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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
FDX icon
126
CALL
FedEx
FDX
$72.7B
$11.5M 0.19%
42,100
-9,300
-18% -$2.7M
SNOW icon
127
CALL
Snowflake
SNOW
$102B
$11.5M 0.19%
100,100
-4,900
-5% -$603K
PEP icon
128
CALL
PepsiCo
PEP
$190B
$11.4M 0.19%
66,800
+22,700
+51% +$3.9M
MA icon
129
CALL
Mastercard
MA
$502B
$11.4M 0.19%
23,000
+10,300
+81% +$4.79M
WDC icon
130
CALL
Western Digital
WDC
$188B
$11.3M 0.19%
219,486
+529
+0.2% +$26.7K
CVNA icon
131
Carvana
CVNA
$68.6B
$11.3M 0.19%
323,975
+15,240
+5% +$438K
CRM icon
132
CALL
Salesforce
CRM
$151B
$11.3M 0.19%
41,200
-46,100
-53% -$11.8M
ARM icon
133
CALL
Arm
ARM
$256B
$11.3M 0.19%
+78,800
New +$11.2M
ENPH icon
134
PUT
Enphase Energy
ENPH
$4.96B
$11.2M 0.19%
99,400
-30,100
-23% -$3.36M
JPM icon
135
JPMorgan Chase
JPM
$935B
$11.2M 0.19%
52,952
+37,748
+248% +$7.95M
GE icon
136
CALL
GE Aerospace
GE
$374B
$11.1M 0.19%
58,800
-123,100
-68% -$20.9M
SNOW icon
137
PUT
Snowflake
SNOW
$102B
$11.1M 0.19%
96,500
-148,700
-61% -$18.3M
BMY icon
138
PUT
Bristol-Myers Squibb
BMY
$133B
$11.1M 0.19%
214,100
-218,700
-51% -$10.3M
CAT icon
139
CALL
Caterpillar
CAT
$375B
$11.1M 0.19%
28,300
-22,600
-44% -$7.8M
ABNB icon
140
CALL
Airbnb
ABNB
$89.9B
$11M 0.19%
87,000
-40,100
-32% -$5.2M
SCHW
141
CALL
Charles Schwab
SCHW
$183B
$11M 0.19%
170,000
+105,900
+165% +$6.96M
ACN icon
142
CALL
Accenture
ACN
$102B
$11M 0.19%
31,000
+3,500
+13% +$1.15M
V icon
143
PUT
Visa
V
$684B
$10.9M 0.18%
39,700
+4,100
+12% +$1.11M
ON icon
144
CALL
ON Semiconductor
ON
$31.8B
$10.8M 0.18%
148,700
+42,900
+41% +$3.12M
UPS icon
145
CALL
United Parcel Service
UPS
$88.6B
$10.6M 0.18%
77,700
-27,900
-26% -$3.66M
LUV icon
146
PUT
Southwest Airlines
LUV
$22B
$10.5M 0.18%
355,400
+284,400
+401% +$7.87M
BAC icon
147
Bank of America
BAC
$435B
$10.5M 0.18%
265,263
-184,376
-41% -$7.39M
PYPL icon
148
PUT
PayPal
PYPL
$48.9B
$10.5M 0.18%
134,800
-139,900
-51% -$9.36M
ADBE icon
149
PUT
Adobe
ADBE
$99.5B
$10.5M 0.18%
20,300
-15,300
-43% -$8.39M
V icon
150
CALL
Visa
V
$684B
$10.4M 0.18%
38,000
-21,600
-36% -$5.84M
4 5
6
7 8

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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
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
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

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.