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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
CVNA icon
76
PUT
Carvana
CVNA
$68.6B
$16M 0.27%
459,000
-237,000
-34% -$6.81M
ISRG icon
77
CALL
Intuitive Surgical
ISRG
$127B
$16M 0.27%
32,500
+24,700
+317% +$11.5M
GOOGL icon
78
Alphabet (Google) Class A
GOOGL
$4.36T
$15.8M 0.27%
95,533
-38,806
-29% -$6.51M
BA icon
79
CALL
Boeing
BA
$171B
$15.6M 0.26%
102,600
+20,000
+24% +$3.43M
GS icon
80
PUT
Goldman Sachs
GS
$300B
$15.6M 0.26%
31,500
-36,900
-54% -$18M
VRT icon
81
PUT
Vertiv
VRT
$93B
$15.4M 0.26%
+154,300
New +$12.8M
FSLR icon
82
CALL
First Solar
FSLR
$22.7B
$15.2M 0.26%
61,000
+16,000
+36% +$3.6M
JPM icon
83
PUT
JPMorgan Chase
JPM
$935B
$15.1M 0.26%
71,700
-184,600
-72% -$38.9M
FSLR icon
84
PUT
First Solar
FSLR
$22.7B
$14.9M 0.25%
59,900
-13,900
-19% -$3.13M
BAC icon
85
CALL
Bank of America
BAC
$435B
$14.9M 0.25%
375,400
-245,700
-40% -$9.85M
CVX icon
86
Chevron
CVX
$392B
$14.6M 0.25%
99,442
-85,077
-46% -$12.7M
CVX icon
87
CALL
Chevron
CVX
$392B
$14.6M 0.25%
99,200
-36,400
-27% -$5.42M
FCX icon
88
CALL
Freeport-McMoran
FCX
$90B
$14.4M 0.24%
288,300
+198,500
+221% +$8.95M
LLY icon
89
CALL
Eli Lilly
LLY
$1.02T
$14.4M 0.24%
16,200
-1,900
-10% -$1.71M
CVNA icon
90
CALL
Carvana
CVNA
$68.6B
$14.3M 0.24%
409,500
-80,500
-16% -$2.31M
AMGN icon
91
CALL
Amgen
AMGN
$208B
$14M 0.24%
43,300
-8,200
-16% -$2.68M
AMGN icon
92
PUT
Amgen
AMGN
$208B
$13.9M 0.24%
43,200
+8,400
+24% +$2.75M
AMAT icon
93
CALL
Applied Materials
AMAT
$403B
$13.7M 0.23%
67,900
+1,000
+1% +$205K
ISRG icon
94
PUT
Intuitive Surgical
ISRG
$127B
$13.6M 0.23%
27,700
+16,500
+147% +$7.68M
CSCO icon
95
Cisco
CSCO
$457B
$13.6M 0.23%
255,578
+33,784
+15% +$1.64M
ADI icon
96
CALL
Analog Devices
ADI
$179B
$13.5M 0.23%
58,700
+21,500
+58% +$4.84M
HON icon
97
CALL
Honeywell
HON
$77B
$13.5M 0.23%
69,177
+40,954
+145% +$7.94M
IBM icon
98
PUT
IBM
IBM
$211B
$13.5M 0.23%
60,900
-15,800
-21% -$3.1M
CVS icon
99
PUT
CVS Health
CVS
$133B
$13.4M 0.23%
213,000
+6,100
+3% +$356K
DELL icon
100
PUT
Dell
DELL
$262B
$13.4M 0.23%
112,900
-33,800
-23% -$3.94M
2 3
4
5 6

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BCM
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OAM
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NOCM
Night Owl Capital Management Greenwich, Connecticut $858M AUM 31.41% 1-Year Est. Return
TIM
Total Investment Management Scottsdale, Arizona $858M AUM 9.96% 1-Year Est. Return
QIM
Quest Investment Management Lake Oswego, Oregon $857M AUM 21.67% 1-Year Est. Return
RB
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OMG
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MCM
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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.