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Two Sigma Securities

Two Sigma Securities Portfolio holdings

AUM $1.16B Turnover 73.52%
1-Year Est. Return 36.23%
This Fund
S&P 500
This Quarter Est. Return
+9.86%
1 Year Est. Return
+36.23%
3 Year Est. Return
+108.69%
5 Year Est. Return
+124.54%
10 Year Est. Return
+353%
AUM
$6.72B
AUM Growth
+$1.74B
Cap. Flow
-$66.5M
Cap. Flow %
-0.99%
Top 10 Hldgs %
12.33%
Holding
3,576
New
988
Increased
941
Reduced
754
Closed
846
Avg Time Held Equity + Options
0.7 years
Top 10 Avg Time Held Equity + Options
0.2 years
Top 20 Avg Time Held Equity + Options
0.2 years
Avg Time Held Equity only
0.4 years
Top 10 Avg Time Held Equity only
0.2 years
Top 20 Avg Time Held Equity only
0.1 years

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 Miscellaneous 85.39%
2 Technology 3.91%
3 Consumer Discretionary 3.81%
4 Financials 1.59%
5 Communication Services 1.54%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow Held Since
AAPL icon
1
PUT
Apple
AAPL
$5.18T
$148M 2.2%
762,800
+288,000
+61% +$50.2M
2017 Q4
22 quarters
AAPL icon
2
CALL
Apple
AAPL
$5.18T
$117M 1.74%
603,800
+248,700
+70% +$43.3M
2017 Q4
22 quarters
MSFT icon
3
PUT
Microsoft
MSFT
$3.89T
$103M 1.53%
301,200
+128,300
+74% +$40.2M
2017 Q4
22 quarters
TSLA icon
4
PUT
Tesla
TSLA
$1.54T
$89.4M 1.33%
341,700
+67,300
+25% +$13.5M
2017 Q4
22 quarters
AAPL icon
5
Apple
AAPL
$5.18T
$77M 1.15%
397,200
+171,668
+76% +$29.9M
2020 Q1
13 quarters
META icon
6
CALL
Meta Platforms (Facebook)
META
$1.64T
$61.3M 0.91%
213,700
+172,800
+422% +$42.6M
2017 Q4
22 quarters
MSFT icon
7
CALL
Microsoft
MSFT
$3.89T
$60.4M 0.9%
177,400
+109,200
+160% +$34.2M
2017 Q4
22 quarters
TSLA icon
8
Tesla
TSLA
$1.54T
$59.9M 0.89%
228,838
-6,167
-3% -$1.23M
2020 Q2
12 quarters
NVDA icon
9
CALL
NVIDIA
NVDA
$3.93T
$58.7M 0.87%
1,387,000
+866,000
+166% +$28.8M
2017 Q4
22 quarters
TSLA icon
10
CALL
Tesla
TSLA
$1.54T
$54.3M 0.81%
207,500
+147,500
+246% +$29.5M
2017 Q4
22 quarters
JNJ icon
11
CALL
Johnson & Johnson
JNJ
$688B
$53.6M 0.8%
323,600
+282,400
+685% +$45.6M
2022 Q1
5 quarters
JNJ icon
12
PUT
Johnson & Johnson
JNJ
$688B
$48.7M 0.72%
294,300
+229,300
+353% +$37M
2017 Q4
22 quarters
NVDA icon
13
PUT
NVIDIA
NVDA
$3.93T
$47.9M 0.71%
1,132,000
+157,000
+16% +$5.21M
2017 Q4
22 quarters
XOM icon
14
PUT
ExxonMobil
XOM
$696B
$45.7M 0.68%
425,900
+270,200
+174% +$29.5M
2022 Q1
5 quarters
MSFT icon
15
Microsoft
MSFT
$3.89T
$44.9M 0.67%
131,980
+42,599
+48% +$13.4M
2021 Q1
9 quarters
SPY icon
16
State Street SPDR S&P 500 ETF Trust
SPY
$800B
$44.5M 0.66%
100,397
+1,501
+2% +$630K
2023 Q1
1 quarter
AMZN icon
17
PUT
Amazon
AMZN
$2.88T
$39.6M 0.59%
304,000
-322,100
-51% -$36.8M
2017 Q4
22 quarters
QCOM icon
18
PUT
Qualcomm
QCOM
$185B
$37.7M 0.56%
316,400
+119,100
+60% +$13.7M
2019 Q2
16 quarters
AMZN icon
19
CALL
Amazon
AMZN
$2.88T
$35.3M 0.52%
270,600
-122,600
-31% -$14M
2017 Q4
22 quarters
META icon
20
PUT
Meta Platforms (Facebook)
META
$1.64T
$34.5M 0.51%
120,200
+40,200
+50% +$9.9M
2017 Q4
22 quarters
NFLX icon
21
PUT
Netflix
NFLX
$255B
$34.5M 0.51%
783,000
+442,000
+130% +$16.3M
2017 Q4
22 quarters
HD icon
22
PUT
Home Depot
HD
$348B
$34.2M 0.51%
110,100
+59,300
+117% +$17.5M
2017 Q4
22 quarters
COST icon
23
CALL
Costco
COST
$490B
$34.2M 0.51%
63,500
+55,500
+694% +$28.1M
2017 Q4
22 quarters
V icon
24
PUT
Visa
V
$794B
$34M 0.51%
143,300
+37,300
+35% +$8.54M
2017 Q4
22 quarters
TXN icon
25
CALL
Texas Instruments
TXN
$277B
$33.3M 0.5%
185,200
+71,800
+63% +$12.4M
2021 Q2
8 quarters
1
2 3 4 5

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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's Q2 2023 filing shows 988 new, 941 increased, 754 reduced and 846 closed positions. Its largest new stake was Netflix: 732,800 shares worth $32.3M. The largest sale was Advanced Micro Devices, an estimated $19.9M.

By sector, the portfolio is most concentrated in Miscellaneous at 85% of assets, up from 81% a quarter earlier, followed by Technology and Consumer Discretionary.

  • 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 988 new positions and closed 846 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.