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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
+3.5%
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
$8.28B
AUM Growth
-$2.08B
Cap. Flow
-$2.16B
Cap. Flow %
-26.12%
Top 10 Hldgs %
11.07%
Holding
3,887
New
1,000
Increased
869
Reduced
1,033
Closed
963

Top Buys

Rank Stock Value
1
NVDA icon
NVIDIA
NVDA
+$71.1M
2
LLY icon
Eli Lilly
LLY
+$26.4M
3
ACN icon
Accenture
ACN
+$25M
4
AVGO icon
Broadcom
AVGO
+$16.3M
5
BAC icon
Bank of America
BAC
+$16.2M

Top Sells

Rank Stock Value
1
AMZN icon
Amazon
AMZN
+$55.1M
2
MU icon
Micron Technology
MU
+$53.6M
3
MSFT icon
Microsoft
MSFT
+$45.3M
4
GOOGL icon
Alphabet (Google) Class A
GOOGL
+$32.5M
5
META icon
Meta Platforms (Facebook)
META
+$29.5M

Sector Composition

Rank Sector Weight
1 Technology 7.72%
2 Consumer Discretionary 2.89%
3 Healthcare 2.83%
4 Communication Services 2.59%
5 Financials 1.97%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
NVDA icon
1
PUT
NVIDIA
NVDA
$5.01T
$165M 1.99%
1,335,600
-1,008,400
-43% -$102M
NVDA icon
2
NVIDIA
NVDA
$5.01T
$146M 1.77%
1,183,699
+703,229
+146% +$71.1M
SPY icon
3
PUT
State Street SPDR S&P 500 ETF Trust
SPY
$778B
$104M 1.26%
191,300
-28,600
-13% -$15M
SPY icon
4
CALL
State Street SPDR S&P 500 ETF Trust
SPY
$778B
$98.2M 1.19%
180,500
-63,500
-26% -$33.2M
META icon
5
PUT
Meta Platforms (Facebook)
META
$1.51T
$79.9M 0.97%
158,500
-213,800
-57% -$104M
AMD icon
6
PUT
Advanced Micro Devices
AMD
$851B
$71.5M 0.86%
440,900
+102,300
+30% +$16.5M
INTC icon
7
PUT
Intel
INTC
$466B
$65.8M 0.79%
2,124,000
+1,337,000
+170% +$43.8M
AAPL icon
8
PUT
Apple
AAPL
$4.89T
$64.3M 0.78%
305,500
-55,700
-15% -$10.4M
META icon
9
Meta Platforms (Facebook)
META
$1.51T
$61.4M 0.74%
121,727
-60,751
-33% -$29.5M
JPM icon
10
CALL
JPMorgan Chase
JPM
$939B
$59.9M 0.72%
296,300
-18,300
-6% -$3.58M
LLY icon
11
Eli Lilly
LLY
$1.07T
$59.2M 0.71%
65,345
+33,023
+102% +$26.4M
TSLA icon
12
PUT
Tesla
TSLA
$1.24T
$57.9M 0.7%
292,800
-242,100
-45% -$42.3M
JNJ icon
13
CALL
Johnson & Johnson
JNJ
$635B
$56.6M 0.68%
387,400
+133,900
+53% +$19.9M
PANW icon
14
PUT
Palo Alto Networks
PANW
$264B
$55.4M 0.67%
326,800
+117,600
+56% +$17.6M
JNJ icon
15
PUT
Johnson & Johnson
JNJ
$635B
$54.1M 0.65%
370,200
+93,300
+34% +$13.9M
META icon
16
CALL
Meta Platforms (Facebook)
META
$1.51T
$53.5M 0.65%
106,100
-88,600
-46% -$43.1M
JPM icon
17
PUT
JPMorgan Chase
JPM
$939B
$51.8M 0.63%
256,300
+56,800
+28% +$11.1M
GOOGL icon
18
PUT
Alphabet (Google) Class A
GOOGL
$3.91T
$50.6M 0.61%
277,700
+22,900
+9% +$3.86M
AAPL icon
19
CALL
Apple
AAPL
$4.89T
$47.2M 0.57%
223,900
-20,600
-8% -$3.84M
COST icon
20
PUT
Costco
COST
$415B
$46.2M 0.56%
54,400
+10,900
+25% +$8.51M
UNH icon
21
PUT
UnitedHealth
UNH
$382B
$46M 0.56%
90,400
+21,800
+32% +$10.7M
MSFT icon
22
PUT
Microsoft
MSFT
$2.84T
$46M 0.56%
103,000
-261,600
-72% -$110M
INTC icon
23
CALL
Intel
INTC
$466B
$45.9M 0.55%
1,481,200
+882,300
+147% +$28.9M
MSFT icon
24
CALL
Microsoft
MSFT
$2.84T
$45.3M 0.55%
101,300
-16,300
-14% -$6.88M
LLY icon
25
PUT
Eli Lilly
LLY
$1.07T
$44.3M 0.53%
48,900
-18,800
-28% -$15M
1
2 3 4 5

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BCM
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OAM
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NOCM
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TIM
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USGIU
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QIM
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SLT
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Two Sigma Securities's Q2 2024 Portfolio in Review

As of Q2 2024, Two Sigma Securities held 3,887 positions worth $8.28B, down 20% from $10.4B the previous quarter. Its ten largest holdings account for 11% of the portfolio.

Two Sigma Securities withdrew a net $2.16B in Q2 2024, closing 963 positions and reducing 1,033 holdings. Its most notable exit was Nike, an estimated $17.5M position sold in full.

By sector, the portfolio is most concentrated in Technology at 7.7% of assets, up from 6% a quarter earlier, followed by Consumer Discretionary and Healthcare.

Against the trend, Two Sigma Securities opened a new position in Accenture worth $24.8M.

  • Two Sigma Securities's largest Q2 2024 buy was Accenture: 81,773 shares worth $24.8M.
  • Two Sigma Securities added most to NVIDIA in Q2 2024, an estimated $71.1M increase.
  • Two Sigma Securities's biggest Q2 2024 reduction was Amazon, cutting an estimated $55.1M.
  • Two Sigma Securities fully exited Nike in Q2 2024, selling an estimated $17.5M.
  • Two Sigma Securities's ten largest holdings make up 11% of its $8.28B portfolio in Q2 2024.
  • Two Sigma Securities opened 1,000 new positions and closed 963 in Q2 2024.
  • Two Sigma Securities's portfolio value fell 20% quarter-over-quarter to $8.28B.

Based on Two Sigma Securities's 13F filing for Q2 2024, filed 14 Aug 2024.