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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
CALX icon
1501
CALL
Calix
CALX
$2.35B
$454K 0.01%
9,100
+2,600
+40% +$125K
VRTX icon
1502
Vertex Pharmaceuticals
VRTX
$119B
$453K 0.01%
+1,288
New +$434K
SOFI icon
1503
CALL
SoFi Technologies
SOFI
$24.1B
$453K 0.01%
54,300
-261,500
-83% -$1.7M
AIZ icon
1504
PUT
Assurant
AIZ
$14B
$453K 0.01%
+3,600
New +$448K
TRV icon
1505
PUT
Travelers Companies
TRV
$78B
$452K 0.01%
+2,600
New +$459K
YETI icon
1506
PUT
Yeti Holdings
YETI
$3.85B
$451K 0.01%
11,600
-6,100
-34% -$236K
ORC
1507
Orchid Island Capital
ORC
$1.29B
$451K 0.01%
+43,527
New +$450K
NXPI icon
1508
CALL
NXP Semiconductors
NXPI
$56.5B
$450K 0.01%
2,200
-6,400
-74% -$1.14M
KDP icon
1509
PUT
Keurig Dr Pepper
KDP
$42.1B
$450K 0.01%
+14,400
New +$473K
BROS icon
1510
CALL
Dutch Bros
BROS
$8.91B
$450K 0.01%
+15,800
New +$469K
WSM icon
1511
Williams-Sonoma
WSM
$28.2B
$449K 0.01%
+7,182
New +$428K
TRP icon
1512
CALL
TC Energy
TRP
$68.6B
$449K 0.01%
11,100
-4,000
-26% -$163K
WMS icon
1513
Advanced Drainage Systems
WMS
$11.1B
$448K 0.01%
+3,938
New +$372K
IGSB icon
1514
iShares 1-5 Year Investment Grade Corporate Bond ETF
IGSB
$23B
$448K 0.01%
8,930
-6,859
-43% -$346K
KHC icon
1515
Kraft Heinz
KHC
$31.3B
$448K 0.01%
+12,618
New +$485K
CIEN icon
1516
CALL
Ciena
CIEN
$55.3B
$446K 0.01%
10,500
-40,900
-80% -$1.86M
CDNS icon
1517
PUT
Cadence Design Systems
CDNS
$92.6B
$446K 0.01%
+1,900
New +$413K
IVZ icon
1518
PUT
Invesco
IVZ
$13.6B
$445K 0.01%
+26,500
New +$427K
AN icon
1519
PUT
AutoNation
AN
$7.12B
$444K 0.01%
2,700
+400
+17% +$55.5K
SJM icon
1520
CALL
J.M. Smucker
SJM
$12.6B
$443K 0.01%
3,000
+700
+30% +$107K
SJM icon
1521
PUT
J.M. Smucker
SJM
$12.6B
$443K 0.01%
3,000
-500
-14% -$76.3K
NTR icon
1522
CALL
Nutrien
NTR
$31.7B
$443K 0.01%
+7,500
New +$477K
LLY icon
1523
Eli Lilly
LLY
$1,000B
$443K 0.01%
944
-189
-17% -$79.3K
RNG icon
1524
CALL
RingCentral
RNG
$4.81B
$442K 0.01%
13,500
+700
+5% +$21.5K
CAG icon
1525
CALL
Conagra Brands
CAG
$7.14B
$442K 0.01%
13,100
+7,400
+130% +$267K
59 60
61
62 63

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OAM
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WFAL
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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

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.