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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
+9.86%
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
$6.72B
AUM Growth
+$1.74B
Cap. Flow
+$1.32B
Cap. Flow %
19.66%
Top 10 Hldgs %
12.33%
Holding
3,576
New
994
Increased
941
Reduced
756
Closed
848

Top Buys

Rank Stock Value
1
AAPL icon
Apple
AAPL
+$29.9M
2
NFLX icon
Netflix
NFLX
+$27M
3
XOM icon
ExxonMobil
XOM
+$17.6M
4
NKE icon
Nike
NKE
+$15.3M
5
MSFT icon
Microsoft
MSFT
+$13.4M

Top Sells

Rank Stock Value
1
AMD icon
Advanced Micro Devices
AMD
+$19.9M
2
JPM icon
JPMorgan Chase
JPM
+$19.2M
3
META icon
Meta Platforms (Facebook)
META
+$17.8M
4
QQQ icon
Invesco QQQ Trust
QQQ
+$17.4M
5
OXY icon
Occidental Petroleum
OXY
+$16.8M

Sector Composition

Rank Sector Weight
1 Technology 3.9%
2 Consumer Discretionary 3.81%
3 Financials 1.58%
4 Communication Services 1.54%
5 Industrials 1.13%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
CRWD icon
51
CALL
CrowdStrike
CRWD
$194B
$22.7M 0.34%
618,000
+407,200
+193% +$14.2M
BX icon
52
PUT
Blackstone
BX
$102B
$22.6M 0.34%
242,700
+71,300
+42% +$6.16M
AMD icon
53
CALL
Advanced Micro Devices
AMD
$776B
$22.5M 0.34%
197,700
+164,200
+490% +$17.1M
SCHW
54
PUT
Charles Schwab
SCHW
$183B
$22.2M 0.33%
392,000
+299,300
+323% +$15.7M
CSCO icon
55
PUT
Cisco
CSCO
$457B
$22M 0.33%
426,100
+341,100
+401% +$16.8M
CSCO icon
56
CALL
Cisco
CSCO
$457B
$22M 0.33%
425,000
+254,600
+149% +$12.5M
ADBE icon
57
CALL
Adobe
ADBE
$99.5B
$21.9M 0.33%
44,800
+36,000
+409% +$14.5M
AVGO icon
58
CALL
Broadcom
AVGO
$1.85T
$21.2M 0.31%
244,000
+123,000
+102% +$8.77M
ORCL icon
59
CALL
Oracle
ORCL
$374B
$20.4M 0.3%
171,600
+62,000
+57% +$6.41M
COP icon
60
CALL
ConocoPhillips
COP
$147B
$20.4M 0.3%
197,100
-8,100
-4% -$832K
AMD icon
61
PUT
Advanced Micro Devices
AMD
$776B
$20.4M 0.3%
178,700
+32,600
+22% +$3.39M
QCOM icon
62
CALL
Qualcomm
QCOM
$155B
$20M 0.3%
167,700
+65,200
+64% +$7.49M
BRK.B icon
63
PUT
Berkshire Hathaway Class B
BRK.B
$1.1T
$19.7M 0.29%
57,900
+20,400
+54% +$6.66M
BA icon
64
PUT
Boeing
BA
$171B
$19.7M 0.29%
93,400
-64,100
-41% -$13.3M
SPY icon
65
PUT
State Street SPDR S&P 500 ETF Trust
SPY
$790B
$19.3M 0.29%
43,600
+34,900
+401% +$14.6M
WMT icon
66
CALL
Walmart Inc
WMT
$885B
$19.3M 0.29%
367,500
+273,300
+290% +$13.8M
IBM icon
67
CALL
IBM
IBM
$211B
$18.9M 0.28%
141,300
+85,900
+155% +$11.1M
JPM icon
68
CALL
JPMorgan Chase
JPM
$935B
$18.7M 0.28%
128,700
+85,200
+196% +$11.7M
ENPH icon
69
PUT
Enphase Energy
ENPH
$4.96B
$18.5M 0.28%
110,400
-1,600
-1% -$286K
GS icon
70
PUT
Goldman Sachs
GS
$300B
$18.4M 0.27%
57,100
+16,200
+40% +$5.33M
AMAT icon
71
CALL
Applied Materials
AMAT
$403B
$18.4M 0.27%
127,400
+115,500
+971% +$14.5M
IWM icon
72
PUT
iShares Russell 2000 ETF
IWM
$79.8B
$18.3M 0.27%
97,800
-25,300
-21% -$4.51M
WMT icon
73
PUT
Walmart Inc
WMT
$885B
$18M 0.27%
344,400
+301,800
+708% +$15.2M
PG icon
74
PUT
Procter & Gamble
PG
$336B
$18M 0.27%
118,600
+91,900
+344% +$13.9M
ABNB icon
75
CALL
Airbnb
ABNB
$89.9B
$17.8M 0.27%
139,000
+100,600
+262% +$11.8M
1 2
3
4 5

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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
Rodgers Brothers Harmony, Pennsylvania $866M AUM 30.05% 1-Year Est. Return
OMG
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MCM
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Two Sigma Securities's Q2 2023 Portfolio in Review

As of Q2 2023, Two Sigma Securities held 3,576 positions worth $6.72B, up 35% from $4.99B the previous quarter. Its ten largest holdings account for 12% of the portfolio.

Two Sigma Securities deployed $1.32B of net new capital in Q2 2023, opening 994 new positions and adding to 941 existing holdings. Its largest new stake was Netflix: 732,800 shares worth $32.3M.

By sector, the portfolio is most concentrated in Technology at 3.9% of assets, down from 4.3% a quarter earlier, followed by Consumer Discretionary and Financials.

On the sell side, the largest reduction was Advanced Micro Devices, an estimated $19.9M trimmed.

  • Two Sigma Securities's largest Q2 2023 buy was Netflix: 732,800 shares worth $32.3M.
  • Two Sigma Securities added most to Apple in Q2 2023, an estimated $29.9M increase.
  • Two Sigma Securities's biggest Q2 2023 reduction was Advanced Micro Devices, cutting an estimated $19.9M.
  • Two Sigma Securities fully exited Occidental Petroleum in Q2 2023, selling an estimated $16.8M.
  • Two Sigma Securities's ten largest holdings make up 12% of its $6.72B portfolio in Q2 2023.
  • Two Sigma Securities opened 994 new positions and closed 848 in Q2 2023.
  • Two Sigma Securities's portfolio value rose 35% quarter-over-quarter to $6.72B.

Based on Two Sigma Securities's 13F filing for Q2 2023, filed 14 Aug 2023.