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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
+97.02%
10 Year Est. Return
+293.06%
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
AZO icon
326
PUT
AutoZone
AZO
$48.8B
$4.1M 0.07%
1,300
+1,100
+550% +$3.38M
W icon
327
CALL
Wayfair
W
$11.8B
$4.09M 0.07%
72,800
+8,300
+13% +$400K
DHR icon
328
CALL
Danaher
DHR
$139B
$4.09M 0.07%
14,700
+8,200
+126% +$2.17M
RIVN icon
329
CALL
Rivian
RIVN
$22.2B
$4.08M 0.07%
363,400
-332,100
-48% -$4.77M
RIVN icon
330
PUT
Rivian
RIVN
$22.2B
$4.07M 0.07%
362,900
-542,400
-60% -$7.79M
GWW icon
331
CALL
W.W. Grainger
GWW
$64.7B
$4.05M 0.07%
3,900
+1,500
+63% +$1.45M
ZS icon
332
CALL
Zscaler
ZS
$25B
$4.05M 0.07%
23,700
-27,200
-53% -$4.97M
BX icon
333
CALL
Blackstone
BX
$108B
$4.04M 0.07%
26,400
+11,000
+71% +$1.53M
F icon
334
CALL
Ford
F
$57.5B
$4.04M 0.07%
382,400
+92,100
+32% +$1.05M
FTNT icon
335
CALL
Fortinet
FTNT
$120B
$4.02M 0.07%
51,900
-94,900
-65% -$6.48M
APH icon
336
Amphenol
APH
$201B
$4.02M 0.07%
61,709
+23,663
+62% +$1.53M
TMO icon
337
CALL
Thermo Fisher Scientific
TMO
$213B
$4.02M 0.07%
6,500
+3,700
+132% +$2.19M
PINS icon
338
PUT
Pinterest
PINS
$13.5B
$4.01M 0.07%
124,000
-56,800
-31% -$1.93M
DLTR icon
339
CALL
Dollar Tree
DLTR
$24.9B
$4.01M 0.07%
57,000
+7,900
+16% +$720K
BLK icon
340
CALL
Blackrock
BLK
$175B
$3.99M 0.07%
4,200
-1,100
-21% -$952K
ETSY icon
341
CALL
Etsy
ETSY
$7.89B
$3.96M 0.07%
71,300
+2,200
+3% +$125K
WMT icon
342
CALL
Walmart Inc
WMT
$881B
$3.96M 0.07%
49,000
-106,100
-68% -$7.79M
VLO icon
343
CALL
Valero Energy
VLO
$88.5B
$3.93M 0.07%
29,100
+10,800
+59% +$1.57M
PM icon
344
PUT
Philip Morris
PM
$292B
$3.92M 0.07%
32,300
+8,800
+37% +$1.02M
VRTX icon
345
CALL
Vertex Pharmaceuticals
VRTX
$119B
$3.91M 0.07%
8,400
+3,500
+71% +$1.68M
SGOV icon
346
iShares 0-3 Month Treasury Bond ETF
SGOV
$99.9B
$3.89M 0.07%
38,635
+28,579
+284% +$2.87M
F icon
347
PUT
Ford
F
$57.5B
$3.89M 0.07%
367,900
+91,800
+33% +$1.05M
GILD icon
348
PUT
Gilead Sciences
GILD
$163B
$3.85M 0.07%
45,900
-5,500
-11% -$420K
MS icon
349
PUT
Morgan Stanley
MS
$332B
$3.84M 0.06%
36,800
-223,300
-86% -$22.5M
AFRM icon
350
CALL
Affirm
AFRM
$25.3B
$3.83M 0.06%
93,800
+8,500
+10% +$282K
12 13
14
15 16

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OAM
Ophir Asset Management Sydney, Australia $859M AUM 59.08% 1-Year Est. Return
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
RB
Rodgers Brothers Harmony, Pennsylvania $866M AUM 30.05% 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
NEPWA
New England Private Wealth Advisors Wellesley, Massachusetts $866M AUM 15.25% 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.