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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
NVDA icon
1
PUT
NVIDIA
NVDA
$4.86T
$60.8M 1.03%
501,000
-834,600
-62% -$98.6M
UNH icon
2
CALL
UnitedHealth
UNH
$376B
$57.9M 0.98%
99,000
+45,500
+85% +$25.7M
MSFT icon
3
PUT
Microsoft
MSFT
$3.45T
$52.5M 0.89%
122,100
+19,100
+19% +$8.16M
GOOGL icon
4
PUT
Alphabet (Google) Class A
GOOGL
$4.36T
$51.8M 0.88%
312,600
+34,900
+13% +$5.85M
SPY icon
5
PUT
State Street SPDR S&P 500 ETF Trust
SPY
$790B
$47.3M 0.8%
82,500
-108,800
-57% -$60.2M
MSFT icon
6
CALL
Microsoft
MSFT
$3.45T
$45M 0.76%
104,500
+3,200
+3% +$1.37M
NKE icon
7
PUT
Nike
NKE
$61.9B
$44.8M 0.76%
506,300
+461,900
+1,040% +$36.2M
UNH icon
8
PUT
UnitedHealth
UNH
$376B
$44.6M 0.75%
76,300
-14,100
-16% -$7.98M
NVDA icon
9
CALL
NVIDIA
NVDA
$4.86T
$44.1M 0.74%
363,400
+84,100
+30% +$9.93M
SPY icon
10
CALL
State Street SPDR S&P 500 ETF Trust
SPY
$790B
$42.2M 0.71%
73,600
-106,900
-59% -$59.1M
TXN icon
11
CALL
Texas Instruments
TXN
$252B
$41.2M 0.7%
199,600
+151,600
+316% +$30.5M
JNJ icon
12
CALL
Johnson & Johnson
JNJ
$618B
$40.5M 0.68%
250,100
-137,300
-35% -$21.9M
QCOM icon
13
PUT
Qualcomm
QCOM
$155B
$40M 0.68%
235,200
+87,600
+59% +$15.5M
AAPL icon
14
PUT
Apple
AAPL
$4.54T
$39.6M 0.67%
169,900
-135,600
-44% -$30.3M
AAPL icon
15
CALL
Apple
AAPL
$4.54T
$39.6M 0.67%
169,800
-54,100
-24% -$12.1M
JNJ icon
16
PUT
Johnson & Johnson
JNJ
$618B
$39.5M 0.67%
243,800
-126,400
-34% -$20.1M
QCOM icon
17
CALL
Qualcomm
QCOM
$155B
$39M 0.66%
229,600
+165,900
+260% +$29.3M
AMD icon
18
PUT
Advanced Micro Devices
AMD
$776B
$37.8M 0.64%
230,600
-210,300
-48% -$32M
TSLA icon
19
Tesla
TSLA
$1.23T
$35.1M 0.59%
134,348
+80,184
+148% +$18.3M
BRK.B icon
20
CALL
Berkshire Hathaway Class B
BRK.B
$1.1T
$34.2M 0.58%
74,400
+1,400
+2% +$619K
AAPL icon
21
Apple
AAPL
$4.54T
$33M 0.56%
141,620
-61,541
-30% -$13.7M
ASML icon
22
PUT
ASML
ASML
$626B
$32.7M 0.55%
39,200
+12,900
+49% +$11.5M
QQQ icon
23
CALL
Invesco QQQ Trust
QQQ
$453B
$31.5M 0.53%
64,600
+31,300
+94% +$14.8M
AMZN icon
24
PUT
Amazon
AMZN
$2.92T
$31.2M 0.53%
167,700
-53,400
-24% -$9.74M
MU icon
25
PUT
Micron Technology
MU
$930B
$30.6M 0.52%
294,900
+208,700
+242% +$21.8M
1
2 3 4 5

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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.