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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
HON icon
176
PUT
Honeywell
HON
$78.2B
$8.62M 0.15%
44,244
+18,674
+73% +$3.62M
SMCI icon
177
CALL
Super Micro Computer
SMCI
$18.4B
$8.62M 0.15%
207,000
-80,000
-28% -$4.87M
TSM icon
178
PUT
TSMC
TSM
$2.1T
$8.6M 0.15%
49,500
-113,000
-70% -$19.3M
ULTA icon
179
PUT
Ulta Beauty
ULTA
$22.6B
$8.56M 0.14%
22,000
+400
+2% +$150K
EXPE icon
180
Expedia Group
EXPE
$35.9B
$8.5M 0.14%
+57,433
New +$7.61M
PDD icon
181
CALL
Pinduoduo
PDD
$128B
$8.45M 0.14%
62,700
-77,200
-55% -$9.49M
CSCO icon
182
CALL
Cisco
CSCO
$453B
$8.4M 0.14%
157,900
-222,100
-58% -$10.8M
TGT icon
183
Target
TGT
$67.6B
$8.37M 0.14%
53,676
+37,829
+239% +$5.63M
DUK icon
184
CALL
Duke Energy
DUK
$97.1B
$8.31M 0.14%
72,100
+27,500
+62% +$3.06M
MRNA icon
185
CALL
Moderna
MRNA
$21.2B
$8.31M 0.14%
124,300
+38,400
+45% +$3.53M
BX icon
186
PUT
Blackstone
BX
$104B
$8.07M 0.14%
52,700
-15,400
-23% -$2.14M
APP icon
187
PUT
Applovin
APP
$136B
$8.05M 0.14%
61,700
-27,400
-31% -$2.5M
DDOG icon
188
CALL
Datadog
DDOG
$96.6B
$7.94M 0.13%
69,000
-40,500
-37% -$4.73M
TSM icon
189
CALL
TSMC
TSM
$2.1T
$7.85M 0.13%
45,200
+15,000
+50% +$2.56M
ELV icon
190
PUT
Elevance Health
ELV
$81.5B
$7.8M 0.13%
15,000
+10,200
+213% +$5.45M
CAT icon
191
Caterpillar
CAT
$376B
$7.79M 0.13%
+19,923
New +$6.88M
DASH icon
192
PUT
DoorDash
DASH
$86.5B
$7.76M 0.13%
54,400
-26,000
-32% -$3.15M
ACN icon
193
PUT
Accenture
ACN
$104B
$7.67M 0.13%
21,700
-22,800
-51% -$7.5M
ADBE icon
194
CALL
Adobe
ADBE
$102B
$7.66M 0.13%
14,800
-26,100
-64% -$14.3M
MMM icon
195
CALL
3M
MMM
$92.1B
$7.63M 0.13%
55,800
-55,000
-50% -$6.73M
ACN icon
196
Accenture
ACN
$104B
$7.49M 0.13%
21,182
-60,591
-74% -$19.9M
SE icon
197
PUT
Sea Limited
SE
$66.5B
$7.43M 0.13%
78,800
+13,600
+21% +$1.03M
WMT icon
198
PUT
Walmart Inc
WMT
$892B
$7.38M 0.12%
91,400
-149,900
-62% -$11M
LVS icon
199
CALL
Las Vegas Sands
LVS
$31.2B
$7.36M 0.12%
146,300
+5,700
+4% +$234K
MDT icon
200
PUT
Medtronic
MDT
$111B
$7.35M 0.12%
81,600
-28,400
-26% -$2.39M
6 7
8
9 10

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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.