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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
AIZ icon
1376
CALL
Assurant
AIZ
$13.9B
$541K 0.01%
+4,300
New +$535K
NWL icon
1377
PUT
Newell Brands
NWL
$2.61B
$540K 0.01%
62,100
+27,500
+79% +$273K
CEG icon
1378
CALL
Constellation Energy
CEG
$95.4B
$540K 0.01%
+5,900
New +$489K
LPX icon
1379
CALL
Louisiana-Pacific
LPX
$5.37B
$540K 0.01%
+7,200
New +$445K
NBR icon
1380
PUT
Nabors Industries
NBR
$1.24B
$540K 0.01%
5,800
+200
+4% +$20.3K
IQV icon
1381
PUT
IQVIA
IQV
$37.6B
$539K 0.01%
2,400
+1,000
+71% +$201K
PRKS icon
1382
PUT
United Parks & Resorts
PRKS
$2.18B
$538K 0.01%
+9,600
New +$542K
STIP icon
1383
iShares 0-5 Year TIPS Bond ETF
STIP
$15.8B
$536K 0.01%
5,489
-324
-6% -$31.9K
AMBA icon
1384
CALL
Ambarella
AMBA
$3.61B
$535K 0.01%
6,400
-1,000
-14% -$73.1K
PCTY icon
1385
CALL
Paylocity
PCTY
$7.67B
$535K 0.01%
2,900
+1,500
+107% +$275K
VAL icon
1386
CALL
Valaris
VAL
$5.41B
$535K 0.01%
+8,500
New +$512K
NTRS icon
1387
PUT
Northern Trust
NTRS
$33.4B
$534K 0.01%
+7,200
New +$553K
OLED icon
1388
PUT
Universal Display
OLED
$3.96B
$533K 0.01%
+3,700
New +$530K
AGCO icon
1389
AGCO
AGCO
$7.51B
$533K 0.01%
+4,054
New +$503K
VTLE
1390
CALL
DELISTED
Vital Energy
VTLE
$533K 0.01%
11,800
-8,900
-43% -$402K
LRN icon
1391
CALL
Stride
LRN
$3.42B
$532K 0.01%
14,300
+5,700
+66% +$228K
CCI icon
1392
Crown Castle
CCI
$33.9B
$532K 0.01%
+4,672
New +$556K
ARRY icon
1393
CALL
Array Technologies
ARRY
$924M
$531K 0.01%
+23,500
New +$503K
EL icon
1394
PUT
Estee Lauder
EL
$31.5B
$530K 0.01%
+2,700
New +$573K
NEWR
1395
CALL
DELISTED
New Relic, Inc.
NEWR
$530K 0.01%
8,100
+4,400
+119% +$317K
PERI icon
1396
CALL
Perion Network
PERI
$386M
$528K 0.01%
+17,200
New +$591K
IQ icon
1397
CALL
iQIYI
IQ
$1.28B
$527K 0.01%
98,700
-52,000
-35% -$292K
EMB icon
1398
iShares JPMorgan USD Emerging Markets Bond ETF
EMB
$14.7B
$527K 0.01%
6,085
+1,726
+40% +$147K
VMW
1399
DELISTED
VMware, Inc
VMW
$525K 0.01%
+3,657
New +$475K
DELL icon
1400
CALL
Dell
DELL
$302B
$525K 0.01%
9,700
-81,400
-89% -$3.75M
54 55
56
57 58

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BCM
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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
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
EI
EAM Investors Solana Beach, California $866M AUM 377.14% 1-Year Est. Return

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.