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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
ONB icon
2126
Old National Bancorp
ONB
$10.2B
$206K ﹤0.01%
+11,044
New +$207K
TDTF icon
2127
FlexShares iBoxx 5-Year Target Duration TIPS Index Fund
TDTF
$1.04B
$206K ﹤0.01%
8,549
-1,523
-15% -$36.2K
CNK icon
2128
PUT
Cinemark Holdings
CNK
$4.32B
$206K ﹤0.01%
7,400
-5,700
-44% -$145K
PODD icon
2129
Insulet
PODD
$9.79B
$206K ﹤0.01%
+885
New +$182K
EFX icon
2130
PUT
Equifax
EFX
$21.4B
$206K ﹤0.01%
+700
New +$197K
MNST icon
2131
Monster Beverage
MNST
$88.5B
$205K ﹤0.01%
3,936
-80,032
-95% -$3.96M
CHRW icon
2132
C.H. Robinson
CHRW
$17.5B
$205K ﹤0.01%
+1,860
New +$181K
FRPT icon
2133
CALL
Freshpet
FRPT
$3.22B
$205K ﹤0.01%
1,500
-1,400
-48% -$183K
PPL
2134
PUT
PPL Corp
PPL
$26.7B
$205K ﹤0.01%
6,200
-17,200
-74% -$526K
NVS icon
2135
Novartis
NVS
$297B
$205K ﹤0.01%
1,783
-2,557
-59% -$290K
DINO icon
2136
PUT
HF Sinclair
DINO
$14.5B
$205K ﹤0.01%
+4,600
New +$220K
UNP icon
2137
Union Pacific
UNP
$174B
$205K ﹤0.01%
831
-1,975
-70% -$479K
SCHQ
2138
Schwab Long-Term US Treasury ETF
SCHQ
$798M
$205K ﹤0.01%
+5,853
New +$201K
PTLO icon
2139
CALL
Portillo's
PTLO
$321M
$205K ﹤0.01%
15,200
-50,500
-77% -$564K
REM icon
2140
iShares Mortgage Real Estate ETF
REM
$548M
$205K ﹤0.01%
+8,626
New +$203K
SPTM icon
2141
State Street SPDR Portfolio S&P 1500 Composite Stock Market ETF
SPTM
$14B
$204K ﹤0.01%
+2,917
New +$197K
ADEA icon
2142
Adeia
ADEA
$3.11B
$204K ﹤0.01%
+17,148
New +$199K
PR
2143
PUT
Permian Resources
PR
$16.9B
$204K ﹤0.01%
15,000
-15,200
-50% -$223K
APOG icon
2144
Apogee Enterprises
APOG
$908M
$204K ﹤0.01%
+2,914
New +$188K
CEVA icon
2145
CEVA Inc
CEVA
$1.08B
$204K ﹤0.01%
8,447
-2,916
-26% -$63.3K
CE icon
2146
PUT
Celanese
CE
$4.82B
$204K ﹤0.01%
+1,500
New +$197K
VNLA icon
2147
Janus Henderson Short Duration Income ETF
VNLA
$3.35B
$204K ﹤0.01%
+4,153
New +$203K
HBNC icon
2148
Horizon Bancorp
HBNC
$1.04B
$204K ﹤0.01%
+13,096
New +$195K
AIN icon
2149
Albany International
AIN
$1.78B
$203K ﹤0.01%
+2,288
New +$201K
MSTR icon
2150
CALL
Strategy Inc
MSTR
$38.4B
$202K ﹤0.01%
1,200
-2,800
-70% -$400K
84 85
86
87 88

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OAM
Ophir Asset Management Sydney, Australia $859M AUM 59.08% 1-Year Est. Return
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
One Madison Group New York $866M AUM 33.81% 1-Year Est. Return
MCM
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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.