
BBD
$37.1B
$970K 0.13%
507,703
+158,744
+45% +$372K
LUV icon
158
PUT
Southwest Airlines
LUV
$23B
$965K 0.13%
28,700
-326,700
-92% -$10.4M
CHTR icon
159
PUT
Charter Communications
CHTR
$18.8B
$960K 0.13%
2,800
+2,100
+300% +$759K
VYM icon
160
Vanguard High Dividend Yield ETF
VYM
$82.3B
$956K 0.13%
+7,490
New +$977K
MRK icon
161
Merck
MRK
$317B
$940K 0.12%
9,453
-8,489
-47% -$875K
DOCU
162
DocuSign
DOCU
$10.9B
$938K 0.12%
10,432
-30,790
-75% -$2.46M
TMUS icon
163
T-Mobile US
TMUS
$193B
$935K 0.12%
4,238
-8,320
-66% -$1.89M
AMAT icon
164
Applied Materials
AMAT
$419B
$933K 0.12%
5,740
+1,587
+38% +$288K
MRK icon
165
CALL
Merck
MRK
$317B
$925K 0.12%
9,300
-140,800
-94% -$14.5M
CLS icon
166
PUT
Celestica
CLS
$36.2B
$914K 0.12%
9,900
-13,300
-57% -$1.04M
PHM icon
167
Pultegroup
PHM
$24.7B
$913K 0.12%
8,387
+5,640
+205% +$732K
UBER icon
168
Uber
UBER
$143B
$912K 0.12%
15,120
-20,377
-57% -$1.46M
PDBC icon
169
Invesco Actively Managed Exch-Traded Commodity Fd Tr Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF
PDBC
$6.3B
$910K 0.12%
+70,085
New +$945K
BAC icon
170
Bank of America
BAC
$441B
$908K 0.12%
20,668
-244,595
-92% -$10.8M
BTG icon
171
B2Gold
BTG
$5.45B
$907K 0.12%
371,763
-209,122
-36% -$614K
TBT icon
172
ProShares Trust UltraShort Lehman 20+ Year Treasury
TBT
$314M
$907K 0.12%
24,765
+4,349
+21% +$146K
IWF icon
173
iShares Russell 1000 Growth ETF
IWF
$127B
$903K 0.12%
+8,996
New +$885K
JNJ icon
174
CALL
Johnson & Johnson
JNJ
$619B
$897K 0.12%
6,200
-243,900
-98% -$37.8M
DBX icon
175
Dropbox
DBX
$8.06B
$894K 0.12%
+29,754
New +$822K
5 6
7
8 9

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BCM
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OAM
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WFAL
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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
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MCM
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EI
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Two Sigma Securities's Q4 2024 Portfolio in Review

As of Q4 2024, Two Sigma Securities held 3,525 positions worth $754M, down 87% from $5.92B the previous quarter. Its ten largest holdings account for 14% of the portfolio.

Two Sigma Securities withdrew a net $5.32B in Q4 2024, closing 1,976 positions and reducing 520 holdings. Its most notable exit was Nike, an estimated $24M position sold in full.

By sector, the portfolio is most concentrated in Technology at 9.8% of assets, up from 4.6% a quarter earlier, followed by Consumer Discretionary and Financials.

Against the trend, Two Sigma Securities opened a new position in iShares Core S&P 500 ETF worth $8.32M.

  • Two Sigma Securities's largest Q4 2024 buy was iShares Core S&P 500 ETF: 14,140 shares worth $8.32M.
  • Two Sigma Securities added most to iShares 20+ Year Treasury Bond ETF in Q4 2024, an estimated $6.57M increase.
  • Two Sigma Securities's biggest Q4 2024 reduction was Tesla, cutting an estimated $31.9M.
  • Two Sigma Securities fully exited Nike in Q4 2024, selling an estimated $24M.
  • Two Sigma Securities's ten largest holdings make up 14% of its $754M portfolio in Q4 2024.
  • Two Sigma Securities opened 759 new positions and closed 1,976 in Q4 2024.
  • Two Sigma Securities's portfolio value fell 87% quarter-over-quarter to $754M.

Based on Two Sigma Securities's 13F filing for Q4 2024, filed 14 Feb 2025.