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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
CMG icon
176
CALL
Chipotle Mexican Grill
CMG
$47.2B
$8.56M 0.13%
200,000
+30,000
+18% +$1.19M
LULU icon
177
PUT
lululemon athletica
LULU
$13.5B
$8.55M 0.13%
22,600
-23,700
-51% -$8.74M
SHV icon
178
iShares 0-1 Year Treasury Bond ETF
SHV
$20.8B
$8.49M 0.13%
76,893
+25,640
+50% +$2.83M
LI icon
179
Li Auto
LI
$13.4B
$8.45M 0.13%
+240,856
New +$6.77M
F icon
180
Ford
F
$58.5B
$8.45M 0.13%
+558,459
New +$7.07M
MCD icon
181
PUT
McDonald's
MCD
$192B
$8.39M 0.12%
28,100
-33,500
-54% -$9.73M
SOFI icon
182
SoFi Technologies
SOFI
$21B
$8.36M 0.12%
1,002,559
+781,029
+353% +$5.09M
TXN icon
183
Texas Instruments
TXN
$252B
$8.33M 0.12%
46,284
+42,830
+1,240% +$7.37M
C icon
184
CALL
Citigroup
C
$222B
$8.25M 0.12%
179,200
+66,400
+59% +$3.11M
NEM icon
185
PUT
Newmont
NEM
$98.7B
$8.24M 0.12%
193,100
+123,300
+177% +$5.6M
DE icon
186
PUT
Deere & Co
DE
$160B
$7.98M 0.12%
19,700
+11,500
+140% +$4.4M
TMUS icon
187
CALL
T-Mobile US
TMUS
$185B
$7.97M 0.12%
57,400
+23,000
+67% +$3.23M
DOCU
188
CALL
DocuSign
DOCU
$10.5B
$7.97M 0.12%
156,000
+106,600
+216% +$5.65M
JNK icon
189
State Street SPDR Bloomberg High Yield Bond ETF
JNK
$7.07B
$7.92M 0.12%
86,065
+72,389
+529% +$6.63M
CRM icon
190
Salesforce
CRM
$151B
$7.85M 0.12%
37,158
+25,159
+210% +$5.14M
AMGN icon
191
CALL
Amgen
AMGN
$208B
$7.79M 0.12%
35,100
-15,600
-31% -$3.62M
TJX icon
192
CALL
TJX Companies
TJX
$174B
$7.79M 0.12%
91,900
+47,700
+108% +$3.76M
AAL icon
193
American Airlines Group
AAL
$10.1B
$7.68M 0.11%
+428,083
New +$6.28M
HUM icon
194
CALL
Humana
HUM
$43.7B
$7.65M 0.11%
17,100
+7,300
+74% +$3.67M
CCL icon
195
CALL
Carnival Corporation Ltd
CCL
$38.1B
$7.59M 0.11%
403,000
+130,700
+48% +$1.53M
POOL icon
196
CALL
Pool Corp
POOL
$6.75B
$7.57M 0.11%
20,200
+16,900
+512% +$5.78M
DIS icon
197
CALL
Walt Disney
DIS
$167B
$7.44M 0.11%
83,300
-26,100
-24% -$2.47M
DKS icon
198
PUT
Dick's Sporting Goods
DKS
$17.5B
$7.43M 0.11%
56,200
+22,600
+67% +$3.09M
MS icon
199
PUT
Morgan Stanley
MS
$331B
$7.4M 0.11%
86,700
+6,500
+8% +$556K
PYPL icon
200
PUT
PayPal
PYPL
$48.9B
$7.4M 0.11%
110,900
-322,500
-74% -$22M
6 7
8
9 10

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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
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QIM
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RB
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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.