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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
UNH icon
76
CALL
UnitedHealth
UNH
$376B
$17.6M 0.26%
36,700
+14,400
+65% +$7.04M
MA icon
77
CALL
Mastercard
MA
$502B
$17.5M 0.26%
44,400
-5,300
-11% -$1.99M
CVX icon
78
CALL
Chevron
CVX
$392B
$17.2M 0.26%
109,000
+29,100
+36% +$4.67M
MRK icon
79
CALL
Merck
MRK
$322B
$17.1M 0.25%
148,200
+66,300
+81% +$7.53M
NKE icon
80
Nike
NKE
$61.9B
$16.9M 0.25%
152,792
+130,935
+599% +$15.3M
MRNA icon
81
CALL
Moderna
MRNA
$21.8B
$16.8M 0.25%
138,500
+117,200
+550% +$15.6M
COP icon
82
PUT
ConocoPhillips
COP
$147B
$16.8M 0.25%
161,900
-41,200
-20% -$4.23M
MRNA icon
83
PUT
Moderna
MRNA
$21.8B
$16.3M 0.24%
134,500
+72,900
+118% +$9.72M
BX icon
84
CALL
Blackstone
BX
$102B
$16.3M 0.24%
174,900
+124,800
+249% +$10.8M
MCD icon
85
CALL
McDonald's
MCD
$192B
$16M 0.24%
53,600
+13,500
+34% +$3.92M
VLO icon
86
PUT
Valero Energy
VLO
$90.1B
$15.9M 0.24%
135,200
+69,900
+107% +$8.12M
VLO icon
87
CALL
Valero Energy
VLO
$90.1B
$15.8M 0.23%
134,500
+84,100
+167% +$9.77M
GS icon
88
CALL
Goldman Sachs
GS
$300B
$15.8M 0.23%
48,900
+17,900
+58% +$5.88M
MPC icon
89
CALL
Marathon Petroleum
MPC
$92.4B
$15.6M 0.23%
133,800
+99,200
+287% +$11.5M
MA icon
90
PUT
Mastercard
MA
$502B
$15.3M 0.23%
39,000
-54,400
-58% -$20.4M
IWM icon
91
CALL
iShares Russell 2000 ETF
IWM
$79.8B
$15.3M 0.23%
81,900
+11,300
+16% +$2.01M
IBM icon
92
PUT
IBM
IBM
$211B
$15.3M 0.23%
114,100
+58,500
+105% +$7.55M
DIS icon
93
PUT
Walt Disney
DIS
$167B
$15M 0.22%
168,500
+96,400
+134% +$9.13M
MPC icon
94
PUT
Marathon Petroleum
MPC
$92.4B
$15M 0.22%
128,500
+65,100
+103% +$7.57M
QQQ icon
95
PUT
Invesco QQQ Trust
QQQ
$453B
$14.7M 0.22%
39,800
-74,600
-65% -$25.1M
SBUX icon
96
CALL
Starbucks
SBUX
$120B
$14.7M 0.22%
147,900
+31,400
+27% +$3.26M
C icon
97
PUT
Citigroup
C
$222B
$14.6M 0.22%
317,700
+234,500
+282% +$11M
NKE icon
98
PUT
Nike
NKE
$61.9B
$14.6M 0.22%
131,900
+101,400
+332% +$11.9M
CRWD icon
99
PUT
CrowdStrike
CRWD
$194B
$14.5M 0.22%
394,400
+158,400
+67% +$5.52M
GOOGL icon
100
CALL
Alphabet (Google) Class A
GOOGL
$4.36T
$14.3M 0.21%
119,700
+84,200
+237% +$9.69M
2 3
4
5 6

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NOCM
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QIM
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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.